Restarting VeighNa Strategies While Preserving Overnight Positions

Summary

A VeighNa community exchange explains how to handle overnight positions when using a DA interface. The response recommends scheduling a system restart after the overseas exchange closes, then starting the strategy again without removing and re-adding it. The strategy engine records positions in a cache file and restores them after restart.

Other strategy state is not necessarily preserved automatically. The discussion gives the example of a trailing stop’s holding-period high and low prices, which must be added to the engine’s variables list to be saved and restored. The exchange addresses restart and state-recovery behavior, but it does not explain whether orders or stop conditions are temporarily unavailable after the market opens, the concern raised in the original question. It also supplies no operational test results or further details about DA-specific behavior.

Key ideas

• The exchange recommends restarting the system after the overseas exchange closes and then restarting the strategy.
• Removing and re-adding the strategy is described as unnecessary for restoring positions.
• The strategy engine saves positions to a cache file and reloads them after restart.
• Additional state, such as trailing-stop high and low values, must be registered for persistence.
• The discussion does not resolve whether stop handling is delayed after the market opens.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.