Chart is showing Entry prices that could not have existed

[Matheyas5]

Hi Christopher,

It was set to True.
I tried it again with the setting on False, but the same problem happened.

[NinjaTrader_ChristopherJ]

Can you tell me what speed you are replaying data when this occurs.

[Matheyas5]

I'm replaying at 500x

[NinjaTrader_ChristopherJ]

There can be instances where the execution can occur on later bars then when trigged while replaying data at high speeds within NinjaTrader.

[Matheyas5]

Does Ninjatrader plan to fix this bug?
This bug makes it pretty much impossible to test my Algo to see if I've programed it correctly.

[NinjaTrader_ChristopherJ]

I have forwarded this to our development team as a suggestion on how we can improve the Market Replay feature.

[Matheyas5]

Will the same bug come up during a "backtest" in the "Strategy Analyzer"?

[NinjaTrader_ChristopherJ]

This behavior would not be seen when backtesting in the strategy analyzer since data would not be replayed and calculations would be based off historical data.

[Matheyas5]

Thanks for the info Christopher.

Also, I just ran the strategy again in Replay mode running at 10x instead of 500x, but the same problem still happened. Any idea what else could be causing the issue aside from Replay speed?

[NinjaTrader_ChristopherJ]

I am not aware of any other factors that would cause this behavior.

[Matheyas5]

I know you've already already asked your engineering team to fix the following issue.

There can be instances where the execution can occur on later bars then when trigged while replaying data at high speeds within NinjaTrader.

However, it now seems Replay speed is not (the only thing) causing the bug I've detected.

With that in mind, can you please also ask your engineering team to review post #14 of this thread to see if they have the same problem? (Note: They do not have to review this entire thread, they'll find everything they need in post #14).

I don't mean to sound harsh, but I don't see myself using Ninjatrader anymore unless this issue is resolved because:

This bug makes it pretty much impossible to test my Algo to see if I've programed it correctly.

Thanks

[NinjaTrader_ChristopherJ]

When reviewing post #14 with our tech support lead this appears to be plotted correctly within the screen shot that you provided.

When running the strategy on the 1 Minute chart all of the bid/ask information between the 1:16 and 1:17 would be included in the 1:17 bar. With this being said the execution would plot on the 1:17 bar which contains this information and would not plot between where the bid/ask information is being plotted from the Bid/Ask indicators.

The only time the execution would plot between 1:16 and 1:17 in this case is if you were running the strategy on a chart that is setup using the same interval the Bid/Ask indicators are using which appears to be 1 Tick.

Let me know if I may be of further assistance.

[Matheyas5]

With this being said the execution would plot on the 1:17 bar which contains this information and would not plot between where the bid/ask information is being plotted from the Bid/Ask indicators.

Then how am I supposed to test my algo to see if it is responding to changes in Bid and Ask prices in the way I intended it to?

[NinjaTrader_ChristopherJ]

Can you please clarify what items in the strategy change based off the Bid/Ask information.

[Matheyas5]

In the particular strategy in post #14, I need to be able to see exactly what change in Bid or Ask price caused the Trailing Stop to close a position.

Even though the Trailing Stop changes dynamicly in this strategy based on profitloss (not Bid and Ask changes), I still need to see the info above to make sure its dynamic changes are working how I intended them too.


However, this particular strategy is not the best in example.

In general, I have a lot of complex exit strategies (that I cannot post publicly) that closely monitor changes in Bid and Ask prices to determine when to exit.