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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 02-18-2011, 10:59 PM   #1
tradetree
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Default Market Replay

When using Market Replay I can't get my strategy to stay enabled. It disables itself right away. I've tried using Visual Studio debugger and it calls "Initialize" but never calls "OnBarUpdate". I stepped through it and there is no crash or odd behavior, it just never calls "OnBarUpdate" and the log shows it was disabled. I then connect to my broker data feed instead of Market Replay and it enabled just fine and "OnBarUpdate" is called.

I tried Market Replay with another strategy I wrote and it also calls "OnBarUpdate" just fine. How can I figure out what is going wrong? There is nothing interesting in the "Initialize" section:

protected override void Initialize()
{
init = false;
CalculateOnBarClose = true;
}
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Old 02-19-2011, 03:44 AM   #2
NinjaTrader_Bertrand
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tradetree, do you have enough data loading for the OnBarUpdate() to be started calling? This means all series satistfy the BarsRequired setting used?
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