Multi Instrument and Simulated Data Feed (maybe bug?)

[NinjaTrader_Bertrand]

Hi Tamas, thanks for the effort to report this to us - on which chart do you have the SampleMultiInstrument loaded? This one may be the issue as it call the ES 12-08 instrument which is expired and not present in your Instrument Mananger. Thanks!

[tamas]

Hi Tamas, thanks for the effort to report this to us - on which chart do you have the SampleMultiInstrument loaded? This one may be the issue as it call the ES 12-08 instrument which is expired and not present in your Instrument Mananger. Thanks!

Hi,

it is absolutly not possible. According to my opinion it has nothing to do with the problem. DONT FORGET that in the first movies there were no any log from "ES 12-08 instrument". Why? Because the relevant code was commented in @SampleMultiInstrument.cs file.

[tamas]

I commented it now, as well. Build it now as well. Result: the same.

Would you try what i have wrote?

[tamas]

Good morning,

Please watch the third movie.

• Another notebook.
• Another operating system.
• Clean install.
• No config.
• Clean database.
• No backup load.
• Nothing, but the one row NinjaScript!

Result:

• 2 screenshot.
• 3 movies.
• 2 notebook.
• 2 operating system.
• (and many posts in this topic.)

I think that the problem can be seen clearly and can be reproduced unequivocally. If it was not a problem, I would not record more movies, I think now you should try the same.

[NinjaTrader_Bertrand]

Thanks tamas, I will review it and get back to you.

[NinjaTrader_Bertrand]

Thanks putting together tamas, unfortunately I still cannot reproduce this on my end here. You want to check how the 'SampleMultiInstrument' can be called at 7:57:12 shortly before you start your 'SampleBugStrategy'.

When I replicate your setup on the SimulatedDataFeed connection both charts update well after starting your strategy.

[tamas]

Hello Bertrand,

You want to check how the 'SampleMultiInstrument' can be called at 7:57:12 shortly before you start your 'SampleBugStrategy'.

I do really understand what you are saying with this sentence, please explain it. Probably the misunderstanding is beacuse of my english.

When I replicate your setup on the SimulatedDataFeed connection both charts update well after starting your strategy.

I recorded movie from the installation, so are you sure that you do everithing step by step as it can be seen on the movie? Are you sure? Are you absolutely sure?

[NinjaTrader_Bertrand]

Hi tamas, thanks for your patience - please try to add the ES 12-08 under Tools > Instrument Manager. Then try your setup again and see if both charts update properly then.

[tamas]

Hi tamas, thanks for your patience - please try to add the ES 12-08 under Tools > Instrument Manager. Then try your setup again and see if both charts update properly then.

Hello, i will try it today

[tamas]

Hi tamas, thanks for your patience - please try to add the ES 12-08 under Tools > Instrument Manager. Then try your setup again and see if both charts update properly then.

Hello Bertrand,

I have commented all the relevant rows of the @SampleMultiInstrument.cs, I have build it and the bug is the same.

Please try this STEP BY STEP (it came out at clean install also):

• At EURGBP and EURUSD switch on the below exchanges:
  • Default
  • Ideal
  • Idealpro
• Create two Instrument Lists, like:
  • FOREXDEFAULT
  • FOREXIDEALPRO

then

• Put EURGBP and EURUSD in the FOREXDEFAULT list, the Exchange setting both of them has to be: Default
• Put EURGBP and EURUSD in the FOREXIDEALPRO list, the Exchange setting both of them has to be: IdealPro

then

1. Open the chart, choose EURGBP from the FOREXDEFAULT list.
2. Open the chart, choose EURUSD from the FOREXDEFAULT list.
3. Connect to Simulation Data Feed.
4. Run SampleBugStrategy at EURGBP chart, the EURUSD chart works

then

1. Disconnect from Smilutaion Data Feed
2. and close both chart window.

then

1. Open one chart, choose EURGBP from FOREXIDEALPRO list.
2. Open one chart, choose EURUSD fromFOREXIDEALPRO list.
3. Connect to Simulation Data Feed.
4. Run SampleBugStrategy at EURGBP chart, the EURUSD chart freezes.

Any time I tried this, the same happened. So, as if it is not all the same, which exchange is choosen when you add it to the InstrumentList. If it is Default, then it is working, if it is IdealPro, then it freezes.

[whitmark]

Tamas,

I am afraid since SampleMultiInstrument is a reserved sample strategy, you will not be able to edit out the code and save it. All you can do at this point is add the instrument/expiry "ES 12-08" to your list in the instrument manager even though you don't intend to trade it. I suspect NT will fix this in an upcoming release. I just helped someone else with this issue and adding the "ES 12-08" resolved the issue.

[tamas]

Hello,

I am afraid since SampleMultiInstrument is a reserved sample strategy, you will not be able to edit out the code and save it.

You are right, you can not overwrite in NT, but

• close NT application
• open @SampleMultiInstrument.cs in VS or Notepad
• comment what you want and save with the same name
• start NT
• open (edit) any strategy
• press F5 (build) and see a miracle

All you can do at this point is add the instrument/expiry "ES 12-08" to your list in the instrument manager even though you don't intend to trade it. I suspect NT will fix this in an upcoming release. I just helped someone else with this issue and adding the "ES 12-08" resolved the issue.

How can i add, beacuse i have never used future instrument? (Rollover confused me, "ES 12-09" can be seen at me.)

Ps: thanks your help, but my opinion is that missing instrument doesnt

influence the problem of chart freezing.

[NinjaTrader_Bertrand]

Tamas, it will influence the behavior since the Initialize() is called across all strategies and thus the NinjaTrader will look for the ES 12-08 which will not be found unless you add it back, resulting in the 'freeze' you reported. Please go to Tools > Instrument Manager and add it to your instrument list, unfortunately this is the only workaround I can provide now. Thanks!

[tamas]

Tamas, it will influence the behavior since the Initialize() is called across all strategies and thus the NinjaTrader will look for the ES 12-08 which will not be found unless you add it back, resulting in the 'freeze' you reported. Please go to Tools > Instrument Manager and add it to your instrument list, unfortunately this is the only workaround I can provide now. Thanks!

Hello,

I added the instrument and the chart freezes in the same way.

I don't know, if there are any misunderstanding between us. I tried to register a bug, for that I wrote and recorded everything i can, just to be easier for you to find and fix the bug. I really do not want seem to be impolite, but Bertrand i think that you rather write but don't read. You wrote down more times to add the instrument, but I wrote down more times that it cut no ice, because in the @SampleMultiInstrument file in Initialize() and in OnBarUpdate() methods everything were commented, so obviously the code which would call the ES instrument doesn't run. Evidently it could not be appeared as a error in the log so it absolutely doesn't metter if the instrument is added or not. Because nothing will call that. And the chart freez anyway. I have my own company which also develop applications available on internet in NET environment, though in a different area, but our applicaton run a few 1000 clients. I saw many bugs in our own products, i have some experience in this and I am sure also, that i don't know NT comprehensively. This bug doesn't disturb me yet, because Market Replay could work instead.

According to my opinion the situation is very simple: if a bug can be reproduced unequivocally, in this case in two different envireonment, then it exists. From now, NT team should decide, if the cause of it will be sought and fixed, or not. I have attached so many materials for the discover of the cause of the bug.

Otherwise I got so many help in other topics from you Bertrand, and from the others, and thanks for it, but for this thread i would not write more posts, because I can not add more.

[NinjaTrader_Bertrand]

Tamas, we do thank you for your persistence and attention - unfortunately I still cannot reproduce this on my end here and I followed the steps you outlined for the symbols on IBIdealPro. In your videos I spotted the error I mentioned in the log and since changes to the SampleMultiInstrument can't be saved the suggestion was the Add the missing instrument.