Instrument ^VIX, Trading Hours, US Equities RTH or CME Index RTH
Connect to Playback-MR.
Add strategy1.cs to ES 03-17 chart (30 seconds).
Run replay - no prints happen until 10:34:30, 20 bars of 3 minutes VIX. Expected. PASS.
Enabling NinjaScript strategy 'Strategy1/100320157' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes RTH 20 103430 VIX SMA(14)=11.99 ES=2341 ES SMA(14)=2341.5 RTH 20 103445 VIX SMA(14)=11.99 ES=2341 ES SMA(14)=2341.5 RTH 20 103500 VIX SMA(14)=11.99 ES=2341.5 ES SMA(14)=2341.25 RTH 20 103515 VIX SMA(14)=11.99 ES=2341 ES SMA(14)=2341.25
Exit/Save Workspace.
Start NT8.
Connect to playback-MR.
Enabled Strategy in Control Center.
Secondary Series is now on 24x7 (maybe from ES?), as it starts 04:23:00 AM, so it's not respecting/lost the instrument default trading hours.
Enabling NinjaScript strategy 'Strategy1/100320157' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes RTH 20 42300 VIX SMA(14)=11.89 ES=2340.75 ES SMA(14)=2341 RTH 20 42315 VIX SMA(14)=11.89 ES=2341 ES SMA(14)=2341 RTH 20 42330 VIX SMA(14)=11.89 ES=2340.75 ES SMA(14)=2341 RTH 20 42345 VIX SMA(14)=11.89 ES=2340.75 ES SMA(14)=2341 RTH 20 42400 VIX SMA(14)=11.89 ES=2340.5 ES SMA(14)=2341
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Okay - interesting - ran 1 more test to isolate if it is a control center thing or restart thing.
Looks to be a control center thing.
New NT8 session.
Connect to playback-MR.
Add strategy1.cs to control center.
ES 03-17, 30 seconds,trading hours-use instrument settings...
VIX is set to 24x7.
Enabling NinjaScript strategy 'Strategy1/100321454' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes RTH 20 42300 VIX SMA(14)=11.89 ES=2341 ES SMA(14)=2341 RTH 20 42330 VIX SMA(14)=11.89 ES=2340.75 ES SMA(14)=2341 RTH 20 42400 VIX SMA(14)=11.89 ES=2340.5 ES SMA(14)=2341 RTH 20 42430 VIX SMA(14)=11.89 ES=2340.5 ES SMA(14)=2341 RTH 21 42500 VIX SMA(14)=11.9 ES=2341 ES SMA(14)=2341
Something isn't being set right in these situations.
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