nt8 b5 - so playback-MR,on each tick, range bars and 1 minute differ?

[sledge]

I ran a strategy in playback-mr,on each tick, which had nothing to do with range bars,only time, I'd expect the same result whether 4 range bars or 1 minute? No?

Both runs in nt8b5 on same dataset.

I'd need to run this in nt7 to prove this out, but i think i had before...

[koganam]

I ran a strategy in playback-mr,on each tick, which had nothing to do with range bars,only time, I'd expect the same result whether 4 range bars or 1 minute? No?

Both runs in nt8b5 on same dataset.

I'd need to run this in nt7 to prove this out, but i think i had before...

That would depend on the logic of your code, no?

[sledge]

That would depend on the logic of your code, no?

If time between 10:00 and 10:30 and condition B triggers, enter long/short with stop loss/target.
And condition B is not based on EMAs etc on the 4 range or 1 minute chart...

OnEachTick implies that each tick is processed for your strategy and therefore range bars and 1 minute bars are irrelevant at that point.

I'll run some tests later once I get my bearings and maybe see why their is a difference.

[sledge]

That would depend on the logic of your code, no?

Ran a test tonight and found a day with an issue that wasn't related to a "Bid/Ask" fill issue.

The strategy on the Range Bars entered 1 minute earlier than the same strategy on 1 minute.

The code has ToTime(Time[0]) check... but the range bar entered 1 minute earlier than the time check allows. The 1 minute bar entered at the exact time of the TimeCheck, and there a fill that was 1.75 points away!

I'm not sure what NT7 would do in this situation, never really tried it, always ran on 1 minute ...

[NinjaTrader_Jesse]

Hello,

I tried to piece this together and try it but have not been able to reproduce what you explained.

From what I gather, you are getting an entry 1 minute outside of the timecheck you are doing when using Range bars. Can you provide a sample script and settings being used?

I am using a simple time check:

if (ToTime(Time[0]) >= 100000 && ToTime(Time[0]) <= 103000)
{
EnterLong();
}

This so far has worked every time I have tried it using calculate on each tick.

I look forward to being of further assistance.

[sledge]

Thanks. Will do tonight.

[sledge]

NT_J:

I think I may have had my stuff backwards.

I slowed down replay to 1x and re-tested.

For 9/1/2015, when this strategy is applied to a 1 minute chart ES09-15, it enters in at 12:49:00pm. I guess that makes sense - since that bar is considered 12:50:00 in NT world.

When applied to a 4 range chart - it enters at 12:50:01PM.

This is recorded data imported from NT7.

			if (   ToTime(Time[0]) >= ToTime( 12, 50, 00)
				&& ToTime(Time[0]) <= ToTime( 12, 55, 10)
				&& NumberOfTrades == 0 ) 
			{ 
						
					EnterShort ( myContractsTrade1, "timetestdown1" );
			
					SetProfitTarget ("timetestdown1", CalculationMode.Ticks, 40 );
						
					Print ("timetestdown1- " + ToDay (Time[0]) +  "," +ToTime(Time[0]) + ",ES," + "Entered Short @" +  BarsArray[0].LastPrice );

					SetStopLoss ("timetestdown1", CalculationMode.Ticks, 5, true);
			}

I also ran a test in NT7... and the same thing happens.

So - no bug/issue here, just a rookie mistake - thought I had found some thing.

[NinjaTrader_Jesse]

Hello,

Thanks for the update.

Im glad you were able to resolve this and there is no bug to address.

please let me know if I may be of further assistance.