PlayBack, OnExecution, error

[cls71]

Hello,

With PlayBack, the OnExecution method is called before the OnBarUpdate method is finished.
With real time works fine.

I attach a sample code. The strategy is unmanaged.

This is the PlayBack output:



And this the realtime output:

[sledge]

So, Why does onbarupdate need called before an execution?

Anyways, This might be related to onorderupdate caveat in playback:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?onorderupdate.htm

[cls71]

No. The problem here is that you are running the code within a method (OnBarUpdate) and before reaching the end of this method, control passes to a different method (OnExecution).

The link that you have posted is on the order in which event handler methods are executed, but that's a different matter.

[cls71]

This issue also occurs in StrategyAnalyzer with TickReplay (but disconnected).

Basically: the control passes to a different method before reaching the end of the current execution method.

This behavior is different to NT7.

[NinjaTrader_MichaelM]

Hello cls71,

Thank you for reporting this issue. I will test further on our end to confirm and I will update this thread when I have further information.

Thank you for your patience in the meantime.

[NinjaTrader_MichaelM]

Hello cls71,

I have confirmed this behavior and submitted a bug report. I will update this post when I have further information.

Thank you for bringing this to our attention.

[NinjaTrader_MichaelM]

Hello cls71,

Our development team has confirmed that this is expected behavior and that this behavior is different from Ninjatrader 7.

In NinjaTrader 8 the event is triggered right as it is produced. In the sim engine there is an added delay of a few hundred milliseconds to make the results more random like you would see if you were submitting live trades. This has been removed from the playback engine to ensure that results are always reproducible. This is why you are getting differences between the two in your tests.

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