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Sim: Strategy disabled -> Orders occured

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    Sim: Strategy disabled -> Orders occured

    Hello,
    (1) When I disable a Strategy, NT tries to send Orders (qty 2, but only 1 was set), but an error occures: "order not executed - max. position reached..." (see pic attached)
    I tried to reset the SIM, that was successfully. But the error comes again after a new disabling the strategy.
    (2) Is there an option to show the chart with historical strategy-signals without enabling the strategy for signal-execution?
    (3) The submenus Tools->Import/Export are very hard to reach. It disappears faster as the mouse' hover. (Win7X64 and Win8X64)
    NT-Version NT8.0.0.9 64-bit (Multi-Broker) - BETA
    (4) The forum session time out is very short. I'd like to write a post without a relogin.

    Thanks.

    regards,
    Lutz

    Pic(1): https://onedrive.live.com/redir?resi...nt=photo%2cPNG

    #2
    Hello,

    Thank you for the questions.

    For the first item, could you provide a sample that demonstrates the error so that I can better understand what may be happening? Based on the description I would not be sure what would cause the message.

    For the second question, unfortunately the only way to view the executions on a chart would be to execute the straetgy on the chart. You can prevent it from placing orders using code but ultimately it would need to be enabled to display its executions.

    For the third item, I can report this to development for further review as a feature request.

    Unfortunately I do not believe there is any way to modify the forums timeout, I would suggest using a local text editor and then just copy and paste the text into the forum post once you are ready to avoid that timeout.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Thanks, Jesse,

      I don't know a reason, why a strategy must generate orders, if I only want to see into its signals-history. Please, tell my a technical reason. I don't know any other platform, wich this behavior. "Enable" could be "Generate automatically Orders". "Disable" could be "Generate signals in the chart history". Please, think about this user- (and test-)friendly option.

      Further, I noticed realtime (as its occured) a curious display of signals, that were realtime generated. They "hangs in the air", not allocated to a tick. After reload the chart, they was correctly displayed. In this situation, the tickrate was very high. Entry and exit occurs fast within a second (felt). But also with a lower ticksrate, the realtime display is similar. See pics attached.
      Thanks.

      regards,
      Lutz

      Signals realtime: https://onedrive.live.com/redir?resi...nt=photo%2cPNG
      Signals hist reload: https://onedrive.live.com/redir?resi...nt=photo%2cPNG
      Last edited by sigworks; 03-22-2016, 05:19 AM.

      Comment


        #4
        Hello,

        Thank you for the images.

        A strategy would need to be activated to see its signals, it would work like a TV, to watch the TV it would need to be on(enabled), while it is off(disabled) you cant see anything because it is not running or turned on. Because you control what logic the strategy uses, you can control if it places trades in realtime while enabled.

        For the images, depending on the logic and settings, what you are seeing could be expected when comparing Realtime versus Historical results.Historically, trades will use the Close prices and have no intrabar data to calculate. In realtime you do have intrabar data so it would show a difference depending on the logic and settings used.

        To find the reason for different fills in logic, debugging is generally the first step or to see if different values are being used in the conditions you made.

        For this, we may be able to tell just by knowing what timeframe was being used and the settings that were being used.

        What was the timeframe the strategy was running on and what was the CalculateOnBarClose set to?

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          Sorry for my incomplete stuff above: the strategy uses 1-Tickchart. The entry-logic uses #EnterLong() and #EnterShort(). The further settings are in the pic attached.

          I know about the timeproblems. Same on others. But I think, the signal could bind to a tick in the (realtime-chart), disregarding of seeing the signal on an other tick after reloading.
          Thanks.

          regards,
          Lutz


          https://onedrive.live.com/redir?resi...nt=photo%2cPNG
          Last edited by sigworks; 03-23-2016, 05:47 AM.

          Comment


            #6
            The reason for the differences was a not syncing timeservice locally. Continuum and rithmic sends the original timestamps.
            Thanks.

            regards,
            Lutz

            Comment

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