VB.NET Q: Difference between LIMIT for ENTRY and LIMIT for EXIT...?

[NinjaTrader_Ray]

Not a bug. There are situations where orders can be filled outside of bar in a backtest. If you do not wish to see this behaviour, select "Liberal" for the Fill Type when running a backtest.

[behealed]

Not a bug?

Not a bug? First of all my stoploss is 10 pips, and it went further than that. And secondly, it's on default fill type, but that's supposed to be the more realistic fill type...

Hey just a suggestion... you guys should add in the ability to backtest a strategy using the e-signal tick server... you don't get as many days but you would get more accurate backtest results.

Because I noticed in my backtest that it often opens an order and closes it on the same bar, with profit... yet in reality it never actually went back down there, but the program sees the bar is long enough to both enter and exit with profit, and assumes the best... I think in the very least the backtest should have an option to not allow trades to exit profitably on the same bar they are opened on. This would optionally create backtest results slightly worse than what would have potentially happened in reality, but avoids the risk of having backtest results that are much better than reality, if you know what I mean.

[behealed]

I notice the program seems to start out some of my strategies strangely.... the instant I start the strategy it places two orders that are "BUY TO COVER" orders, one being my limit and one being my stoploss, and yet there is no trade yet. Those two orders are the two automated stop and limit targets that are assigned on the last page of the strategy wizard, where you are asked to set stop and limit targets. SO why is it putting up those orders the instant I click the button to start the strategy, when the strategy hasn't even made a trade yet? It doesn't do it on every one of my strategies, just two of them... hmm weird. I cancel them because they are pending at first, and hope that doesn't some how mess the strategy up. I notice that the "strategies" tab indicates that I am in a trade on both those strategies, because they PnL amounts are changing, but there are no open orders under "positions" tab. Very weird.

[behealed]

oh

I bet I know what it is, I am using limit orders to get into the market, and my strategies are set up to place stop/limits on "every entry order". how funny. The other option is to only set stop/limits on strategy position. That's what I bet I need to select.

Needless to say, count that another bug. it shouldn't put stop/limits in response to a limit entry order that hasn't been filled yet. If that's what it is doing...

[behealed]

and

I have to delete all my strategies under the "strategies" tab (the page where you can start and stop them)... just to fix the one thing. It would be great to enable them to be edited...

[behealed]

Gaahh

GAHHH!! that didn't fix it. It's still starting my strategies out with the stoploss and limit orders called "buy to cover", when there is no order currently active to sell. This is not good... I don't know how to stop it from doing that. I told it to only place the stoploss and limit orders "by strategy position" but it's still putting them there even when the strategy is currently flat. And it's still showing the PnL changing on the strategy even though there are no active trades.

[behealed]

stoploss

Just watched it... I click "start" to start sell strategy. Bam it places buy stoploss and limitprofits orders, even though there is no trade (nothing was showing in the active trades tab). Waited. Stoploss hit. Now it shows PnL of -10 pips on that strategy, which isn't changing because it thinks the strategy is now flat. And now I see an active buy order running in the "positions" tab at the top of the program for that strategy. Lol it's so messed up. I figure if I cancel that buy order then at least it will probably trade correctly from this point on. I guess when I go live, I'll just have to let it make a few of these rogue trades when I first start my strategy each day, and get slapped around a bit...

[NinjaTrader_JoshP]

Please check out this article: http://www.ninjatrader-support.com/v...ead.php?t=4033

You most likely have a strategy position open which is why the strategy is placing your stop loss/profit target orders. I suggest you check the option "Wait until flat before executing live" in the Tools->Option->Strategies->NinjaScript tab.

[behealed]

yay

Yay that fixed it

Question: why does the strategy analyzer do nothing? I select my strategy, click backtest, and select a date starting like a month ago, and click ok... and nothing? It just sits there. Doesn't say it's calculating anything... nothing! And when I click like the different tabs, they don't show data. Shows that the overview tab... dates from today to today, even though I selected a beginning date a month ago. Any suggestions?