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Draw lines between session breaks

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    #31
    OK, so as I see it and correct me if I am wrong, there is no way to select it in the strategy builder but before enabling the strategy I can select edit strategy and set the parameters there. Additionally I can set them to default for a particular strategy. Thanks.

    Best regards,

    Dolfan

    Comment


      #32
      Hello Dolfan,

      In the control center, selecting Edit Strategy from the Strategies Tab will allow you to define the DataSeries and Session Template it is applied to. If you are referring to the Tools -> Edit NinjScript -> Strategy and the Wizard, that does not have any way to define the session information. This is strictly set up when you apply a strategy to the control center tab directly.

      If you had applied a strategy to a chart, the strategy is still listed in the control center so in that case, you need to go to the chart and change the charts DataSeries to change the session information.

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

      Comment


        #33
        Jesse,

        I ran a replay of ES today and I opened 2 charts setting 1 to Default 24/7 and the other to Instrument Settings. I applied the strategy to both and ran Market Reply (Ninja7). Neither chart opened trades. I watch it zoom past what should have been entry points but nothing. The strategy opened trades for me live today so I am certain proper trade signals were present, at least live.

        I have never applied a strategy using the chart before. Is there something specific I need to know about doing this in Market Reply mode?

        Dolfan

        Comment


          #34
          Hello Dolfan,

          Applying a strategy in replay should be just like real-time, except you need the Replay101 account selected. Without knowing if the scripts code was being called, I really couldn't answer what may have happened in that test.

          Because market replay was being used, this could be related to quite a few variables, I would likely suggest to try and recreate that test to further troubleshoot.

          After connecting to replay and configuring your start time, apply a new instance of the strategy to the chart or control center and then enable it. If the strategy is Green in the control center, it should work going forward like it does in realtime. If your conditions to trade for some reason are not true in replay that may be the reason. This would be a situation where prints would be invaluable to figure out what specifically is happening.

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

          Comment


            #35
            Jesse,

            Does slippage occur in Market Replay? Also, is there somewhere that I can read the times that all of the sessions options are open? This greatly affect where my lines are painted. Thanks!

            Best regards,

            Dolfan

            Comment


              #36
              Hello Dolfan,

              Thank you for the reply.

              Yes, slippage can occur in replay, this would depend on the data that is being played back and if slippage could occur within that situation. There are no means to control the amount of slippage going forward like a backtest because this is a real-time mode.

              Regarding the session question, are you asking how to locate instruments that are currently in session? Can you describe what your goal is here further?

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

              Comment


                #37
                Regarding slippage, would you say it is more prevalent when running at 500x speed than say 100x speed? Is there a target speed that would be more reliable than others?

                As for sessions, the opening or settlement price is where my support and resistance lines measure from so if I use a session template that starts at 5pm the day before, they will measure from there. If I use a template where the session begins at midnight, they will measure from there. If I use a session that begins at 9 or 9:30 am, they will measure from there. I am looking for the session template/time frame that produces the most accurate and productive entries. Does that make sense?

                Dolfan

                Comment


                  #38
                  Hello Dolfan,

                  Thank you for the reply.

                  As far as I am aware this would rely on the market, the platform has does not necessarily have any control over slippage except in historical where a maximum can be defined.

                  Regarding the session, this sound like this would be considered trading advice which I could not comment on. This is something you would need to test and find what works best for your goal. There is nothing specific I could suggest for what would be best here.

                  Please let me know if I may be of additional assistance.
                  JesseNinjaTrader Customer Service

                  Comment


                    #39
                    I remain confused about slippage. This occurs when trading live due mostly to latency of connections between the market <like CME>, the server and or broker and my computer. I understand there is slippage within the market as well. But latency slippage does not occur on my PC since I no longer run on an IBM x286. So what causes slippage within the platform?

                    I do not seek trading advice. See my picture here for hopefully a clearer understanding of what I am asking. https://www.screencast.com/t/MFFNiDij

                    Dolfan

                    Comment


                      #40
                      Hello Dolfan,

                      Thank you for your response.

                      Slippage on the Sim101 and Playback101 accounts is handled by the simulation fill engine in NinjaTrader.

                      The Trading Hours templates can be viewed under the Tools > Trading Hours menu in the Control Center.

                      For information on the Trading Hours window please visit the following link: https://ninjatrader.com/support/help...ding_hours.htm

                      Please let me know if you have any questions.
                      Patrick H.NinjaTrader Customer Service

                      Comment


                        #41
                        So the slippage is randomly generated to simulate trading conditions? That would make sense.

                        Tools> Trading Hours> BAM! That's exactly what I was looking for. Thank you so much. Since I am using Ninja7 for my strategy, and that is not on that Tools> list for options, I was not seeing this.

                        Best regards,

                        Dolfan

                        Comment


                          #42
                          Hello Dolfan,

                          Thank you for your response.

                          The simulation engine uses internal logic to determine slippage on the orders submitted to the Sim101 and Playback101 accounts.

                          Please let me know if you have any questions.
                          Patrick H.NinjaTrader Customer Service

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