Strategy trades not executing

[bluelou]

I could really use some help in figuring out on why my tick-bar based automated strategy trades are executing either hours late or not at all. I run all of my strategies with indicator charts and output logs in real-time so I know if all conditions have been met. Even though all of the conditions are being met trades are not being executed.

Furthermore, I'm getting the same confusing results when backtesting to compare against the realized live trade records. That is, the backtested trades match up with the indicator values some of the time, but not most of the time.

I suspect that what might be happening, at least part of the time, is that tick bars are being formed differently when trading live versus backtesting. I haven't been saving my live print logs to compare tick-bar count live versus backtested but I'll start doing this.

It's as if the execution is occurring independently of my own code and indicator values as observed both on a chart and via print logs. Please don't tell me that backtesting is different than live trading. I understand that but that's not what's happening here. Instead, it seems that NinjaTrader execution is ignoring the program instructions. Please advise.

[NinjaTrader_Bertrand]

bluelou, I would suggest working with TraceOrders to debug the historical / realtime behavior of your orders - http://www.ninjatrader-support2.com/...ead.php?t=3627

It sounds like some may get ignored because of Internal Order Handling Rules or expire because they are not resubmitted, trace orders will give you the needed detail on this.