I feel like I have been through quite a gauntlet to get to the point of sim testing. Now in test, I am observing multiple behaviors that I need input on. I have tested for only a handful of trading days, but have observed more peculiarities than ever:
A. Started with all positions flat, long-only strategies, but ended up with a short position after a couple of days.
B. In the first days, I had orders (not just executions) of numbers like 867, 8, and 1 for a single strategy trigger - some with strange commission numbers. Today I am seeing two orders for most stops (though commission looks correct). I'd have more detail, but many panes are blank today - see below. Strategies are set to trade X account size.
C. I can see most of the strategies had positive gains today. If I right-click a strategy and select real time performance, the graphs show a gain for today, but the Executions, Trades, and Orders panes are blank. In prior days they had details. Memory utilization has climbed only to the 500M range (usually OK from my experience) and it has been online for two days.
D. I am trying to leave it online to avoid strategy setup as possible. Sometimes I am successful in letting it run for a couple days, but one day I started it in the AM only to return and find that it had crashed with over 3.5GB of memory utilization.
E. Strategies generally traded every few days in simulation, but now seem to trade about two times a day in real time - even though they are set to calculate on bar close. I am currently testing with 10-15 minute bars.
F. In optimization and back testing, is there any way to simulate the Strategy Exit on Close XX seconds? It always exits at 3:00 unless I enter logic to trade an entire timeframe bar (10 or 15 min) earlier. In Options, Time to Flatten did not help unless it was much earlier than the last bar of the day. It seems there should be an exit-seconds setting in the Analyzer just as there is in the Strategy pane.
G. After restarting NT and part way through reentering strategies, it "encounterd an error and needs to shut down" upon entering a ticker.
H. As I restart a long strategy after hours, I get an out of sync error and it places a short order. As far as I could tell, everything was flat. As I look at the Positions tab, it is empty. I cancelled the short order on the Orders pane, and let it run. Is that the correct approach? The Strategy pane still shows a 866L position while the Log pane shows they are stops - huh? Why did an 8:30-3 long strategy go short with a stop after hours on seemingly flat positions? Yes, I have read the help page on this.
I am anxious to achieve a level of confidence and get started, but I don't understand the behavior and inconsistencies. Of course, I still have much to learn as well. Any input on the observations above is appreciated.
A. Started with all positions flat, long-only strategies, but ended up with a short position after a couple of days.
B. In the first days, I had orders (not just executions) of numbers like 867, 8, and 1 for a single strategy trigger - some with strange commission numbers. Today I am seeing two orders for most stops (though commission looks correct). I'd have more detail, but many panes are blank today - see below. Strategies are set to trade X account size.
C. I can see most of the strategies had positive gains today. If I right-click a strategy and select real time performance, the graphs show a gain for today, but the Executions, Trades, and Orders panes are blank. In prior days they had details. Memory utilization has climbed only to the 500M range (usually OK from my experience) and it has been online for two days.
D. I am trying to leave it online to avoid strategy setup as possible. Sometimes I am successful in letting it run for a couple days, but one day I started it in the AM only to return and find that it had crashed with over 3.5GB of memory utilization.
E. Strategies generally traded every few days in simulation, but now seem to trade about two times a day in real time - even though they are set to calculate on bar close. I am currently testing with 10-15 minute bars.
F. In optimization and back testing, is there any way to simulate the Strategy Exit on Close XX seconds? It always exits at 3:00 unless I enter logic to trade an entire timeframe bar (10 or 15 min) earlier. In Options, Time to Flatten did not help unless it was much earlier than the last bar of the day. It seems there should be an exit-seconds setting in the Analyzer just as there is in the Strategy pane.
G. After restarting NT and part way through reentering strategies, it "encounterd an error and needs to shut down" upon entering a ticker.
H. As I restart a long strategy after hours, I get an out of sync error and it places a short order. As far as I could tell, everything was flat. As I look at the Positions tab, it is empty. I cancelled the short order on the Orders pane, and let it run. Is that the correct approach? The Strategy pane still shows a 866L position while the Log pane shows they are stops - huh? Why did an 8:30-3 long strategy go short with a stop after hours on seemingly flat positions? Yes, I have read the help page on this.
I am anxious to achieve a level of confidence and get started, but I don't understand the behavior and inconsistencies. Of course, I still have much to learn as well. Any input on the observations above is appreciated.
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