Stategy works backtesting but not on live data

[mikeod1066]

I have a stategy that employs monitor RSI values and then bollinger values. I have created the code and backtested it - which works. However when trying to perform the strategy on live data (or using simulated data feed for that matter) no trades are made.

The basis of the strategy is this;

monitor for RSI above 70
when the RSI level is above 70
monitor for ask price >= bollinger upper
then monitor for ask price < bollinger upper
then enter short

monitor for ask price < bollinger lower
monitor for ask price >= bollinger lower

exit short position

I am at a loss as to why the strategy runs on a backtest but not on live data

any help is most appreciated.
Mikeod1066

[NinjaTrader_Austin]

Mikeod1066, when you start up the strategy in real-time, are there any errors in the logs (right-most tab of Control Center)?

If you're comfortable with it, you could post the code and we can take a quick look to see if anything looks out of place.

[mikeod1066]

Austin,

no errors in log but it did point out that the ATI was defaulted to disabled - checking to see if that was the issue and will report back.

Thanks for your quick reply
Mike

[mikeod1066]

No luck even with turning on the ATI. attached is a simplified version of teh code that still will not trade - any help anyone can be is most appreciated.

Thanks
Mike

[NinjaTrader_JoshP]

First thing is that enums should not be created inside the strategy scope. Should be outside. Please see this reference sample: http://www.ninjatrader-support2.com/...ead.php?t=3420

From a NinjaScript strategy, ATI should be disabled. What I suggest you do is add Print() statements throughout your code and try to step through its logic one line at a time. You should also use TraceOrders = true in Initialize() to understand what your orders are doing and why they may be ignored/rejected.

[mikeod1066]

Thanks everybody for helping me on this - The Print() statement really helped me work out what was going on;

The issue was not that my stategy was not trading but for some reason it inacted on data that came in before I clicked Start in the App.

Does anyone know why this would happen?

For example I added a print() statement for each candle (just candle number) and when I started the script on live data the output window showed over 3000 candles (going back almost 15 days)

I thought that a Ninja Script would only execute on live data - do I need to add a statement to make this true?

[NinjaTrader_JoshP]

NinjaScript always processes all historical data before processing any live data. If you do not want it to process historically you need to code it specifically with this line at the top of OnBarUpdate().

if (Historical)
     return;

[mikeod1066]

Thanks Josh - that did it

You guys are AWESOME