Cannot get Strategy to Trade

[mikeod1066]

Attached is a simple stategy - it trades when I beacktest it however on live data no trades are made - what is going on?

Thanks
Mike

[NinjaTrader_Jason]

Hello Mike,

Unfortunately, you will need to debug your strategy to check why it does not work as you expect. General debug information can be found at the link below.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3418

[mikeod1066]

Jason,

my concern is that the strategy makes trades when I backtest it but not on live data - I know that backtest data will always use the ask close when trading but I am not worried about that - the thing that concerns me is that it will not trade on live data but works fine on the backtest.

thanks
Mike

[NinjaTrader_Kyle]

Hi Mike,

Thank you for your reply.

As Jason mentioned, you will need to determine why this occurs. Unfortunately, we are not able to provide troubleshooting for custom NinjaScript files.

[mikeod1066]

Kyle,

sorry to keep bothering you guys - but do you know of anything that would allow a code to work backtesting but not moving forward?

I am currently debugging the code to see where it fails but for future reference it would be nice to know.

Thanks
Mike

[NinjaTrader_JoshP]

mikeod1066,

If you do not want your strategy to process any real-time data you want to filter it with this line of code at the beginning of OnBarUpdate().

if (!Historical)
     return;

[mikeod1066]

does that mean if my code doesn't have;

if (!Historical)
return;

and it trades backtesting then it should (in theory) work running forward?

[NinjaTrader_JoshP]

If you remove those lines it will continue in real-time and trade when signals are true. Whether that will be profitable or not is a different story. Backtesting is inherently different than real-time trading. You should be familiar with this article before trading live: http://www.ninjatrader-support.com/H...TimeVsBacktest

[mikeod1066]

Thanks Josh I think I have it solved now