liveUntilCancelled in backtesting

[Beauregard]

Hello

I was searching the forum now for quite a while, but could not find any answre to my problem. I am new to NT.

I wrote a strategy which I test against EOD data.
I want to use EnterLongLimit, EnterLongStop, ExitLongLimit and ExitLongStop.
Example:
I want that the target share is bought at a limit of 160:
EnterLongLimit(1,160);
The order always get's cancelled, even the EOD data is several days below 160. I assume that it has to to with liveUntilCancelled parameter. As I understand, the statement above is valid only for the current bar?
So I tried this:
EnterLongLimit(0,true, 1, 160,"test")
It also does not work. because of barsInProgressindex?

1. Could you explain me how I have to code that I can submit an order lasting several days until it is fulfilled or cancelled?

2. What is the meaning of the barsInProgressIndex? At point t I can only reference bars of t or earlier. How is this then applied?

Thanks for your help
Andre

[NinjaTrader_Bertrand]

Andre, welcome to NT. For those issues, you should add TraceOrders = true in your Initialize() and then open the output window to debug the order behavior -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3627

BarsInProgress can be used to filter which bars object is calling the OnBarUpdate() in a multiseries strategy context -

http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html

Depending on how you structured your script you'll likely be running into the Internal Order Handling Rules with this approach -

http://www.ninjatrader-support.com/H...verview36.html (bottom section of this link).

The TraceOrders features would help diagnose this.

[Beauregard]

Hi Bertrand

Thanks for your feedback. The problem was the same as in my other post. When use default or libaral filltype it works fine.

As I understand you do not offer the possibility to execute on the day of the order generation. As others which asked for this feature I am generating a signal per week and buy at the same day. It would be very helpful to have this option, maybe you consider to introduce it with the restriction that it can be used only on daily or weekly bars?

regards
Andre

[NinjaTrader_Bertrand]

Thanks for the feedback - it sounds like you would need to submit the order then to a finer frame -

http://www.ninjatrader-support2.com/vb/showthread.php?t=6652