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yellow and green assets versus regular trading

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    yellow and green assets versus regular trading

    Hi,
    when I enable strategies on data going back maybe 50 bars each, the system makes strange backtest trades (which are not related to rules - for example we force the system to exit each day at close but it backtests over few days) and then when from backtest it still got one trade opened. There are no pending orders visible and I need to know if the system will trade in reality on this yellow asset as with the green ones.
    Thank you
    N.
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    #2
    Yellow is a state that is seen when you are using "Wait until flat" in Tools>Options>Strategies>NinjaScript. This means your calculated out strategy position is not flat and that trading will not be placed to any accounts until the strategy position reaches or crosses a flat state. Everything the strategy does in a yellow state is done virtually until this occurs. When it reaches flat then it will turn green and the next trade will be done as a "real" trade in that it will be submitted to whichever account you have the strategy running on (whether that is a sim account or a live account depends on what you chose).
    Josh P.NinjaTrader Customer Service

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      #3
      Josh, how can I close this virtual trade to make my strategy running live when I want to run it live? I do not want to fill historical orders when I enable the strategy and I am afraid I will not be able to control this from within strategy itself or will I?

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        #4
        nicknamed, either you would start it up in WaitUntilFlat so it takes the next live entry, or you add if (Historical) return to your OnBarUpdate() start so the strategy does not calc anything for non realtime bars.
        BertrandNinjaTrader Customer Service

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          #5
          Please could you elaborate more on the historical thing, I really have no idea how to handle that, I need the indicators to get calculated but not the strategy to do virtual non-real trades when enabling strategies. Thank you
          Last edited by nicknamed; 12-02-2010, 05:56 AM.

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            #6
            Then do the if (Historical) return; just before your trade taking conditions, to not influence the indicator calcs...this would mean the there are no historical trades generated hence also no virtual position, which is what you seek.
            BertrandNinjaTrader Customer Service

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