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Many bugs in Market Replay mode

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    Many bugs in Market Replay mode

    Bugs in Market Replay Connection mode:

    1. if you select 2011.01.04 to 2011 01 05 period, it always plays exactly one day earlier than asked - will start from 2011.01.03;
    2. visual time frame artifacts on replay beginning - horizontal ruler repeatedly shows the same time, without time progression. Sometimes time progression on ruler is correct;
    3. while replaying control center shows flat strategy with no Position, avg price, realized, however Output window clearly shows open position from running strategy (via Print()). Executions, Positions tabs are also silent, however Log tab confirms placed order;
    4. amazing "Christmas lights" visual artifacts on indicators enabled via strategy (Initialize() { Add(Myindicator); } ) - I print MA graph with dots - draw blue dot if MA is rising, and black dot if falling. Since strategy is OnBarClose=false, I see most right dot changing color with every tick, but that understandable, what I fail to understand - why some other dots (20,50 or more bars away from [0]) on already painted graph change colors randomly too. That means DataSeries array data is not permanent, it somehow changes and is false. Besides, I added the same MA indicator via chart to run at the same time with MA indicator plotted from strategy. It does not exhibit "changing dots" behaviour.
    5. I have enabled Plot executions "TextandMarker" to chart. Sometimes executions appear, sometimes not. Or variation - entry shortLimit order doesn't plot at the entry bar, however Ninja plots both "Short" and "buy to cover" on exit bar.

    6. Not related to market replay, but still - Strategies tab, strategy list grid: Unrealized and Realized columns has local currency symbols added next to 0,00. Why Ninja thinks I am trading in local currency, while numbers shown during live trade are in USD ? How to disable those local currency symbols? Otherwise there should be currency conversion options.

    I wrote only those I could remmember, there are some more. Strategy backtesting/optimization is even more buggy (empty grids, Nt crashes, basket testing incomplete) - based on answers to this thread I will decide if it is worth investing time to describe these.

    Does Ninja staff really thinks NT7 is stable? Sorry, but It doesn't encourage to trust money to such half baked system.

    System: Intel Core 2 Duo T7100 @1.8GHz, 3GB RAM, PAE
    OS: Windows XP Professional 32bit SP3
    NinjaTrader 7.0.1000.1
    .NET/CLR Version: 2.0.50727.3615

    .NET stuff I have on system:
    Ms .NET Framework 2.0 sp2
    Ms .NET Framework 3.0 sp2
    Ms .NET Framework 3.5 sp1
    Ms .NET Framework 4.0 Client Profile
    Ms .NET Framework 4.0 Extended
    Ms .NET Framework 4.0 Multi-targeting Pack

    Also Ms Visual Studio 2010 Professional ENU with SQL 2005, 2008 and tons of other libs. I can send list if this is important.

    Thanks,
    -A.

    #2
    andrius, thanks for submitting your report - we'll look into it.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      andrius, first of all sorry for our late reply on your report:

      1. If you replay data it would backfill your chart as you've setup in the Format Data Series dialog, the replay of recorded data itself should start at the selected day - what session template have you been testing with?

      2. Can you please post a screenshot of the artifacts you would see? I tried the rules tool in replay here and was not able to see those.

      3. Please try reproducing this observation with our SampleMACrossOver strategy while keeping those account / strategy position sync considerations in mind - http://www.ninjatrader.com/support/h..._account_p.htm

      4. Can you please contact me directly with the indicator and steps you tested with? You can reach me at support at ninjatrader dot com - I'll look into then and attempt to reproduce on our end.

      5. Are you seeing only with trading strategies in Market Replay or via manual trading also? It sounds like you'e not synched up properly account / strategy position wise and thus see mismatches. Please review the link I posted under 3 going into details.

      6. Adding more currency localization options is on our list for the future, thanks for the feedback.
      BertrandNinjaTrader Customer Service

      Comment

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