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Sim Trade wrong entry

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    Sim Trade wrong entry

    I have attached a screen shot from a SIM trade today on the 6E.
    There is nothing in my strategy that would meet the entry that happenned.
    I can send the code , but some of the rules are the price has to be above the green Gold and Red MA lines. The MACD has to have crossed above 0. The entry was at 1am. You can see none of the rules are met. I would note that also my strategy is activated right at 1AM the exact time the entry is made???
    Attached Files

    #2
    Hello,

    Yes would need to have your code and be able to duplicate. What I would do is simply add in Print() statements and TraceOrders = true to diagnose what is occuring. A trade is always placed for a reason, just need to find out what that reason is.

    Please try adding in these Print() statements on your own. If your unable to find the source of the order please then send the code to support at ninjatrader dot com with the settings time time I can run this on to duplicate the problem and I will look into.

    I look forward to assisting you further.

    Comment


      #3
      I will add TraceOrders = true at startup and print statements and run MarketReplay tonight and see what happens at that entry time.
      Also where do I look with the traceorders=true???

      Comment


        #4
        TraceOrder = true needs to be added to the Initialize() section.



        Sounds good. Please let know what occurs.

        Also, you want to be sure to add Print() Statments to various sections of your code so you can track whats occuring.

        Debugging:



        If your still running into issue running it down. You have my personal email you can send in the strategy there and I can take a quick run through.

        Comment


          #5
          I was able to reproduce the problem by downloading Market replay for th 6E for today the 19th. The entry was exactly at 1am. The problem is the prices don't make sense.
          Below is the numbers that I did Print statements on. The numbers don't match the screen numbers. I am using a 4 Renko. I can send the code if you need more info, but its like the data and the screens aren't in sync.For example the entry is at 1.3479 but the high of the bar is at 1.3476 the SMA was at 1.3483 not 1.3403 as the output window says....

          1.3479 High
          1.34182550265429 EMA
          1.3403 SMA

          Comment


            #6
            Hello,

            When you started the strategy, did you start it in the chart. Or the strategies tab?

            I look forward to assisting you further.

            Comment


              #7
              1) I Connect to Market Replay
              2) Select The Date in this case 1/19 to 1/19
              3) I select Control->Strategy Tab
              4) I right click and select new strategy and set it appropriately for my strategy
              5)Enable Strategy then start market replay...I do the same step when I am setting up for SIM except the connection is different

              Comment


                #8
                Hello,

                Ok this is where some of the issues might be coming from.

                As if you use a different days back setting, or session template when you start the strategy in the strategies tab these values will not line up.

                Please start the strategy on the chart. By right click on the chart and select strategies. This will cause you to match all settings to have no possible places for incorrect start values.

                Let me know if I can be of further assistance.

                Comment


                  #9
                  Ok so starting strategy from the chart fixes the issue with Market Replay.
                  I assume YOU MUST also do the same steps when you are doing Live and or SIM correct?
                  This begs the question when would you start a strategy from the control tab strategy???

                  Comment


                    #10
                    Hello,

                    You dont have to but it would be the way I would to it to prevent data entry errors.

                    The problem is with starting the strategy from the control center is that you entered information into the strategy running parameters that are not the same as in the chart.

                    The session template does not match, and the days to load are the most common factors that are not set correctly in the strategy tab when starting this way. Since it does not match your chart, your trades will not match your chart.

                    However when you start a strategy in the chart there is no place for error here, and thus your results are not different.

                    Comment


                      #11
                      Got it Thanks! It made a Huge difference on my testing in the positive

                      Comment


                        #12
                        Great! Glad to hear your up better in the positive as thats always a good thing

                        Let me know if I can be of further assistance.

                        Comment

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