problem with automated trading

[pawenger]

Dear,
for some months a tried the automated trading, but I have often problems with.

The automated trading don't work each times, sometimes work sometimes don't work and I use a very simple MACD crossing strategy.

My question, is there a problem of compatibility with windows 7 ?

It is a very big problem for me.

Kind regards
P-A. Wenger

[NinjaTrader_Bertrand]

pawenger, thanks for the post - what kind of issues were you having exactly with the strategy?

Are you sure you'be been in sync at all times for your account vs strategy positions?

http://www.ninjatrader.com/support/forum/showthread.php?t=4033

Which NinjaTrader version are you working with (could be checked under Help > About)?

Thanks,

[pawenger]

Hi Bertrand.

I tested a lot of strategy for many weeks and each time it work only sometimes and I cannot find any explications,

NT version 7.0.1000.2 (live)

[NinjaTrader_Bertrand]

pawenger, what do you mean exactly by - 'it does not work'?

Thanks,

[pawenger]

Bertrand,

when I enable the strategy, the strategy become in yellow color and when the crossing average become sometimes the strategy works sometimes not.

When the strategy works the color pass to the green color.

But often I can wait for 3 or 4 crossing and then the strategy works.

But i can have any confidence at all.

[NinjaTrader_Bertrand]

pawenger, the behaviour seen will depend upon which options you set for the startup of realtime strategy trading - http://www.ninjatrader.com/support/h...tegies_tab.htm

For example in WaitUntilFlat mode, the strategy is colored yellow if there's a historical trade coming into the live trading day - it would wait until the trade is closed and a new entry signal is generated, which would be traded then by the strategy so it subsequently turns green to show it's actively trading.

http://www.ninjatrader.com/support/helpGuides/nt7/strategies_tab2.htm

[tradetree]

I have a similar experience but I don't understand how to setup parameters to do what I want. What I see is:
1) Strategy is in yellow.
2) The next signal does not show up on the chart (and no order executed).
3) I re-enable the strategy, and the signals show up on the chart, but no trade is done. This part makes sense as past signals should always be ignored.
4) Sometimes just minimizing a window the signals for trades disappear from the chart. I have to re-enable the strategy to get them plotted again.
5) I don't have any confidence that a signal is going to generate an order.

From the documentation I understand that yellow is waiting to go flat before there is the next trade. How do I override that? I want it always to take the next trade. I don't care if I already have a position on or am flat. This is really important. It is fine for it to limit the "total" number of contracts per direction. But if I allow two contracts per direction and I only have one, it should always buy the second one even if it is "yellow."

[NinjaTrader_Bertrand]

Hi tradetree, do you observer the same behavior also with the default SampleMACrossover one? With WaitUntilFlat it should take the next fresh live generated crossover entry signal - with Immediately Submit on it would expect your account to be in sync to the position it's historically holding, so using this option would be feasible for you, too provided you ensure the sync is present - http://www.ninjatrader.com/support/h...tegies_tab.htm

[tradetree]

I was not so aware of the outstanding positions vs the strategy positions before. Now that I'm aware I will watch for the behavior. What I did was to get rid of my simulated positions (my strategies are only in sim mode). I also changed the options to not wait until "flat." Now my strategies show green instead of yellow. I will see how it works when they are all in sync.

I also discovered a bug in my strategy once I was synced up. Before the trading day I can't enable the strategy because it fails. If the trading day has started (ie there are bars) it is fine. I have to debug this. It is just very hard to know what are NT glitches vs my strategy. I think that is the frustrating part. There are bugs in NT and differentiating is difficult.

[NinjaTrader_Bertrand]

tradetree, I can very well understand the frustrations and challenges involved getting strategies to work exactly as envisioned - please let me know if you need additional input and if you see a reproducible scenario hinting to a NT bug then please let us know as well so we can look into matters.

Thanks,

[pawenger]

Hi Bertrand.

After a lot of testing I delimited the problem.

It's only with "CAC40 Futures" all strategies don't work no buy no sell

But all this strategies are working very well with DAX futures - FTSE future - NQ Futures.

I really have any explications. Do you see this problem or have any idea ?

many thanks.

[NinjaTrader_Bertrand]

Do you see any errors when working on the CAC40? Have you tested just the simple default SampleMACrossOver on those contracts, would it give you trades as expected? It could only think of you're for example not using the correct front month contract or a ticksize / data related entry signal that would not trigger then as you move across instruments...

[pawenger]

There is any errors,
I try with a simple MA crossover, I try exactly the same strategy , no problem with all of the other futures contract, but CAC40 don't work.

The same contract CAC40 work very good with manual trading (basic entry or dynamic super Dom).

Totally incomprehensible.

[NinjaTrader_Bertrand]

What chart type and interval are you working on here? I just gave the SampleMACrossOver a run here on my Kinetick feed on a 5 min and daily chart and see no issues.

It would also help if you could contact me via the Help > Mail to Support feature so I can review your trace / logs for any hints as to why you may see this behavior.

Thanks,