Free NinjaTrader cannot process?

[siroki]

Another quick question:

I have written my first strategy based on something I have been trading for a long time. Backtesting results look as expected. Now I would like to test the strategy with my Interactive Brokers papertrading account.

So here is what I do.

I fire up NT (which says Simulated Trading) and TWS and log in with my papertrading account. On the NT Control Panel I then click Strategies. I right-mouse click and select my strategy. I select the instrument and the time interval and then check the Enable checkbox.

Now I wait.... but I see nothing triggering. Even when I see the signals go off in the live chart.

I must be doing something wrong (again).

Regards,

S

[NinjaTrader_Matthew]

Hello siroki,

Thank you for your post.

Are you receiving any errors on the Log tab of the Control Center?

What interval did you load the strategies on?

[siroki]

For the sake of simplicity I created a strategy where I go long if price !+ price_bar_before. I run this on the $EURUSD on a 1min interval. Just so I can see something is getting executed. So far, no trades have been executed. This is the only entry in the log that I see:


6/24/2011 11:24:52 AM Strategy Enabling NinjaScript strategy 'TEST/f680f69e2cdf45fbb06d3b3f7df4a8c2' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes

[siroki]

Ok, so I ran one of the NT sample strategies, and those seem to work. So it must be my script that is not working.

I will try to ask questions quickly. Just one more: I cannot Live trade with the free NT right?

[NinjaTrader_Matthew]

siroki,

Do you ahve the strategy set to calculate on bar close to true or false?

Can you try running one of the default system strategies such as the SampleMACrossOvers?

Do you see trades occur with one of these strategies

[NinjaTrader_Matthew]

Ok, so I ran one of the NT sample strategies, and those seem to work. So it must be my script that is not working.

I will try to ask questions quickly. Just one more: I cannot Live trade with the free NT right?

Correct - the Free Edition License has all features of NinjaTrader, but does not have the ability to trade a Live account.

I'd suggest reviewing our Reference Sample for help in debugging your script:

http://www.ninjatrader.com/support/forum/showthread.php?t=9825

[TheThud]

Matthew - Just so I'm not confusing the terms, NT's handling of live trading is regardless of actual money involved, correct?

I.e., with a eSignal real-time feed but the free version of NT, I still can't live trade my Sim101 account.

...thanks in advance for the clarification!

[NinjaTrader_Matthew]

TheThud,

If you are using the free version of NinjaTrader, you will be able to use your eSignal connection as a data provider which will allow you to simulate trades to the Sim101 account.

Once you connect to eSignal, you should receive the real-time and historical data for the instruments you wish to trade. From there, you will see the Sim101 account listed from the order entry windows and allow you to trade this account against the eSignal connection.

At the point you wish to trade live to a broker, you would need to connect to one of our supported brokers with a live license key and this will allow you to place live orders to that account through NinjaTrader.

Please let me know if you have additional questions.

[TheThud]

Thanks for the clarification... I can run a strategy on real-time charts, but the orders never get filled. They will either sit at "initialized" or "working." I've tried enforcing immediate fills, but I haven't had any luck.

[NinjaTrader_Matthew]

TheThud,

What type of orders are being submitted? Limit, stop, market orders?

What price are they being submitted to vs. the actual market price?

[TheThud]

I've tried with limit and market orders... right now it's using market orders.

Additionally, when I try to execute a stand-alone order from the order tab (for 100 shares of IBM, for example), I get the same result... "working"

[NinjaTrader_Matthew]

TheThud,

If the market orders are working your strategy should be working.

Limit orders in a working or accepted state indicate that it has submitted, but is waiting to be filled.

I'd suggest opening a separate chart and turning on Chart Trader. This will allow you to see where the limit orders are relative to the current market price.

Chart Trader can be enabled within any chart window via the chart properties dialog window or by left mouse clicking on the Chart Trader chart toolbar icon.

For example, if you were submitting a buy limit order at 350.00 but price was at 350.20, you would not see the limit order filled until price touches the limit at 350.00.

[TheThud]

Chart trader gives me the same result... buy at the market and the order sits at "working."

The sim101 account is completely internal to NT, correct? I'm assuming I don't need to adjust any parameters within eSignal.

[NinjaTrader_Matthew]

Hello,

Yes, the Sim101 account is completely internal.

In order for me to help determine why this is occurring, I will need to review your log and trace files from the last date that this occurred.

Please send an email to support[at]ninjatrader[dot]com and include your most recent log and trace files, Attn: Matthew in the Subject line and a reference to this thread.

You will find the log file in the Documents > NinjaTrader 7 > Log folder.

• The log file will be named ‘log.20110801.txt’

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

• The trace file will be named ‘trace.20110801.txt’

Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.