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Charts not updating, strategies missed some trades

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    Charts not updating, strategies missed some trades

    Hello,

    I ran into an issue yesterday. I have been running live strategies (from the strategy tab) flawlessly for almost two weeks, whilst having some charts up in a workspace (from which I did not trade).

    Yesterday the charts stopped updating for a few hours although I was properly connected etc. and, as I noticed afterwards, the strategies I am running had been missing out on some trades (not all) for a day or two (or: some strategies had stopped working, despite being shown as enabled - which does not make much sense, because aside from the entry conditions, they are identical).

    Log did not show anything specific - I was connected, had had some disconnections but it seemed to have successfully reconnected, and no other error messages.

    Over the course of the last 2 or 3 days, the changes I can think of are:
    - I had added the instrument $EURUSD (I believe i get the data from my secondary connection - IB, as I don't think I am subscribed to it with Kinetick, my primary data connection). I had actually noticed that this particular chart did not update unless I hit F5, but the other charts (other instruments) seemed to be updating fine
    - NT informing me of the new version (but it looks like NT started missing out on trades before that)
    - I added another instrument-chart to my workspace
    - I had been adding custom indicators to my workspace charts.

    Problem seems solved now (I also installed the upgrade, which btw I had to do twice as NT shortcuts had "disappeared" the first time, although the installation was said to be successful; I also deleted my $EURUSD chart which I suspect may have caused the problem, since it was the one obvious thing not working).

    I am worried the issue may reappear though and would like to identify the cause, especially since this particular malfunction is not easy to notice: until the charts stopped updating on live feed, it looked like everything was working, although the strategies had started missing out on some trades.

    #2
    Hello farang,

    Thanks for the post. We would need to see your log / trace files here if any messages are noted. If there is no streaming data, then strategies will also not be able to process signals and send orders. It is not a common situation to have data streaming issues but no pop ups informing of such, so this is the main area to investigate any potential issues.

    If data is fine but strategy isn't working as you expect, next step is to debug carefully with TraceOrders and Print() statements:


    To submit your log / trace files, use Help > Mail to support feature and include a link to this thread.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      I have submitted the files by email.

      It can't be the strategies/debugging, as I have been running them and they performed as expected for over a week. During that time, I have been paying close attention to real performance vs backtesting which I did over the same period, and there was little difference - definitely not at the level of trades being initiated or not.

      Also, I mention the charts not updating because this is where I noticed that something was seriously wrong, but as for the trades that I think the strategies missed, the charts seemed to be updating fine during those periods. For the records the charts have nothing to do with the strategies, which I run from the strategy tab "chartless". Obviously I realise that if there is a datastreaming problem a level above that, it would affect the strategies as much as the charts.

      Let me know if you see anything once the files have been reviewed.

      Comment


        #4
        Hello farang,

        Please see my response to the email you sent us that includes your log and trace files.
        JasonNinjaTrader Customer Service

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