Template problem when automated with real money

[SuperSaan]

Hi guys,

Yesterday NT entered a real money trade when it should not have. I think I already found the problem. When I was opening a couple of the same charts, one of them looked very different (like the RTH template) . Just to be clear, they both are 12 min charts, both ES 12-11 and they both have the same a ETH template ( I did not change anything)

Yesterday it made two trades. The first one did meet the requirements of chart # 1 and not the requirements of chart # 2. The second trade visa versa.

When I compare the time on both charts, on chart has for example bars at 17:00, 17:12 17:24 and chart # 2 has bars at 16:54 17:06 etc. So, this seems to be the RTH template, but like I said they both should have the CME US Index Futures template ETH ( I didn't change anything at that time). Later on, I tried RTH template and that one looking like chart # 2, so this seems to be the problem.

Maybe its useful, maybe not, but it seemed like the chart became different when I opened a chart when NT was disconnected from IB. This maybe coincidence because it was connected with IB when it made the wrong real money trade. Also, when simulating or backtesting I didn't encouter this problem. When I run a market replay, its entering the same (wrong) as it did with real money.

How can I trust my strategy it always uses the ETH template? Or is there a different problem?

Many thanks in advance!

Sandor

[NinjaTrader_Jason]

Hello Sandor,

When you apply an automated strategy in a chart, it will use the session template that is selected in the Data Series menu of the chart. What session template was selected in the Data Series menu?

Session templates should not change by itself.

What happens if you select the ETH session template in a chart, connect to the Market Replay and run the strategy once more. Please double check if the ETH template remains selected between these steps.

[SuperSaan]

Hi Jason,

Many thanks for the quick reply.

Just to be sure, I did not apply the strategy in a chart. I just enabled it under the strategies tab.

When I check the data series templates on both (different charts), they both have the template 'use instrument settings'.

When I open a new chart and select the ETH template, apply the strategy from the chart, ran the market replay again and it did not enter! Supprisingly, when I switch to RTH it isn't entering as well. As I said before it entered with real money yesterday but it should not have.

Also. when I make the switch from ETH to RTH in the chart the bar times stay the same ( like 17:54 to 18:06). This is strange because this should change ( to like 18:00 to 18:12 these times I have seen before)

Pfff , having a hard time..

Thanks!

[NinjaTrader_Jason]

Hello Sandor,

Ok, thank you for clarifying. You select the session template in the strategy parameters window that appears when you add a new strategy in the Control Center-->Strategies-tab. Session templates selected in charts do not have effect on strategies you run via the Control Center-->Strategies-tab.

[SuperSaan]

Many thanks for you reply.

Please see attached a screenshot of two charts looking very different. They are both ES 12-11, both 12 min, both yesterday and they both have the same 'CME US Index Futures ETH' template.

How can they look so different?

When live, my strategy seems to use both charts. Yesterday it entered a trade when it should not have according the chart I was looking at.

Any help will be greatly appreciated!

Sandor

[NinjaTrader_RyanM1]

Hi Sandor,

What is the distinction between the two charts? If one is real time data and the other historical, there are differences expected here. For more information on this please see the following link and then expand section: Understanding why a chart can look different after reloading historical data from the server

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

[SuperSaan]

Hi Ryan,

Thanks a lot for your reply.

One of them is indeed historical and one realtime. I understand why there can be differences here but that can't be this big of a difference. I just don't get why the time from a bar on chart #1 goes like 17:00, 17:12 17:24 and chart # 2 has bars at 16:54 17:06 etc. The only logical reason seems different templates but they are the same.

Yesterday my automated (real money) trade entered when it didn't have the correct parameters according the (realtime) chart I had in front of me. I'am just trying to figure out why this happened..

Many thanks for your help!

Sandor

[NinjaTrader_RyanM1]

There could be other differences in the configuration between the two, maybe days to load in the right click > data series screen.

If you are debugging your strategy, it may be worthwhile for you to run it directly from a chart rather than the control center. That way you can visualize the exact data set that is used.

An alternative approach is actively printing all values to confirm and follow the flow of your code in tools > output window. This is something you need to do while the strategy is running.

After the fact, the historical chart can't effectively be used to debug a previous strategy instance.