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OnBarUpdate Processes

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    OnBarUpdate Processes

    during OnBarUpdate i am checking is this is serialized or not.


    i have a strategy that reverses on the same bar, an exit and an entry order.
    the problem is that during backtesting the orders always fire exit followed by the entry order, forward testing this is not the case. entry orders can be executed before the exit.

    i can only figure this happens because OnBarUpdate processes are not serialized within this process.

    if they are then exit orders or not confirmed before the entry order is sent.

    i can not figure out any other reason for this to happen.

    #2
    jupiejupie, I'm not exactly sure why you feel it would matter for use but yes that could happen - in realtime trading / simulation you're not processing events according to a historically known sequence but it would depend then on realtime market dynamics seen, the command to reverse will issue 2 orders to achieve that, whoever fills first will be the exit order and the other will serve to get you into the new desired direction.
    BertrandNinjaTrader Customer Service

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      #3
      it matters because every once in a while the strategy places double my contract for the position. but it never does this in backtesting only forward testing, so it is not something that i have control over, it's totally how nt7 places and receives orders.

      i only want my contacts double if i choose to do so not because nt7 gets confused as to the orders placed.

      Comment


        #4
        There would be normally 2 reasons seen for this :

        a) strategy vs account position not in sync as needed

        b) you're placing doubled up orders on your conditions such as placing an Exit order on the reversal signal when the enter method would do the reverse for you automatically

        This could only be understood by simplifying and debugging your strategies order event sequence. One very useful tool is the TraceOrders feature :

        http://www.ninjatrader.com/support/f...ead.php?t=3627
        BertrandNinjaTrader Customer Service

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          #5
          yes i am placing a exit order and then a entry order, so if i just reverse instead that will take care of the problem?

          thanks so much

          can you also look at this reply, the ninja assist left work before it was resolved, i'd like to get some coding finished this weekend

          http://www.ninjatrader.com/support/f...ad.php?t=46985

          Comment


            #6
            Originally posted by jupiejupe View Post
            yes i am placing a exit order and then a entry order, so if i just reverse instead that will take care of the problem?

            thanks so much

            can you also look at this reply, the ninja assist left work before it was resolved, i'd like to get some coding finished this weekend

            http://www.ninjatrader.com/support/f...ad.php?t=46985
            I will look into the thread - correct in case of a reverse don't issue an Exit individually, let the Enter() methods do this as needed for you.
            BertrandNinjaTrader Customer Service

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