Strategy not executing

[latkinso]

Hi from Oklahoma

I have developed a simple strategy using the strategy wizard.

The strategy executes with the backtest but does not
execute using realtime data.

Any ideas?


Thanks

Lynn

[latkinso]

Strategy not executing.

Hi again.

You guys are good, figured out the answer just after hit the send.

Thanks

Lynn

[NinjaTrader_Cameron]

Hello Lynn,

Thank you for your post.

Glad to hear that you were able to resolve your issue.

Let us know if you have any further questions.

[norsay]

Hi from Oklahoma

I have developed a simple strategy using the strategy wizard.

The strategy executes with the backtest but does not
execute using realtime data.

Any ideas?


Thanks

Lynn

Hi Lynn

I have the same problem. Everything works fine during the backtests. As soon as I'm working with live data, the strategy seems not to be triggered anymore (of course it's enabled ).

Could you share your solution with us? Any hints would be very appreciated!

Best regards

norsay

[NinjaTrader_Cameron]

Hello norsay,

Thank you for your note.

To test your strategy, you can connect to either Market Replay or the Simulated Data Feed.

This will allow you to pin point locations where your strategy should go long or short and the begin debugging.

If you wish to view more information of your orders you can enable TraceOrders = True

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[norsay]

Hi NinjaTrader_Cameron

Thanks for your response! Guess I should go a bit more into depth of my problem

In my opinion my strategy is working fine. It places orders with real historical data during the back tests. However there is absolutly no activity with live data (the method of my strategy has never been called).
To ensure that orders should have taken place during my live data phase, I ran some back tests again including the days of my live test. The back test showed several entry and exit points and as such executed orders. So I guess it is not a problem of the strategy... Correct me if I'm wrong.
I'm also able to plot real time charts in ninja based on the instrument which the strategy is based on.

I think tracing the ordes won't show more detailed information because the strategy method is never triggered. However I'll turn this option on to be sure I guess it could be a configuration issue...

Regards, norsay

[NinjaTrader_Cameron]

norsay,

Unfortunately I do not know the exact behavior or your strategy so I can't provide exact information of when it should be placing orders in the market.

Does your strategy use Limit or Market orders?

When you enable the strategy in a live environment, do you see any error message in the Log tab?

Running the strategy with TraceOrders = true in the strategy and watching the Output window will give you information on why orders might be ignored.

If the strategy is never triggered, this is where you should test with the Simulated Data Feed and use the Trend Slider to create setups to see if the strategy is operating.

[norsay]

So, back again

I was able to solve the issue! The reason why the strategy did not work as expected with live data was an uncaught exception which could happen during the first run. It looks like NT does not invoke a strategy again if an exception occured. However the backtest does invoke the method again and it works as expected. So this behavior was a little bit confusing for me. But I finally learned some lessons in coding NT strategies...

Thanks anyway for your help!