Market Replay issue - Range Bars issue on 1st day only?

[sledge]

sledge, could you please also contact me via email at support at ninjatrader dot com with the license key you would use in testing this?

Thanks

I dug up and switched back to the SIM key... eliminates a lot of "can't find symbol" pop ups.

ES 09-12/DX 09-12 appear to work fine at 9:30 am on 9/10, 9/11.


Resetting Market Replay dates to 2/14/2012 and charts to 03-12 contracts (and strategy)...
1st day ES 03-12/DX 03-12 DO NOT work fine at 9:30 am on 2/14, but start at 10:30 am.
2nd day 2/15 starts at 9:30.

Resetting Market Replay dates to 2/15/2012 ..
1st day ES 03-12/DX 03-12 DO NOT work fine at 9:30 am on 2/15, but start at 10:30 am.
2nd day 2/16 starts at 9:30.


Resetting Market Replay dates to 2/16/2012 ..
1st day ES 03-12/DX 03-12 DO NOT work fine at 9:30 am on 2/16, but start at 10:30 am.
2nd day 2/17 starts at 9:30.


Tried again on ES 09-12/DX 09-12 and they work fine at 9:30 am on 9/10, 9/11.... not sure what I did in that video to cause it.

[NinjaTrader_Bertrand]

sledge, think I'm a step closer : how many days / bars to load do you use on your testing charts? Did it vary in your testings run or always a default for the minute based intervals?

Also: some outcome for you with BarsRequired for the strategy set to 0 from the UI?

Thanks much.

[sledge]

sledge, think I'm a step closer : how many days / bars to load do you use on your testing charts? Did it vary in your testings run or always a default for the minute based intervals?

Also: some outcome for you with BarsRequired for the strategy set to 0 from the UI?

Thanks much.

I did more testing tonight after your email about "BarsRequired" in strategy setup and my usage of "if historical, return"

1st I removed if historical, return and recompiled

worked fine

2nd i put it back in, and recompiled, removed, re-added to chart, restarted MR...

it still worked fine at 9:30??!

changed dates.. samething

rebooted machine,

tried again, ended up in "broken" state of 10:30 am start.

changed 'BarsRequired" to 10, as that should cut the 10:30 am start to 10:00 am.

BINGO


**NT** Enabling NinjaScript strategy 'FirstTradeAftet10/d3eff9cac6b7411eb0ad18a635c44206' : 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=15 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=False MaxRestarts=482 in 5 minutes
[1]= 79.34 ,02/14 10:03:00 [ES][0]=1344.75 ,02/14 10:00:02 [TRIN][0]=79.34 ,02/14 10:03:00
[1]= 79.34 ,02/14 10:03:00 [ES][0]=1344.75 ,02/14 10:00:10 [TRIN][0]=79.34 ,02/14 10:03:00
[1]= 79.34 ,02/14 10:03:00 [ES][0]=1344.75 ,02/14 10:00:10 [TRIN][0]=79.34 ,02/14 10:03:00
[1]= 79.34 ,02/14 10:03:00 [ES][0]=1344.75 ,02/14 10:00:10 [TRIN][0]=79.34 ,02/14 10:03:00
[1]= 79.34 ,02/14 10:03:00 [ES][0]=1344.75 ,02/14 10:00:10 [TRIN][0]=79.34 ,02/14 10:03:00


I have some more testing to do ...

But my main questions remain -

1) why does it work sometimes when adding to chart?

2) I could have sworn BIP = 0 would fire at 9:30.. (need to recheck).

3) why does adding to strategy tab work (will retest after reboot)

4) why does it work (again and again) once it starts working when adding to chart?

[NinjaTrader_Bertrand]

Hi sledge, the times I've tested now here, the BarsRequired combined with Historical was the determining factor to tell when it would 'skip' processing bars and when it would start right where the combined session would trigger.

So you're saying, if you worked in your original scenarios only from the Strategies tab, then there was no issue seen? I will test that variant more here and get back to you.

[sledge]

Hi sledge, the times I've tested now here, the BarsRequired combined with Historical was the determining factor to tell when it would 'skip' processing bars and when it would start right where the combined session would trigger.

So you're saying, if you worked in your original scenarios only from the Strategies tab, then there was no issue seen? I will test that variant more here and get back to you.

I saved the strategy as a new name, and put a "1" and "2" in the print statement to distinguish between chart and strategy tab.

I started on 2/20/12 monday morning, added to chart, and added to strategy tab.

strategy tab strategy printed at 9:30 and chart started at 10:30.

I noticed days to load in strategy tab was set on 3. My chart is set on 10.

I changed my strategy tab days to load to 0 (but it forced me to a value of 1).

Now both strategy tab and chart start at 10:30 am. (2 is chart, 1 in strategy tab).

I guess this leads to 2 questions, which is wrong:

1) Is my Historical check behaving different in the chart and strategy tab?

Or

2) Is my strategy on the chart defaulting to 1 days to load?.. I would have assumed it was accepting the charts default. (there is no option to change it when adding the strategy).


========================

strategy tab daystoload =1
chart daystoload = 10.


**NT** Enabling NinjaScript strategy 'FirstTradeAftet102/df50bf88736941de921313d7873e5b47' : 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=15 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=False MaxRestarts=482 in 5 minutes
**NT** Enabling NinjaScript strategy 'FirstTradeAftet10/1f24cb0d00a544058deb511220d7c6b6' : 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=15 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=False MaxRestarts=482 in 5 minutes
2 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00
1 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00
2 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00
1 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00
2 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00
1 [1]= 79.03 ,02/20 10:33:00 [ES][0]=1366.25 ,02/20 10:29:59 [TRIN][0]=79.03 ,02/20 10:33:00

[NinjaTrader_Bertrand]

Thanks for the patience sledge, I've been testing with 2 scripts as well so I can easily differentiate prints from the chart vs strategy tab, I've also been using the simulation key - test done on the Monday Feb 20th.

DaysToLoad for both tests has been set to 1, the Strategy tab minimum. The true / false print you see is the historical property.

First run was with default BarsRequired = 20 :

Chart False [1]= 79.00 ,02/20 10:33:00 [ES][0]=1364.50 ,02/20 10:33:00 [TRIN][0]=79.00 ,02/20 10:33:00
STab False [1]= 79.00 ,02/20 10:33:00 [ES][0]=1364.50 ,02/20 10:33:00 [TRIN][0]=79.00 ,02/20 10:33:00

Second run with BarsRequired set to 0:

Chart False [1]= 79.00 ,02/20 09:33:00 [ES][0]=1364.50 ,02/20 09:33:00 [TRIN][0]=79.00 ,02/20 09:33:00
STab False [1]= 79.00 ,02/20 09:33:00 [ES][0]=1364.50 ,02/20 09:33:00 [TRIN][0]=79.00 ,02/20 09:33:00