Real time - replay data

[Chuso]

Hello, yesterday my automatic system missed a trade on real time.
But the trade appears on backtesting today and on replay data market.
Can You tell me why it missed the trade?
Shouldn´t be the same real time than replay data market?




Regards.





Jesús.

[NinjaTrader_PatrickH]

Hello Jesús,

Thank you for your post.

Was the strategy enabled after the point in which the signal to enter was generated yesterday?

Did you lose connection to your data feed provider at any point yesterday?

When running in real-time what is CalculateOnBarClose set to for your strategy? True or False?

I look forward to your response.

[Chuso]

Hello Patrick.
The strategy was enabled before the entry signal.
Your colleague Jason saw the log and the trace and didn´t see lost connection.
CalculateOnBarClose is always true.

[NinjaTrader_PatrickH]

Hello Jesús,

Thank you for your response.

This can be due to expected differences when running a strategy historically versus live. You can find information on discrepancies between historical data and real-time data when running your NinjaScript strategy: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

To determine exactly what is occurring in real-time to see why orders may be missed in real-time versus Market Replay or backtests is to debug the strategy with Print() statements and TraceOrders output. It will show if an order is ignored, cancelled, rejected. If the strategy never got to order submission, then trace output won't show why a signal wasn't taken.

For information on debugging your NinjaScript code please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=3418

Please let me know if I may be of further assistance.

[Chuso]

Hello Patrick.
If I debug the strategy I will see what happens from this moment.
But I want to know why the order wasn´t submitted last wednesday, is that possible?

[NinjaTrader_PatrickH]

Hello Jesús,

Thank you for your response.

This would not be possible without reviewing your log and trace files to see if any errors occurred at that time.

Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please put 'ATTN: Patrick - 800604' and reference this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=56245

I look forward to your response.