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Issues with starting up live trade - DDE connection input data

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    Issues with starting up live trade - DDE connection input data

    Hi,

    - When we enable the strat (checkbox enabled next to the strat on the strategies tab), we see a number of trades taken. It is like the NT software for some reason goes through and plays through data for the past 2 days (running this on 5 minute chart). Trades are then generated out to our other software. Trades taken from 6 days prior to when we start the strat. It's obvious the data is being ran through the strategy, because we get every trade correctly sent out for the past 6 days, however obviously this is no good, because we then end up executing a bunch of trades to live/demo accounts at the current time, ie: we enter and exit a pile of trades within 30 seconds.
    - we are using external DDE connection

    I think the above is to do with the setting "daysToLoad". This is set to 5 as in the above. I can set it to a minimum of 1. When I do this I then (obviously) have fewer trades, but still trades that are unwanted, as this is just initialization.

    I understand the advantage of being able to init. a strategy with this option, however I need to know how to detect this is the onBarUpdateFunction so that I can let my strategy potentially initialize, but not let it place trades until the barUpdateFunction is actually being triggered on LIVE data coming in, and not data from past 1+ days.

    thanks
    Daniel

    #2
    Originally posted by PolarBear View Post
    Hi,

    - When we enable the strat (checkbox enabled next to the strat on the strategies tab), we see a number of trades taken. It is like the NT software for some reason goes through and plays through data for the past 2 days (running this on 5 minute chart). Trades are then generated out to our other software. Trades taken from 6 days prior to when we start the strat. It's obvious the data is being ran through the strategy, because we get every trade correctly sent out for the past 6 days, however obviously this is no good, because we then end up executing a bunch of trades to live/demo accounts at the current time, ie: we enter and exit a pile of trades within 30 seconds.
    - we are using external DDE connection

    I think the above is to do with the setting "daysToLoad". This is set to 5 as in the above. I can set it to a minimum of 1. When I do this I then (obviously) have fewer trades, but still trades that are unwanted, as this is just initialization.

    I understand the advantage of being able to init. a strategy with this option, however I need to know how to detect this is the onBarUpdateFunction so that I can let my strategy potentially initialize, but not let it place trades until the barUpdateFunction is actually being triggered on LIVE data coming in, and not data from past 1+ days.

    thanks
    Daniel
    Look up the Historical property in the NT Help.

    ref: http://www.ninjatrader.com/support/h...historical.htm

    Comment


      #3
      much appreciated, that's perfect

      cheers

      Comment

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