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Problem executing realtime strategy with CAC40

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    Problem executing realtime strategy with CAC40

    Dear all,
    I have a strategy enable for the CAC40 that does not execute orders in real-time. The same strategy (code) works very well for Z, ES and DAX, so there's no problem with the code I guess.
    I've made the modification of the symbol map for the CAC40 in the instrument manager (change of CAC40 with CAC40|||10 for ib connection) as shown here: http://www.ninjatrader.com/support/f...44170#poststop
    Even if the manual order works and the real time-data works in the order tab of the control center, my automated strategy does not work since then and I don't know if it is related to this change of symbol map.
    Another element, when my strategy is enabled and I open the historical and real time performance, the chart tab of performance windows does not plot intraday values. It makes me think that the strategy is not feed with real-time data... It plots data for the day before and historical orders are plotted properly.
    Do you have an explanation or somewhere to look at to solve this issue?
    Best regards.
    J.

    #2
    Hello rottabe,

    Thank you for your post and welcome to the NinjaTrader support forum!

    So I may investigate this matter further please answer the following questions.
    • When backtesting (File > New > Strategy Analyzer) the strategy on the CAC40 do you see results?
    • Are there any errors listed in the Log tab of the NinjaTrader Control Center when enabling the strategy on the CAC40?
    • After enabling the strategy for the CAC40 is it listed as green or yellow on the Strategies tab of the NinjaTrader Control Center?
    • What interval is selected for your chart(s)? (Example: Tick, Minute, Day, etc.)

    I look forward to your response.

    Comment


      #3
      Dear Patrick,
      Thank you for your answer. Here are my answer to your questions:
      - There no problem backtesting the strategy, it gives good results
      - When enabling the strategy, it turns in green, it seems to work well.
      - interval is one minute
      - No wired message in the log file when I start the strat.

      As I told you everything seems perfect except that orders are not submitted. One interesting things, is when an order is not filled automaticaly, then I disable the strategy and then when I re-enable it, it turns in yellow, as one order should have been submitted in the past...

      Is there a way to control that the strategy is properly feed with real time data and that the calculus are correctly made?

      Many thanks,

      Jb.

      Comment


        #4
        Hello J,

        Thank you for your response.

        There should be no need to "control" the real-time data and calculations to ensure orders are submitted, they should be submitted regardless. 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 place 'ATTN: Patrick - 922976' in the subject line and reference this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=61103

        Comment

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