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Data inconsistency?

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    Data inconsistency?

    Hi guys, I'm having issues with a strategy I built which is using 60 minutes as primary, 1 min as 2nd bar series, and 1 second as third. When I use a profit target of 10 ticks, somehow, magically, it will get out for a profit at 3:00 PM on Dec 2nd and Dec 3rd of 2013. However, if I take out the profit target and instead use (in the case of shorting)

    if (Closes[2][0] <= Position.AvgPrice - (10*TickSize) )

    it will exit at 3 pm on both dates for a loss. I am at a loss on why this is happening. I'm clearing through Vision and they told me the historical data is being pulled from NinjaTrader's servers, not theirs. Anyone familiar with this sort of issue?

    Thanks

    #2
    albazzaztariq, in which bars series do you run this condition?

    For the set targets you would need to keep in mind it's submitting to your primary series only, so would not take the additional granularity into consideration.
    BertrandNinjaTrader Customer Service

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      #3
      Thanks, that's good to know about Profit Target. So I guess I'll have to rewrite this, probably what I'll do is just use 60 min as a non-primary and use 1 min as primary. That way I can won't have to worry about this.

      Thanks

      Comment


        #4
        You are welcome, that's for the Set methods only though - if you change to use the more powerful Exit() methods for example then a BIP parameter to submit against would be offered.
        BertrandNinjaTrader Customer Service

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