Problems running the same strategy on multiple charts

[IFT20]

I'm trying to run the same strategy across a couple different instruments (US equities) on my live account. Both strategies were green when I enabled them before the market open. When the conditions were met, I got an entry for one chart around the open of the market, but for some reason I did not get an entry on the other chart when the conditions were met. I disabled the strategy on this chart and re-enabled it, but when I did so, the strategy was now yellow and I see a historical fill and profit added to my chart. I definitely enabled the strategy before the entry occurred.

[NinjaTrader_JC]

Hello IFT20,

If you look at the Log tab inside of the Control Center, do you see if an order was placed on that instrument but was not filled or got cancelled?

[IFT20]

I checked and it did not create any order at all. I was only able to see the historical execution after disabling and re-enabling the strategy.

[IFT20]

The strategy later became green again and an order was created at the next triggered event.

[NinjaTrader_JC]

Hello IFT20,

Then it appears that your strategy is being processed differently on Historical Data than it is in real-time data.

I would suggest adding some Print statements to check your values and conditions to see if they are what you expect running in real-time. Here is a good thread with an example of this.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

You may also add a drawing object yourself when you conditions are hit so that can easily see visibly when your conditions are true.

http://www.ninjatrader.com/support/forum/showthread.php?t=3419

Lastly, using a Strategy it can be helpful to use "TraceOrders = true;" to input value order information. This will show if an order is cancelled or ignored and tell you what reason it was done.

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

Let us know what you find out after the changes and try your strategy again.

[IFT20]

Thanks JC! I will implement your suggestions and see if I can figure out where the strategy is having problems on my live chart.

[NinjaTrader_JC]

Hello IFT20,

Sounds good, let us know if you see a message that you need any clarification on.