reference time shifted + schedule limit order (DAY or GTC) orders

[hypsis]

Hi,

I am trying for months to start an automatic trading system on Nasdaq stocks through IB (Interactive Brokers) platform.

I'm currently testing a NinjaTrader strategy (with kinetick datas) which presents a big problem : when I backtest this strategy through NinjaTrader 7 with a real time Kinetic connexion, the result of the backtest under NinjaTrader 7 is NOT EQUAL to the result of the same NinjaTrader strategy with the same settings and the same real time Kinetic datas when connected with IB simulated account platform. I cannot understand why.

There are a lot of questions that need answer...

Can anybody help me to answer these 2 first questions :

1) Data time : how can I FIX THE REAL MARKET HOURS in data history (and prevent their translation in french local time - I am a french man wanting to trade the US Market) ? ... if I move to another country under other time zone, all my history is false !

2) Orders limits functions : what means GTC or DAY expiration, and NinjaTrader's corresponding documentation ?

Thank you all in advance for your Help

Hypsis

[NinjaTrader_PatrickH]

Hello hypsis,

Thank you for your post and welcome to the NinjaTrader Support Forum!

When the results do not match, are you connecting to Interactive Brokers or Kinetick first?

1. The time stamp of the bars at their close is going to be your PC time. To change this you need to change your PC's time. Changing the PC time and/or region should not effect the true time stamp of the bars as they will adjust to the new PC time appropriately. If this is not what you are seeing then please detail what is occurring.

2. Time In Force is something that is universal and you will want to contact your broker for information on the Time In Force they support for the order types they support.
In general, GTC means Good Til Cancel (meaning until you cancel the order) and DAY means the order is good until the close of the session.

I look forward to your response.

[hypsis]

Hello, Patrick
Thank you for your quick and kind answer.
All my connections begin by Kinetick first, then in a second time IB after waiting the little window Kinetick turn green

[NinjaTrader_Bertrand]

hypsis, thanks for the reply - then in this setup case all data would be coming from Kinetick. For the downloaded data we would not recommend shifting the timezone on the PC, if you need to - please download a fresh set of data and redo your cache.

When comparing backtest results to realtime ones we generally would expect slight discrepancies, here's a page going over the more common reason why -

https://www.ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm

The IB demo / paper account in particular in known to have random updates to a degree per our testing.

[hypsis]

Thanks for your answer, Bertrand.

In the same range of problems, I have an error message that I find it difficult to understand :
"Error on calling 'OnBarUpdate' method for strategy 'MercureV1r2Vente/868b79077a4942bf8dc250f6cfe76103': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart".
Could you explain to me what it means exactly ?

[hypsis]

Hi again, Bertrand
My question concerns the "strategy activation colour code" : when a strategy is activated, the colour turns GREEN.
But for reasons I don't understand, within a same instrument list, the strategy applied becomes sometimes WHITE or YELLOW, depending of the day and the instrument.
Could you explain me what happens ?

[NinjaTrader_Bertrand]

Hi hypsis, for the log error you've seen on accessing an invalid bar index, I would highly suggest to read through this tip here - http://www.ninjatrader.com/support/f...ead.php?t=3170

The various strategy state colors are explained here in our helpguide - https://www.ninjatrader.com/support/...egies_tab2.htm

It's tied to how you start up the strategy in terms of managing a potential position the script would have coming from historical data.

[hypsis]

Hi hypsis, for the log error you've seen on accessing an invalid bar index, I would highly suggest to read through this tip here - http://www.ninjatrader.com/support/f...ead.php?t=3170

The various strategy state colors are explained here in our helpguide - www.ninjatrader.com/support/helpGuides/nt7/strategies_tab2.htm
.

hi,

i've read these two sections but what if "accessing an invalid bar index" appairs only when i try to enable a strategy on few instruments (between 100) and in the same time this strategy refuse to be enabled (stay in white) on these few instruments ?

thank

[NinjaTrader_Bertrand]

How much data do you load for those instruments? If they don't enable correctly, I would look to increase the loaded data range to ensure the BarsRequired could be fulfilled for all series.

[hypsis]

How much data do you load for those instruments? If they don't enable correctly, I would look to increase the loaded data range to ensure the BarsRequired could be fulfilled for all series.

hello bertrand,

i need :
- 1 bar in one minute serie
- 1 bar in five minutes serie
- 50 bars in day serie

in DaytoLoad parameter, i put 55
in BarsRequired parameter, i put 5

is it correct ?

thanks

[NinjaTrader_Bertrand]

hypsis, the DaysToLoad would not be based on business / trading days, but calendar days so if you need 50 day bars > I would increase it to makeup for the weekends.