Where to apply strategy

[ShruggedAtlas]

I'm having difficulty understanding and properly deploying my strategy in the following way:

I have the option of applying a strategy directly to the chart and the option to apply the strategy to the Strategies tab in the Control Center. My strategy seems to behave differently depending on which I choose.

Yesterday I applied my strategy to the Control Panel (I think) and manually exited the trade. I then reapplied the same strategy again to the Control Panel but it did not take a trade even though it was supposed to. I checked historical performance and noticed that there was no historical trades. I checked Real Time performance and my trade from yesterday was shown. When I apply the strategy to the chart directly it does not show real time performance but rather only historical as it would if backtesting, even when applied to my live account (not sim).

Is there useful information that guides on best practices to deploy a strategy so there is no confusion?

[sledge]

I'm not sure what your strat uses, but 1st would be to examine the output window for error messages.

2nd would be to investigate instrument settings. Is the chart overriding the session template? Example its on rth vs eth for the instrument? Is the strat using the same session template in the strategy tab?

[NinjaTrader_MichaelM]

Hello ShruggedAtlas,

Thank you for writing in. Your strategy should not be behaving differently unless you have mismatched settings between when you apply the strategy to the strategies tab and when you apply it directly to a chart or if your strategy is erroring out.

Please take a screenshot of what your strategies tab looks like when you have applied the same strategy to both a chart and to the strategies tab and attach it to your response. Also, please make sure you are applying the strategy to a chart with no chart template applied (for testing purposes).

Then please recheck the real-time performance of the strategy applied to the chart vs the strategy applied to the strategies tab. If they still are showing two different things, please take screenshots of both those windows as well and attach them to your response so I may investigate further.

Thank you in advance.

[ShruggedAtlas]

There are no errors and the session template is consistent in strategy parameters when applied to both the chart and the Control Center strategies tab as well as the chart itself. All set to default session template which is identical to Forex session template which is the market I'm trading.

I'm just looking for some feedback on best practices for deploying strategies in NT. Surely there must be some people who have experienced these sorts of issues.

What is the proper way to manually exit from a strategy without having it mess up the next entry?

What are the differences and things to know when deploying strategies from Control Panel vs the Chart.

Clearly from my experience they do NOT behave identically so there must be some documentation about the differences.

I have included images of chart plots. First image is yesterdays and todays actual. The second is what I would have gotten from my strategy. you can see the missed entry this morning as well as the fact that reapplying the strategy ignores what actually happened and simply prints what the strategy would have done if left alone.

At the moment I have no idea why the entry was not taken this morning. I have two orders for each entry and two targets. Is the strategy confused in thinking I still have an order open? I noticed that yesterdays entry (for real) entered only 2 x 3,000 shares. But the strategy when applied after the fact shows the entry should have been 9,000. (I have code that reduces trade size by factor of 3 when the previous trade was a loser- and increase by factor of 3 when previous was winner)

There seems to be different things going wrong here. My only solution I can come up with is to simplify my strategy to a single target, for the time being, to filter out the position sizing issue and by process of elimination take out the possibility of it being a multiple target issue.

[NinjaTrader_MichaelM]

Hello ShruggedAtlas,

What are the differences and things to know when deploying strategies from Control Panel vs the Chart.

There should not be any differences between the two. I recommend redoing your test by clearing all strategies from the strategies tab and then adding one strategy to the control center and the same strategy to a chart (they should both appear in the control center). Then enable them both from the control center at the same time. Then check the results (Realtime vs Realtime or Historical vs Historical) and let me know if they are different.

What is the proper way to manually exit from a strategy without having it mess up the next entry?

Please navigate to Tools -> Options -> Strategies tab -> NinjaScript sub-tab and let me know if you have "Wait until flat before executing live" selected or "Immediately submit live working historical orders" selected. Also, we will need to know if you are using Sync Account Position equal to true or false in the strategy parameters tab.

Depending on your configuration, you may get different results when testing the way you mentioned in your original post. Please see this document for more information: http://ninjatrader.com/support/helpG..._positions.htm

Please let me know if I may be of further assistance.

[ShruggedAtlas]

I have confirmed that I have "Wait until flat...." selected in Options.
I have Sync account position set to FALSE.

I will read about the sync option to get a better understanding - perhaps that is the root of the problem.

[NinjaTrader_MichaelM]

Hello ShruggedAtlas,

Thank you for providing that information.

To further clarify, when you check the realtime strategy performance it will only report trades that that instance of the strategy placed, so it is not incorrect for that trade to show up in historical strategy performance in another strategy instance as mentioned in your original message.

I believe it is likely based on your response that the reason the second strategy did not submit orders after the conditions were met is directly related to your account/strategy position syncing settings.

If you add in this line at the top of your strategy:

if(Historical) return;

then your strategy should always submit orders when the conditions are met without changing any settings. This prevents your strategy from working in backtests however but is useful in determining if certain strategy issues are caused by your strategy syncing settings.

Please let me know if you have any further questions.

[ShruggedAtlas]

I have added the check for historical and set my sync option to true. I will evaluate future trades to determine if that solves my problem. Thanks!

[NinjaTrader_MichaelM]

Hello ShruggedAtlas,

It is always my pleasure. Please have a great rest of your day!