No Live Trading with Multi-timeframe NT7 Strategy

[borland]

NT7. When I load the attached multiple data series strategy with SIM101 to a chart during trading hours, backtest trades are shown correct (except for the very last trade (exitLong()). However no further trades are done on live data.

This is a simple strategy that buys one 5m bar and sells on the next 5m bar. Chart is 5m with 365 days to load. Positions are flat while running live. I’ve also reset the DB without any success.

If I comment out the Add()’s, the strategy runs as expected in live trading. What am I missing?

[NinjaTrader_JessicaP]

Hello borland,

I noticed when I tried this on my end that when I either commented out your check to see if 51 days have passed, I was able to get trades to place live. I do see you mentioned loading 365 days. I am investigating this series further and will return to you when I have more information.

I would like to add that your script is very easy to work with, if you would not mind I would like to bookmark this page and allow other users to use your script in their own projects? It will make it easier to assist other customers in writing tests.

[borland]

The 51 check is for fifty-one 30m bars. Those checks are actually excessive since the longest check, CurrentBars[7] < 201 on ^COMP daily time series, is the controlling check. I just left those in for reference to another strategy.

I also wanted to mention I had also tried resetting SIM101. I just tried commenting out the CurrentBars[3] < 51 check but no luck on my side.

Feel free to use the script in any way you want.

[NinjaTrader_JessicaP]

Hello Borland,

I am attaching a copy of your strategy which placed trades on the ES 09-16 instrument with a default chart configuration. I believe the lines I have commented out and comments I have placed will help reveal what has occurred. I am happy to answer any specific questions you have, on this strategy or anything related to NinjaTrader.