May I request authorization to send this Bot to you to see if you can advise on the right chart setup that will start taking trades similar to the Strategy Analyzer results? Thank you!
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NinjaTrader
ES, VX, Tick backtests well, but no live trades
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ES, VX, Tick backtests well, but no live trades
Strategy Builder created a Bot that performs well in Strategy Analyzer but does not take any live trades. I have tried a variety of chart setups using Ninzarenko 8/2 ES with secondaries of VX 30s and ^Tick 30s. But even putting those instrument timeframes on the chart does not work like in back test. The trail stop happens immediately.
May I request authorization to send this Bot to you to see if you can advise on the right chart setup that will start taking trades similar to the Strategy Analyzer results? Thank you!Last edited by JMont1; 10-01-2021, 07:37 AM.Tags: None
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Hello JMont1,
Thanks for your post.
When you enable the strategy on a real-time chart, does the strategy name appear yellow or green in the Strategies tab of the Control Center?
When a strategy is yellow (or orange on some monitors) in the Strategies tab of the Control Center, this means that the strategy entered a historical (theoretical) position in the historical data that has been loaded. It also means that you have "Wait until flat" selected for the 'Start behavior' option in the strategy parameters. This means that once the strategy has finished processing the historical data and has transitioned to real-time, it will wait until there is a real-time order submission that will cause the strategy to become flat. This also includes changing from a long position to a short position or vice versa as the position would pass through flat.
See this forum post for more detailed information about Start Behaviors and skipping historical processing: https://ninjatrader.com/support/foru...ion#post811541
Also, please review the help guide document on the differences on real-time vs backtest (historical).
http://ninjatrader.com/support/helpG...ime_vs_bac.htm
It is expected that a strategy running real-time (live brokerage account, live market simulation, Playback connection etc...) will produce different results than the performance results generated during a backtest.
When in historical data, only the Open, High, Low, and Close will be available and there will be no intra-bar data. This means actions cannot happen intra-bar, fills cannot happen intra-bar. All prices and actions come from and occur when the bar closes as this is all the information that is known.
See this forum post for more information about backtesting vs real-time and improving the accuracy of backtesting: https://ninjatrader.com/support/foru...mance?t=102504
Ultimately, if the expected trade(s) are not appearing, this would indicate that the condition to place the order is not evaluating as true or the order is being ignored for other reasons.
In the strategy add prints (outside of any conditions) that print the values of every variable used in every condition that places an order along with the time of that bar. Prints will appear in the NinjaScript Output window (New > NinjaScript Output window).
Also, enable TraceOrders which will let us know if any orders are being ignored and not being submitted when the condition to place the orders is evaluating as true.
You could test the strategy using the Playback Connection to mimic the strategy running real-time.
Playback Connection - https://ninjatrader.com/support/help...connection.htm
Below is a link to a forum post that demonstrates how to use prints to understand behavior.
https://ninjatrader.com/support/foru...121#post791121
Please let me know if I may furtherBrandon H.NinjaTrader Customer Service
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