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Closing Data Error using Interactive Brokers
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Closing Data Error using Interactive Brokers
I am running an equity strategy on daily bars using Interactive Brokers on NT8. I left it running through the night and it erroneously made trade decisions based on closing daily bars that are not even in the yearly range of every single stock on the SP500. This is a continual problem using IB and NT8 together and I can't get it to run correctly. All the data loads fine but when I let it trade through a close and stay live, on the reopen the last closing bar is changed to be recorded at an insane price. For example this morning it opened and recorded that AAPL closed at 38.00 per share and then opened for trading at $171.80 and is trading normally. Please help, this has been a constantly recurring problem, thanks.Tags: None
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Hello prescottbph,
Thanks for your post.
Order submissions are controlled by strategy logic. If the strategy is making order submissions that appear erroneous, the trading logic should be debugged to observe why the logic controlling your order submission methods has become true and allowed the orders to fire.
I suggest adding prints to the strategy to observe this logic as it is processing and to use the Playback Connection to play through the same data where the strategy has placed these trades.
I have included some publicly available resources on debugging tips and using the Playback Connection below.- Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm
- TraceOrders - https://ninjatrader.com/support/help...aceorders2.htm
- Debugging in the Strategy Builder - https://www.screencast.com/t/8uvjfM8h
- Playback Connection - https://ninjatrader.com/support/help...connection.htm
- Debugging Demo -
https://drive.google.com/file/d/1rOz...w?usp=drivesdk
JimNinjaTrader Customer Service
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It is not the strategy logic. The charts that I am pulling up in NT8 using IB's data show a normal chart of daily bars and then yesterday in every single equity a closing price that is not even within the yearly trading range. Like I said, showing an AAPL daily bar at 38.00 and then today it shows the daily bar back up at 178.00. My strategy is not printing out the charts in NT8. The strategy works fine in backtests, it is just live data through a close using IB every time is corrupt.
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Hello prescottbph,
So I am understanding exactly, the issue is that when you open a daily chart using IB data and leave the data feed running over night, that the next day, the bar climbs up to a new level without opening a new bar?
I may want to examine your log and trace files for anything that may have caused that to happen. Could you reach out to me at platformsupport [at] ninjatrader [dot] com with your log and trace files and the text "Attn Jim?" Please also include before/after screenshots of the chart so it clear what the issue is and which bar or bars are affected.
Instructions for sending in Log and Trace files is included below.- Open your NinjaTrader folder under My Documents.
- Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
- Send the 2 compressed folders as attachments to send to our support email address.
- Once complete, you can delete these compressed folders.
JimNinjaTrader Customer Service
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