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Strategy start - activate on weekends!? Status never turned „green“!?

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    #16
    Hello Oliver,

    Thanks for your post.

    This sounds different than your original post. In your original post you were applying your strategy on a Saturday and finding that the status was orange indicating a position was already open.
    Now you are reporting that you apply the strategy on a saturday and it is green (as expected) and then you halt the strategy and re-apply it on Monday the status is orange (not expected) indicating an open order.

    Please post a screenshot of the strategy tab showing the strategy in questions.

    Also, as before, please run a strategy performance report and post the "trades" page of that strategy.

    Paul H.NinjaTrader Customer Service

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      #17
      Hey!

      I am not at the office.
      only Screenshots possible

      Thank you!

      Comment


        #18
        Click image for larger version

Name:	B82AA90D-2324-4F32-9707-805295B8A538.png
Views:	117
Size:	538.5 KB
ID:	1081132

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          #19
          Hello Oliver,

          Thanks for your reply.

          The images you posted do not show.

          When you have a chance, please retry or wait until you are back in the office.

          Thank-you.

          Paul H.NinjaTrader Customer Service

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            #20
            The first ohne is orange

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              #21
              Hello Oliver,

              Thanks for your update.

              To confirm what the report shows in post #18, On Friday December 13th at 11:00 PM the strategy closed the trade. The next trade occurred Monday December 16th at 4:00 AM, is this about when you reset the strategy?

              I am unsure what you are referring to in post#20, I suspect it is of an image I cannot see.

              Paul H.NinjaTrader Customer Service

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                #22
                Paul, what exactly do you need?

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                  #23
                  Everything correct!

                  Was 10 am Berlin, Germany time

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                    #24
                    Hello Oliver,

                    Thanks for your reply.

                    We recommend debugging your strategy to see why it did not fire an order as expected. Please see the debugging process tips here: https://ninjatrader.com/support/help...script_cod.htm

                    Going forward, we recommend that you wait until the beginning of session to then enable the strategies. In this way you will be enabling them on live data which would allow the strategy to close out any historical orders.

                    Paul H.NinjaTrader Customer Service

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                      #25
                      Yes, if I activate the strategy during the live session start (in my strategy it is unfortunately at 3am German time - and I am normally sleeping:-)) - this problem did not occur!!!

                      Why ist that like this?

                      Comment


                        #26
                        Hello Oliver,

                        Thanks for your reply.

                        Does the strategy in question employ the code I suggested to you in Post #10?

                        Paul H.NinjaTrader Customer Service

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                          #27
                          Hi Paul!

                          The strategy is set to open trades between a user specified time span from x to y. Y is max 10pm

                          The Exit is on session close (50seconds before).

                          Exits are generally, during the week incl Friday no Problem.

                          The problem only occurs when the live connection to the cqg datafeed (booked with you) disconnected on Saturday automatically. By the way, I do not know why?

                          Then I manually reactivate - status green - no execution.

                          The problem is exactly like you mentioned it before only if I activate during a time without live data (weekends).

                          If I would activate the strategy after session opening everything would be fine!

                          How can I solve it?

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                            #28
                            Hello oheyn,

                            Thanks for your reply.

                            The CQG data feed performs routine maintenance on the weekends.

                            I will create a feature request on your behalf to allow for enabling strategies during off hours, I will update this thread when I have this information.

                            In terms of re-enabling at 3:00 AM, you might look at some automation type software that performs functions (mouse click, key strokes) on applications at a specified time. We do not have anything to offer specifically nor support. Here is a link to (an NT7) thread that discusses this type automation: https://ninjatrader.com/support/foru...d-auto-trading


                            Paul H.NinjaTrader Customer Service

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                              #29
                              Hi Paul!

                              Great, wonderful...we are on the right track.

                              Thanks for your help and I am looking forward to hear from you. Happy X-Mas time.

                              oliver

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                                #30
                                Hello Oliver,

                                Just to follow-up, the feature request is being tracked as SFT-4489, "Ability to re-enable strategies during hours when the market is closed".

                                A feature request does not mean that the feature will or will not be implemented and is a means for program management to review user requested functionality/features.

                                If implemented, it would be identified in the "release notes" of the version it is first released in. For your convenience, here is a link to where all of the version release notes can be found in the on-line help guide: https://ninjatrader.com/support/help...ease_notes.htm:
                                Paul H.NinjaTrader Customer Service

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