Hi,
Super frustrated with the lack of support. I've been going back and forth with support people via email and I am not getting the proper support. I'm going to keep ranting until I get the proper support because NT is NOT behaving as it should be. And at this time, it's clearly starting to be an indication that NT is designed for research purposes rather than live trading. It seems at every single step, going from SA to market replay to live trading, something keeps breaking and the code has to be amended.
I have an extremely simple strategy.
Enter long if close > close N bars ago.
When I start my strategy, I've made sure that
1) my account is flat for that instrument
2) my strategy is flat and is if (historical; return)
3) no active orders are in my account for that instrument
4) i'm using adapt a position settings and i've programmed the strategy in a way so it can handle adapting positions. In fact, I've tested it in sim account on live data, and it works fine during sim live trading
5) i am not placing any manual trades after enabling the strategy..
I have tested this in SA, market replay and it behaves properly. Now during my live testing, it's breaking.
Here's what's happening:
After making sure about the 1,2,3,4,5 I am enabling my strategy on 60 minute bars.
At the close of 60 minute bar, my entry logic matches, the strategy creates a "virtual position" in nt8 platform, and sends the order to my broker (forex.com).
After above, I have a position in my account and strategy has a position. Both are in sync.
Then after sometime, my exit criteria is met, the strategy sends an order to my broker, and my position is closed in my account, the order state is filled in nt8 order tab, the position is flat in nt8 position tab. However, the strategy still has a virtual position on the strategy tab and it is not in sync.
Further debugging, I created a logic that prints values when the market is long and when the market is flat. When the market is long, it is printing out correct values to my output window and when the market is flat, it is printing out correct values to the output window. So in other words, even though on strategy tab it shows that I have a virtual position, at the same time nt8 is saying that my strategy is indeed flat and is printing appropriate values to the output window.
I am extremely disappointed that when I reached out to the support, I'm being told automatically that something must be wrong with my code and that I should seek professional consultants even though I am following all their required procedures and documentation and it's extremely frustrating that at every single step of creating and developing a strategy, something somewhere breaks in NT.
Can someone please tell me why this is happening?
Notes on screenshots attached:
Notes:
image screenshot:
1) is the calculating for MV. MV is a variable I have created.
2) when i am in the position/long, it prints out my MV and other variables. as you can see... my MV is 392. which it should be bc I am long and I am subtracting my accountsize+unrealiuzed - position quantity/leverage
3) as you can see, my MV changed to 1595. The strategy KNOWS that it is flat right now. Because it exited the trade. trade signal name = PT in the screenshot.
nt8 order screen:
shows the order for usdjpy ... the entry signal at 10 PM and exit at 10 AM
broker order screen:
shows the confirmation and execution for my account position bc NT8 submitted those orders
nt8 strategy tab:
not in sync............... even though it entered and exited.
What's happening here??
Can someone please tell me 1) nt8 cannot be used for live purposes and that it should only be used for research 2) I'm an idiot and something is actually wrong with my code.
I've also attached the exact strategy.
Super frustrated with the lack of support. I've been going back and forth with support people via email and I am not getting the proper support. I'm going to keep ranting until I get the proper support because NT is NOT behaving as it should be. And at this time, it's clearly starting to be an indication that NT is designed for research purposes rather than live trading. It seems at every single step, going from SA to market replay to live trading, something keeps breaking and the code has to be amended.
I have an extremely simple strategy.
Enter long if close > close N bars ago.
When I start my strategy, I've made sure that
1) my account is flat for that instrument
2) my strategy is flat and is if (historical; return)
3) no active orders are in my account for that instrument
4) i'm using adapt a position settings and i've programmed the strategy in a way so it can handle adapting positions. In fact, I've tested it in sim account on live data, and it works fine during sim live trading
5) i am not placing any manual trades after enabling the strategy..
I have tested this in SA, market replay and it behaves properly. Now during my live testing, it's breaking.
Here's what's happening:
After making sure about the 1,2,3,4,5 I am enabling my strategy on 60 minute bars.
At the close of 60 minute bar, my entry logic matches, the strategy creates a "virtual position" in nt8 platform, and sends the order to my broker (forex.com).
After above, I have a position in my account and strategy has a position. Both are in sync.
Then after sometime, my exit criteria is met, the strategy sends an order to my broker, and my position is closed in my account, the order state is filled in nt8 order tab, the position is flat in nt8 position tab. However, the strategy still has a virtual position on the strategy tab and it is not in sync.
Further debugging, I created a logic that prints values when the market is long and when the market is flat. When the market is long, it is printing out correct values to my output window and when the market is flat, it is printing out correct values to the output window. So in other words, even though on strategy tab it shows that I have a virtual position, at the same time nt8 is saying that my strategy is indeed flat and is printing appropriate values to the output window.
I am extremely disappointed that when I reached out to the support, I'm being told automatically that something must be wrong with my code and that I should seek professional consultants even though I am following all their required procedures and documentation and it's extremely frustrating that at every single step of creating and developing a strategy, something somewhere breaks in NT.
Can someone please tell me why this is happening?
Notes on screenshots attached:
Notes:
image screenshot:
1) is the calculating for MV. MV is a variable I have created.
2) when i am in the position/long, it prints out my MV and other variables. as you can see... my MV is 392. which it should be bc I am long and I am subtracting my accountsize+unrealiuzed - position quantity/leverage
3) as you can see, my MV changed to 1595. The strategy KNOWS that it is flat right now. Because it exited the trade. trade signal name = PT in the screenshot.
nt8 order screen:
shows the order for usdjpy ... the entry signal at 10 PM and exit at 10 AM
broker order screen:
shows the confirmation and execution for my account position bc NT8 submitted those orders
nt8 strategy tab:
not in sync............... even though it entered and exited.
What's happening here??
Can someone please tell me 1) nt8 cannot be used for live purposes and that it should only be used for research 2) I'm an idiot and something is actually wrong with my code.I've also attached the exact strategy.
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