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Exit Long orders creating Short Positions

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    Exit Long orders creating Short Positions

    Using onbarclose I have not encounter this before. But I built a strategy to run onpricechange for my conditions for Long and Short entrires. Backtesting seems fine in the strategy analyzer executions there are NO executions for entries that come from a Exit order.

    But when testing in Playback mode 100's of entries caused by Exit Orders being sent when there is NO position to exit which results in a position in the wrong direction.


    #2
    Hello DTSSTS,

    Are you expecting OnBarUpdate() to trigger intra-bar when using Calculate set to .OnPriceChange()?

    This will only work if you have TickReplay enabled and the historical tick data available.

    Below is a link to a forum post about this.
    https://ninjatrader.com/support/foru...377#post773377

    Do you have TickReplay enabled?
    Can you load a chart with the same amount of tick data?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      I did not have tickReplay enabled. Does this work with PlayBack Connection as well.

      But for my purposes, Tickreplay does not function with my type bar, similar to Renko in nature. when selecting Tickreplay in Strategy Analyzer the check box will not engage

      you ask "Can you load a chart with the same amount of tick data?" but I do not exactly know what you are asking?

      Thanks

      Comment


        #4
        Hello DTSSTS,

        If the bar type does not allow for TickReplay due to IsRemoveLastBarSupported, you will not be able to have Calculate trigger historically for .OnPriceChange.

        Yes, TickReplay works with historical data, even the historical data that loads in Playback before the real-time playback starts.

        I'm asking if you can change the bar type to Tick and the Start and End dates to the same dates and see bars on the chart. TickReplay requires historical tick data.
        Chelsea B.NinjaTrader Customer Service

        Comment

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