Real time behavior different from Sim

[pacoperico]

Hi all,

hi I finally had the confidence to run my strategy in real time, in the Sim account it does not produce any error but the Real one when the operation ends either by stop or Target re-enters without an entry signal.

[NinjaTrader_ChelseaB]

Hello pacoperico,

To confirm, you are getting an error message (like a rejected order message)?

If yes, what is the full error message? (You can Ctrl + c to copy an error from the Log tab of the Control Center and Ctrl + v to paste this in your reply)

[pacoperico]

Hi ChelseaB, thanks for the answer no it does not present or generate any error that we can see,
This is the code structure that we use very simple:

if (coditionsss,,,
&& (Position.MarketPosition == MarketPosition.Flat)
&& (BarsSinceExitExecution() > 1 || BarsSinceExitExecution() == -1))


{
EnterShortLimit(1, Close[1] + 1, @"NQ_Short");

}
if ((Position.MarketPosition != MarketPosition.Flat)
&& (Position.MarketPosition == MarketPosition.Short))
{

ExitShortStopMarket(Convert.ToInt32(DefaultQuantit y), High[1], @"PRO---NQ_Short", @"NQ_Short");
ExitShortLimit(Convert.ToInt32(DefaultQuantity), (Position.AveragePrice - siceM) , @"Target-NQ_Short", @"NQ_Short");
}

//this code is for if our stop is very far we manage the risk like this
if (Position.GetUnrealizedProfitLoss(PerformanceUnit. Currency, Close[0]) < VirtualSTOP)
{
ExitLong();
ExitShort();
}

[NinjaTrader_ChelseaB]

Hello pacoperico,

Print (or write the values to file) and enable TraceOrders to get an understanding of what exactly different.

Is possible the orders are having slightly different fill prices or the data is different.

Below is a link to a forum post that demonstrates using Print() and TraceOrders.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

And a link to a forum post that demonstrates writing the information to file.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192

[pacoperico]

Hi ChelseaB Thanks for the answer, I already activated the traces, which is easy, as soon as I have an example, I'll give you the results.

[pacoperico]

hi this all the log when error happen ends 1 operation and immediately starts another

[NinjaTrader_ChelseaB]

Hello pacoperico,

These text files appear to have hexidecimal values.. Did you change the file extension?

Is this output from the output window from Print()?
Did you right-click the Output window and select Save As to save the output to a text file?

Or is this written to file with StreamWriter?

Are you getting an error? If so, please copy and paste the full error message.

[pacoperico]

hi sorry

the logic of the strategy ends and out of nowhere starts another operation

this are the log

Time	Category	Message
2022-03-14 15:56	Execution	Execution='1250660|1302250091|1302250091' Instrument='MES 06-22' Account='2137' Exchange=Globex Price=4165.25 Quantity=1 Market position=Short Operation=Operation_Add Order='1302250091' Time='3-14-2022 3:56 PM'
2022-03-14 15:56	Order	Order='1302250091/2137' Name='Sell' New state='Filled' Instrument='MES 06-22' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=1 Fill price=4165.25 Error='No error' Native error=''
2022-03-14 15:56	Position	Instrument='MES 06-22' Account='2137' Average price=4162.75 Quantity=1 Market position=Flat Operation=Remove
2022-03-14 15:56	Order	Order='1302250091/2137' Name='Sell' New state='Working' Instrument='MES 06-22' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2022-03-14 15:56	Order	Order='1302250091/2137' Name='Sell' New state='Accepted' Instrument='MES 06-22' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2022-03-14 15:56	Order	Order='c84af710d24e41c284e5042b0180c5b7/2137' Name='Sell' New state='Submitted' Instrument='MES 06-22' Action='Sell' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2022-03-14 15:56	NinjaScript	NinjaScript strategy 'Soluciones123/246651055' submitting order
2022-03-14 15:55	Order	Order='1302249596/2137' Name='PRO---NQ_Short2' New state='Cancelled' Instrument='MES 06-22' Action='Buy to cover' Limit price=0 Stop price=4164.75 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2022-03-14 15:55	Order	Order='1302249598/2137' Name='Target-NQ_Short2' New state='Cancelled' Instrument='MES 06-22' Action='Buy to cover' Limit price=4155.75 Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
2022-03-14 15:55	Execution	Execution='1250532|1302249752|1302249752' Instrument='MES 06-22' Account='2137' Exchange=Globex Price=4162.75 Quantity=1 Market position=Long Operation=Operation_Add Order='1302249752' Time='3-14-2022 3:55 PM'

MES 06-22	Sell	1	4165.25	2022-03-14 3:56:04 PM	1250660|1302250091|1302250091	Exit	-	1302250091	Sell
MES 06-22	Buy	1	4162.75	2022-03-14 3:55:45 PM	1250532|1302249752|1302249752	Entry	1 L	1302249752	Buy to cover
MES 06-22	Buy	1	4162.75	2022-03-14 3:55:44 PM	1250526|1302249748|1302249748	Exit	-	1302249748	Buy to cover
MES 06-22	Sell	1	4160.25	2022-03-14 3:55:35 PM	1250458|1302249594|1302249594	Entry	1 S	1302249594	NQ_Short2

[NinjaTrader_ChelseaB]

Hello pacoperico,

The output from the prints and trace orders should tell us why.

Have you started debugging the script by adding prints (or writing to file)? Is TraceOrders enabled?

[pacoperico]

hi ChelseaB

this are the log from do that

[pacoperico]

hi
here is how problem start
Received unknown order type '', Order Id '1302803390'

[NinjaTrader_ChelseaB]

Hello pacoperico,

The Log on the Log tab of the Control Center will show real-time orders, but will not give you information about why the script is behaving as it is.

You are wanting to know why a stop loss is not being submitted from the script logic, is this correct?

Prints and TraceOrders will appear in the New -> NinjaTrader Output window as directed in the forum post linked in post #4.
Right-click the output window and select Save As.