Strategy didn’t execute live but works in Market Replay

[NinjaTrader_Jim]

Hello WallSt,

I have only tested with Market Replay.

I will test this on Realtime data tomorrow so I can catch the 9:30 market open and report my findings.

Thanks in advance for your patience.

[WallSt.]

Ok, thanks Jim.

WallSt.

[NinjaTrader_Jim]

Hello WallSt.,

I have tested your script on today's open and I received prints for all of the SP500 stocks.

I would suggest to add more information to your prints to see the time the bars update, and to observe your task manager as well to see if the program is slowing down, and that print just has not been processed yet. Adding 500 data series did slow down my platform when I was downloading the data upon enabling the strategy.

I would also advise to troubleshoot your internet connection to make sure there are not any dropped packets. As NinjaTrader demands reliable data connections at a fast pace, we recommend to plugin directly to your router or modem with an Ethernet cable.

Additionally, please make sure you are on the latest version of NinjaTrader 8. (Release 7)

Please let me know if I can be of further help.

[WallSt.]

Thanks for testing it on your end Jim.

I will follow-up on your suggestions and hopefully get this thing working.

WallSt.

[WallSt.]

Hi Jim,

I noticed that the strategy was enabled/changed to a green color prior to IQ Feed’s Connection Manager – Number of symbols field - showing the total number of symbols (504). It changed green when that field showed only around 300 and then ended up printing for 370. Is this normal behavior when enabling a strategy or should it not turn green until that field shows the total number of symbols?

I added more information to my prints to show the time the bars update and for those 370 symbols the first bar time was correct. I plugged directly into the router but that didn’t seem to make any difference in how many symbols printed which is not all that surprising as I had already tested my WiFi prior to using NT and it is good for a 70 Mbps download speed which should be adequate for all but the most extreme market conditions. Today, I removed the Bars.IsFirstBarOfSession command from the script and simply printed the first update for each symbol. I gave it until 15 minutes into the session and still only 370 symbols printed so I find it doubtful that dropped packets are the issue as with 15 minutes of time and set to calculate on each tick that gives each symbol hundreds if not thousands of ticks to get one packet through and get a print off. As my prior output that I attached showed, even 10 symbols didn’t all get prints which also casts doubt on it being an internet bottleneck.

I am running on the latest version of NT, turned off the anti-virus, and excluded the NT folders from Windows search indexing. My computer is only 6 months old and has quad core processor, lots of RAM, SSD, etc.

I am beginning to think connections are not being made for all symbols between NT and the data feed and/or something is getting screwed up in the transition between states (I have been running the test script with 3 days of historical data loaded). Is there some way to troubleshoot these connections and/or change of states?

Regards,

WallSt.

[NinjaTrader_Jim]

Hello WallSt,

Thanks for the reply.

Could you test adding all of these symbols to a Market Analyzer to verify that you are getting data on all of these symbols and you are able to receive data for that many symbols? Please add an indicator as well so we can observe calculations made from the incoming data.

Here is a video describing the test: https://www.screencast.com/t/uNf3q8O2z

If I understand correctly, the IQFeed application is only allowing you to view data for 370 symbols?

Kinetick which is based on IQFeed, has symbol limitations for their accounts. Our test account allows us to test with 500 symbols. Judging from the IQFeed website, most accounts should allow for 500 symbols. I would also suggest to double check with IQFeed on the number of symbols you can view.

Here is where I found some information on IQFeed's symbol limits - http://www.iqfeed.net/index.cfm?disp...ction=services

If the above does not resolve your inquiry, I could provide you with the login credentials to our Kinetick account so you can test with our data provider. The account is refreshed everyday, so you would not be able to use it for very long. Please send me an email at platformsupport[at]ninjatrader[dot]com with the text "Attention Jim" and the thread URL the day you would like to test this, and I will be able to provide you the credentials for the account.

I look forward to assisting further.

[WallSt.]

Hi Jim,

I tested the symbols in Market Analyzer as you instructed and I am receiving data for all symbols.

I may not have explained myself properly in the prior post: the strategy changed to a green color when only around 300 symbols were showing as connected in the IQ Feed Connection Manager, within less than a minute after this all symbols showed as connected (this all occurred prior to market open). Even though all symbols showed as connected I still only received prints for about two-thirds of the symbols. My symbol limit with IQ Feed is 1000.

I would be interested in trying to run the test script with NT’s Kinetick account on market open so I will email you today and hopefully we can have that set-up for tomorrow’s open.

Thanks,

WallSt.

[NinjaTrader_Jim]

Hello WallSt,

I'm updating this thread after our email correspondence.

The issue has been narrowed down to some internal filtering that will be corrected.

You may reference the Release Notes page for the ticket ID: "NTEIGHT-11895" when a fix is applied.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

Thanks for your patience and helping bring this issue to light!