Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Instead of using historical data strategy is trying to open real-time order and stops

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Instead of using historical data strategy is trying to open real-time order and stops

    Hi

    1. developed simple RSI strategy, managed mode, 1 minute time frame, live Interactive Brokers
    2. opened MSFT chart and some other US stocks
    3. tried to apply strategy to the chart
    4. if strategy has "Order Fill Resolution" = "Standard", then it runs more or less as expected
    5. if I want results to be more realistic and test is on ticks I switch to "Order Fill Resolution" = High / 1 Tick, in this case when I enable strategy it tries to place a rea order, gets error that trading session is closed and stops
    6. also, tried to execute strategy on Sim101 account, without charts

    Questions:

    1. I want to test strategy on historical data only, why even when I run strategy on Sim101 it's trying to place real order, why it happens only on ticks testing?
    2. Is there a way to test strategy similar way as in MetaTrader, when new qoutes are loading in real-time, reason - I need to test strategy on 1 year of 1 minute bars and to load all these bars on chart it takes 20-30 minutes

    P. S. Attached screenshot with strategy settings and results + CS file of the strategy itself.
    Attached Files

    #2
    Hello artemiusgreat,

    NinjaTrader is not able to receive historical tick data from Interactive Brokers.

    If tick data is not available, the Order fill resolution will not work with any bar built with ticks.

    Below is a publicly available link to the NinjaTrader 8 help guide on Data by provider which shows the supported connection technologies and the types of data these connections support.

    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by cls71, Today, 04:45 AM
    0 responses
    1 view
    0 likes
    Last Post cls71
    by cls71
     
    Started by mjairg, 07-20-2023, 11:57 PM
    3 responses
    213 views
    1 like
    Last Post PaulMohn  
    Started by TheWhiteDragon, 01-21-2019, 12:44 PM
    4 responses
    544 views
    0 likes
    Last Post PaulMohn  
    Started by GLFX005, Today, 03:23 AM
    0 responses
    3 views
    0 likes
    Last Post GLFX005
    by GLFX005
     
    Started by XXtrader, Yesterday, 11:30 PM
    2 responses
    12 views
    0 likes
    Last Post XXtrader  
    Working...
    X