Miscellaneous questions

[tradejockey]

1. ExitOnClose exits current position but does not stop strategy from placing a new one.. for example your session ends at 3:59pm then exit on close kicks in at 3:58:30 pm and terminates the trade. But at 3:58:45 pm, strategy opens a new one upon OnBarUpdate. Now I am stuck with an open position overnight. How to fix this in my script?

2. MonteCarlo is giving a whole set of different results for each quarter of trades. Is there documentation on how MonteCarlo was implemented and how to get a good read on probability.

3. Can NT7's folder in MyDocuments be moved to say D drive? Or is MyDocuments hardcoded inside NT program?

4. Couple of weird things I noted about charts... I am not fussy about charts as long as strategy is feeding off of ticks from provider and not on chart.. I cant remember what caused these but could be inadvertent clicking or dragging and/or ctrl up and down. Please see attached

[NinjaTrader_Ray]

1. What time frame are you running your strategy on?

2. Not at this time however, will put together something.

3. Will check.

4. Looks like you selected one of the Data Series and dragged it into the other panel. Just open up the Format Data Series window, select the series you want in the lower panel and set its panel property to a value of 2.

[tradejockey]

1. Multiples of 15 seconds (15/45 etc) between sessions 2:01am to 3:59pm. So the overnight trade caused a big fat loss (-$1100 due to gap down - actually its euros so its even worse).. its live sim so not a problem but lesson learnt: dont rely on exitonclose. Not to go off topic but is the dollar vs euro sign ever going to get fixed?

1.5 With the above setting of session time less than 24/7, am I losing tick data? If so, if and when I need it in the future, can I get it? Can you suggest a way to actually gather all ticks but run only between certain time without having to manually code it into strategy?

3. This is important as I can use a faster drive if I can move NT7 folder out of c drive.. faster disk drives such as ssd/15k rpm sas/10k rpm sata are now becoming cheaper but their space is not much so I suspect, you will have more requests like this down the road..for performance reasons. If I am not mistaken, the database stuff is in that folder as well...

4. I am attaching couple more shots.. if not for anything, its amusing to look at. I have not disturbed this chart as strategy was running on it.. I believe this one didnt like ctrl up/down.

BTW.. performance seems to have gone down a bit this release. my cpu is not screaming anymore. Any back pedaling on multi threading? some serialization introduced? anyone else notice this?

[NinjaTrader_Austin]

tradejockey, I am going to create a script to reproduce what you explained in #1. If you have any other tips, I'm all ears.

#1.5 You can use the ToTime() function to filter when you want to trade. Please see this example.

#3 Unfortunately it is not possible to move the install folder.

#4 If you are able to reproduce this issue, could you provide us with a set of steps that lead to the super wide bars? Thank you.

[NinjaTrader_Austin]

Hi again, I was able to reproduce your issue #1 and we will look into it.

[NinjaTrader_Ray]

At this time, this is a limitation which existed in NT 6.5 and we will not make any changes due to wide spread implications. What you could do is set the exit on close to trigger at an interval less than your bar interval (10 seconds for example) or do exclude processing logic on the last few bars of the session.