1. Upon connect to replay, start date timeframe is some arbitrary date such as june 08 or before. It does not give me an option to know on which days,
a) replay was available (i.e nt was on) I dont remember which days I had it on and for how long.
b) no ability to choose from those that are available i.e if I can remember. Not all replay is useful, if recording starts after market starts (depends on whether your script needs it).
c) back fill issue (12 am to start of recording) - not sure if this got fixed.
2. Replay slider issue: Bars.GetLow() - Ninja needs to shut down etc.. pls see BigRedX.jpg
a) connect replay and run your strategy.
b) after pause hits, disable your strategy and drag the slider back to the beginning (not all the way back.. but just before start of session say just before 2am).. this worked.
c) repeat steps a and b, then GetLow() function of Bars object doesnt like something.. I am positive I didnt let go off the cursor until I was on the right time..
2009-12-31 12:21:44:953 in OnUnhandledThreadException
2009-12-31 12:21:44:984 ********* exception trapped *********
2009-12-31 12:21:44:984 Object reference not set to an instance of an object.
2009-12-31 12:21:44:984 at NinjaTrader.Data.MemBars.GetLow(Int32 index)
at NinjaTrader.Data.Bars.GetLow(Int32 index)
at NinjaTrader.Gui.Chart.ChartExecution.GetBounds(Cha rtControl chartControl, ChartPanel chartPanel, ScaleJustification scaleJustification)
at NinjaTrader.Gui.Chart.ChartPanel.CalculateMinMax(S caleJustification scaleJustification)
at NinjaTrader.Gui.Chart.ChartControl.CalculateMinMax AndMargins(Graphics graphics)
at NinjaTrader.Gui.Chart.ChartControl.OnPaint(Object sender, PaintEventArgs e)
at System.Windows.Forms.Control.OnPaint(PaintEventArg s e)
at System.Windows.Forms.Control.PaintWithErrorHandlin g(PaintEventArgs e, Int16 layer, Boolean disposeEventArgs)
at System.Windows.Forms.Control.WmPaint(Message& m)
I remember vaguely that a few weeks ago, there was a problem with GetHigh which perhaps got fixed but now GetLow needs attention. Or maybe that was a different issue. Argument being of type Int32 doesnt mean anything other than the size of integer perhaps.
3. Right after the above (2), restart NT and get a blank chart (with Y axis reading 1 tick size) - pls see blank.jpg. I am positive I encountered blank chart issue several other times unrelated to above.
This is painful to reset and no template to load my setting (pls see setting.jpg without going thru a bunch of clicks and manually adding everything back.
4. Smtp errors. Shouldnt be seeing these in backtesting or replay as SendMail() should be active only for live..
5. BackTest is missing some livesim trades. Even Replay is coming up short (number of trades wise) compared to live sim. I am a bit miffed at this. I am a bit lazy to put proof together but shall try to do so next go around.. I dont know if this has to do with one of my BarsInProgress index is in Minutes interval but that still doesnt explain why replay fell short as well. I wish someone takes a QA initiative on this issue.
6. Account Performance not showing strategy name. Please see noname.jpg. How would I know which script took those trades? I dont remember which one I was running on those days.
7. No directions of how to migrate NT (7 not 6.5) from one computer (xp) to another (new Win7 pc - fresh install). Should I be just blindly copying the NinjaTrader 7 folder under my documents to new pc?. What about data/replay/db etc?
8. Xml errors - x64. Its working now so I dont see a problem here but nonetheless something to note.
2009-12-31 10:29:10:479 WARNING: Resetting account connections due to error: An XML error has occurred.
2010-01-01 02:02:03:602 The requested operation cannot be performed on a file with a user-mapped section open.
2010-01-01 02:02:03:602 System.IO.IOException: The requested operation cannot be performed on a file with a user-mapped section open.
at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share)
at System.Xml.XmlDOMTextWriter..ctor(String filename, Encoding encoding)
at System.Xml.XmlDocument.Save(String filename)
9. 32 bit fiasco: Due to Zenfire adapter issues, cannot use 64 bit NT. Not sure if there's a work around with a simple c++ DLL that acts as a pass thru (garbage in / garbage out). This way, we can keep NT7 honest with 64 bit rather than having to be relegated back to legacy stuff on multi-core I7 platform.
BTW, gentleman from AMPFutures was thoroughly confused on how to setup zenfire connection (perhaps first time for him on NT7) on my new pc.. They dont support NT7 and rightly so.. but I needed data connection on my new pc.
a) replay was available (i.e nt was on) I dont remember which days I had it on and for how long.
b) no ability to choose from those that are available i.e if I can remember. Not all replay is useful, if recording starts after market starts (depends on whether your script needs it).
c) back fill issue (12 am to start of recording) - not sure if this got fixed.
2. Replay slider issue: Bars.GetLow() - Ninja needs to shut down etc.. pls see BigRedX.jpg
a) connect replay and run your strategy.
b) after pause hits, disable your strategy and drag the slider back to the beginning (not all the way back.. but just before start of session say just before 2am).. this worked.
c) repeat steps a and b, then GetLow() function of Bars object doesnt like something.. I am positive I didnt let go off the cursor until I was on the right time..
2009-12-31 12:21:44:953 in OnUnhandledThreadException
2009-12-31 12:21:44:984 ********* exception trapped *********
2009-12-31 12:21:44:984 Object reference not set to an instance of an object.
2009-12-31 12:21:44:984 at NinjaTrader.Data.MemBars.GetLow(Int32 index)
at NinjaTrader.Data.Bars.GetLow(Int32 index)
at NinjaTrader.Gui.Chart.ChartExecution.GetBounds(Cha rtControl chartControl, ChartPanel chartPanel, ScaleJustification scaleJustification)
at NinjaTrader.Gui.Chart.ChartPanel.CalculateMinMax(S caleJustification scaleJustification)
at NinjaTrader.Gui.Chart.ChartControl.CalculateMinMax AndMargins(Graphics graphics)
at NinjaTrader.Gui.Chart.ChartControl.OnPaint(Object sender, PaintEventArgs e)
at System.Windows.Forms.Control.OnPaint(PaintEventArg s e)
at System.Windows.Forms.Control.PaintWithErrorHandlin g(PaintEventArgs e, Int16 layer, Boolean disposeEventArgs)
at System.Windows.Forms.Control.WmPaint(Message& m)
I remember vaguely that a few weeks ago, there was a problem with GetHigh which perhaps got fixed but now GetLow needs attention. Or maybe that was a different issue. Argument being of type Int32 doesnt mean anything other than the size of integer perhaps.
3. Right after the above (2), restart NT and get a blank chart (with Y axis reading 1 tick size) - pls see blank.jpg. I am positive I encountered blank chart issue several other times unrelated to above.
This is painful to reset and no template to load my setting (pls see setting.jpg without going thru a bunch of clicks and manually adding everything back.
4. Smtp errors. Shouldnt be seeing these in backtesting or replay as SendMail() should be active only for live..
5. BackTest is missing some livesim trades. Even Replay is coming up short (number of trades wise) compared to live sim. I am a bit miffed at this. I am a bit lazy to put proof together but shall try to do so next go around.. I dont know if this has to do with one of my BarsInProgress index is in Minutes interval but that still doesnt explain why replay fell short as well. I wish someone takes a QA initiative on this issue.
6. Account Performance not showing strategy name. Please see noname.jpg. How would I know which script took those trades? I dont remember which one I was running on those days.
7. No directions of how to migrate NT (7 not 6.5) from one computer (xp) to another (new Win7 pc - fresh install). Should I be just blindly copying the NinjaTrader 7 folder under my documents to new pc?. What about data/replay/db etc?
8. Xml errors - x64. Its working now so I dont see a problem here but nonetheless something to note.
2009-12-31 10:29:10:479 WARNING: Resetting account connections due to error: An XML error has occurred.
2010-01-01 02:02:03:602 The requested operation cannot be performed on a file with a user-mapped section open.
2010-01-01 02:02:03:602 System.IO.IOException: The requested operation cannot be performed on a file with a user-mapped section open.
at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share)
at System.Xml.XmlDOMTextWriter..ctor(String filename, Encoding encoding)
at System.Xml.XmlDocument.Save(String filename)
9. 32 bit fiasco: Due to Zenfire adapter issues, cannot use 64 bit NT. Not sure if there's a work around with a simple c++ DLL that acts as a pass thru (garbage in / garbage out). This way, we can keep NT7 honest with 64 bit rather than having to be relegated back to legacy stuff on multi-core I7 platform.
BTW, gentleman from AMPFutures was thoroughly confused on how to setup zenfire connection (perhaps first time for him on NT7) on my new pc.. They dont support NT7 and rightly so.. but I needed data connection on my new pc.
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