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NinjaTrader
SystemPerformance.AllTrades Issue with Live Trading
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Hello,
I'm still seeing the same thing when I run your test code. I altered the order-entry conditions a bit for easier testing, and printed Alltrades.Count on each OnBarUpdate(). What I see is Alltrades.Count returning 0 before the first order, 1 after the first order, 2 after the second order, and so on, running in Playback over a few days.
I've attached the modified code and the output that I'm seeing for your reference.
To be certain on the issue of the Position object showing Long -- this was the first order placed in your strategy, including historical orders, correct? There is no possibility that the strategy position was Long based on historical orders when this Print occurred?Dave I.NinjaTrader Product Management
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Originally posted by NinjaTrader_Dave View PostHello,
To be certain on the issue of the Position object showing Long -- this was the first order placed in your strategy, including historical orders, correct? There is no possibility that the strategy position was Long based on historical orders when this Print occurred?
Correct, no chance of historical trade. If historical check in on bar update to return.
Also needed historical check in on state change with another indicator to keep error messages out from missing files.
I'm using an import from nt7 data for replay. The database i tested against was an April snapshot and using a test key @sim . My test on my live machine with current nt7 recordings also experienced the same issue with a live license key.
This was with es03-14 contract the earliest after ZenFire meltdown. . I'll try with the most current contract also.
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