Second account backtest

[bergimax]

Hi, i have some problem with backtesting strategy that use two account.
Sometimes the first entry order is submitted but not filled, sometimes the entry order is filled, but the target or stop order are rejected.

I attached a simple strategy that doesn't work. Is a code problem or a bug of NTB8.10?

Thank' in advance,
Bergimax

[NinjaTrader_PaulH]

Hello bergimax,

Thanks for your post.

We will investigate and update this thread when we have further information.

[NinjaTrader_PaulH]

Hello bergimax,

Thanks for your post.


When I run the strategy no trades are placed in the strategy analyzer. Can you clarify the steps you used so I can recreate what you are seeing. Please be sure to include instrument, time frame and strategy backtest settings and any other information that would allow us to recreate.

Can you clarify what you are expecting the strategy to do here.

[bergimax]

Thank's for the quikly replay Paul!

The problem is what you write, no trades are placed in backtest, but in live it work.
I attached a screen-shoot that show the ninjascript output of strategy analyzer in one strategy that work with the classic unmanaged order ( SubmitOrderUnmanaged ).
If you do an ouput of the strategy that i attached, you can see nothing.

The other jpeg attached is the strategy analyzer setting that you required.

Thank's!

[NinjaTrader_PatrickH]

Hello bergimax,

Thank you for your response.

While setting specific accounts for trades is possible, it would not be recommend to run a backtest and have the strategy submit live orders. Is this your intention? If not, comment out the lines that set the specific account.

[bergimax]

Thank's for the replay Patrick!

I wouldn't run a backtest and submit live order.

I have a strategy that works on two different account.
In live it's OK and it works well, but in backtest this stratrgy doesn't work.
After some test i found the problem of the second account. I write the strategy attached in the first post to show the problem.
Why if i run a backtest with second account it submit live order?
How can i submit only backtest order on the secondo account?

Thank's for the assistance,
Bergimax

[NinjaTrader_PaulH]

Hello bergimax,

Thanks for your reply.

After further review, the use of 2 accounts (or more) in backtesting will not work. Currently you will not be able to use a 2nd account while backtesting and doing so may lead to unexpected results.

I will add a feature request to allow for multiple accounts when strategy backtesting.

[bergimax]

Hi Paul,
waiting for an update that solves the problem(i think there is a lot of things to change), do you know different way for backtest or create a new strategy that works on two different account?
Thank's in advance!

[NinjaTrader_PaulH]

Hello bergimax,

Thanks for your post. There is no change in the status of the feature request. For your reference, the feature request is SFT 1338.

Hello bergimax,

Thanks for your reply.

After further review, the use of 2 accounts (or more) in backtesting will not work. Currently you will not be able to use a 2nd account while backtesting and doing so may lead to unexpected results.

I will add a feature request to allow for multiple accounts when strategy backtesting.