running strategy on market replay

[easyfying]

my stratgy should start buy sell from second bar of session onwards.it works perfect in strategy analyser but in market replay it starts buying selling on fisrt bar of session onwards.
please advise whats wrong here...

  protected override void OnBarUpdate()
        {
            if (Historical)
         return; 
            
            if (BarsInProgress != 0)
                return;
                
                
                
                if (Bars.FirstBarOfSession)
                return;    
            
            if(    Bars.BarsSinceSession >= 1    )
                
            {
                
            
                // Condition set 1
                if (
                    Open[0] > Close[0] 
                    
                    )
                {
                    EnterShort(DefaultQuantity, "");
                }

                // Condition set 2
                else if (
                    Open[0] < Close[0] 
                    
                    )
                {
                    EnterLong(DefaultQuantity, "");
                }
        }
            
        }

[NinjaTrader_CalH]

Hello easyfying,

Thank you for your post.

Are you using CalculateOnBarClose set to true or false when running on Market Replay?

[easyfying]

thanks for taking note of my problem.here is my Initialize code

protected override void Initialize()
        {
            TraceOrders = true;
            CalculateOnBarClose = true;
        }

[NinjaTrader_CalH]

easyfying,

What time interval on the chart are you running this? Minute, Tick, etc

Can you provide a screenshot or the output of the first order being submitted before the 3rd bar for the FirstBarOfSession?

[easyfying]

its a 15 min fdax chart .default session settings.

[NinjaTrader_CalH]

easyfying,

I have tested your OnBarUpdate on my end and I am not running into the same issue.

I recommend that you add Print()'s to your if statements for the BarsSinceSession().

This is obviously becoming true and we need to see where from.

Print(Bars.BarsSinceSession);

[easyfying]

the logic is working in strategy analyser but it fails in market replay.
here r two images one from strategy analyser and second from market replay.
i also tried instrument resetting.but nothing seems to work.

[NinjaTrader_CalH]

Easyfying,

Would be willing to send me your strategy so I can test this on my end?

[easyfying]

objective of strategy is to go long or short starting from second bar onwards

[NinjaTrader_CalH]

easyfying,

I am not able to reproduce the issue with your script on my end.

At this point I would like you to send me a note to platform support so we can setup a remote session

Help -> Mail to support

Put Attn Cal in the subject and reference this thread in the body