Confused on live strategy

[heech]

Hi there,

Boy, I feel like I might have to start from the beginning here... I am about to take my strategy live, but just ran into a bit of a brick wall.

In previous autotrading environments I've used, I'm able to define a "starting date" for a strategy run. The strategy will run from that starting date, accumulating hypothetical positions. And when it catches up to "today", it will began to live and trade actual positions.

Just for clarity, my starting date can be days/weeks before "today". And I can have 10s of executions before "today"... and for the accuracy of my strategy, I really need to have all those HYPOTHETICAL executions in place. I'm depending on it.

But as I do New Strategy... I don't see a way of setting that starting date (or an ending day, for that matter). I know I can use "min bars required", but that's really not what I'm looking for either.

Does the question make sense? Can I do this in NT?

[heech]

Just to be clear, this is all because I'm doing an inter-day strategy... not just intraday. Really looking for some help here.

[heech]

Let's say I hypothetically tried to use "min bars required".

How does that work in a live strategy? It will backfill the number of bars I request, and then it will actually feed all of these bars from day one into my strategy with OnBarUpdate(), just as it worked in backtesting?

I'm trying to think of work-arounds here, and it seems like maybe I can get away with just setting a very large (month-long) "min bars required"... as long as I handle the time accurately internally.

[NinjaTrader_JoshP]

heech,

I suggest you open a chart and throw your strategy onto the chart. You can configure all the dates directly from the chart. Alternatively when you start it from the strategies tab you should have options under Time Frame to determine the start date as well.

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromStrategiesTab.html

[NinjaTrader_JoshP]

Min bars required means how many bars need to be on the chart before any strategy calculation is handled. This is in place to ensure that indicators are producing proper values. If you started with Min bars = 0 indicators like moving averages may not be "ready" yet.

[heech]

heech,

I suggest you open a chart and throw your strategy onto the chart. You can configure all the dates directly from the chart. Alternatively when you start it from the strategies tab you should have options under Time Frame to determine the start date as well.

http://www.ninjatrader-support.com/H...tegiesTab.html

Josh,

The image in that screen shot (ability to set "start date") is exactly what I'm looking for! Except... I don't have it in my software! I just double checked.

From strategies tab in control center, I selected New Strategy. Under Timeframe, I have exclude weekend, session begins, session ends.

I have version 6.5.1000.7 of NT.

[heech]

I'm also evaluating the chart option. Except, I'm expecting to have ~20 instances of my strategy executing... does this mean I need to keep 20 charts open? When I launched the chart, it didn't seem to give me the option of setting *other* parameters for the strategy... they were grayed out. Is there something I need to do to make that work?

I figured out, have to click on *new* first. And once I do this... I'm good. It also launched a strategy in the strategy tab... but it looks like as soon as I close the chart, the strategy goes away. So it looks like I'd need to keep 20 charts open to trade 20 symbols in parallel?...?

[NinjaTrader_JoshP]

heech,

The option in the strategy tab has been deprecated. It is now controlled by the days back options in Tools -> Options -> Data.

[heech]

heech,

The option in the strategy tab has been deprecated. It is now controlled by the days back options in Tools -> Options -> Data.

That isn't at all the same behavior as the previous feature, unfortunately. I'm not looking for "days back"; I need to program a specific starting date, as available in the chart.

With "days back"... it means I'll have to modify the setting every day I launch NT.

Any chance there's a way to bring back the previous feature?

[NinjaTrader_JoshP]

Unfortunately you will just need to load it from a chart then.

[heech]

That isn't at all the same behavior as the previous feature, unfortunately. I'm not looking for "days back"; I need to program a specific starting date, as available in the chart.

Actually, I'm not even sure how to use the "days back" selection under Options->Data...

Say that I wanted to run my strategy with a starting date of November 17th (7 days ago, 5 trading days ago). I use 30 minute bars.

1) Am I setting this under "chart default look back period"? Despite the name, that setting also affects the strategies tab as well as charts?

2) Do I enter "5 daily bars"? Or do I enter a value in the minute bars...?

[heech]

Josh,

This is a pretty serious issue with me. I'm not writing to complain, I'm writing to figure out potential solutions here.

I would pay for this issue to be taken seriously. There are a lot of minor tweaks I would like to see in NT. Who do I talk to about paying for updated development/patches of your platform?

[NinjaTrader_Ray]

I would be the guy to speak with.

- Although I understand your requirement there is no other solution at this time, I just looked into it
- You will have to use a chart to run a strategy
- We do not provide any custom programming services on our application

[heech]

I would be the guy to speak with.

- Although I understand your requirement there is no other solution at this time, I just looked into it
- You will have to use a chart to run a strategy
- We do not provide any custom programming services on our application

Ray,

I don't know how busy you guys are... but are you guys really unavailable to rollback obvious features (which should already be included), (and change some default values) for fees in the $1k-$10k range? Bizarre.

You're starting to make me wish I went with OpenQuant. At least those guys were able to customize their platform for money.

[heech]

I would be the guy to speak with.

- Although I understand your requirement there is no other solution at this time, I just looked into it
- You will have to use a chart to run a strategy
- We do not provide any custom programming services on our application

Ray,

I'm not ready to give up on this quite yet. Although there are still a lot of growing pains, I'm hopeful this is a long-term solution that will let me do some pretty active (and hopefully profitable) trading.

But it can't possibly do that for me if, after every restart, I have to manually setup the charts, load/enable the strategies every time. I really want a reliable solution that can be a little more hands-off.