SIM v.s Actual Live Results

[hifreq]

I have a strategy that i am running in Sim and Live. The trading behavior activity does not mirror one to the next. This is beyond the scope of behavioral differences mentioned in the ninja documentation. I trade on bar close of a 5min chart for FX. Any ideas.

[NinjaTrader_Ben]

Hello,

There are significant differences between sim and live. Sim simulates the market, but it is not perfect of course.

What are the differences?

[hifreq]

SIM v.s Actual Live Results

There are trades that take places in SIM that do not takle place at all in Live. there are trades that take place hours apart even though i am using a 5min chart. The only thing i can think of is that my strategy in live sometimes enters multiple positions even though the default quantity is set to one. So when i should be entering a Short it might really be flattening me out b/c i was long 2 positions. On the other hand many of the trades don't happen at the same time.

[NinjaTrader_JoshP]

hifreq,

Your strategy will perform as instructed to by the code. There is no difference between what should happen in simulated real-time trading vs live real-time trading besides the impact of true market conditions on fills and things like that.

If you feel there is a large discrepancy then you need to debug your strategy live with TraceOrders = true. Maybe a lot of your orders are not making it to your brokerage. http://www.ninjatrader-support2.com/...ead.php?t=3627

[hifreq]

is that a setting in the GUI or do i need to open up the code and apply?

[NinjaTrader_Bertrand]

You would set this from the Initialize() of your strategy code - http://www.ninjatrader-support.com/H...aceOrders.html

[hifreq]

Time Frame for Ninja Strategy

Is there a way thru the NINJA GUI to make teh following stipulation. If i want to take action when an EMA is equal to itself at some point over a give time frame or at any point going forward. Ninja would allow me to say if "EMA30 is equal to EMA 1 Bar ago" or 2 bars ago etc.... since i do not know how many bars it woudl take for these to equal each other how do i state that IF EMA30 bars ago 0 is equal to EMA 30 of any prior Bars AGO, then do xyz...... Hope that is clear

Also how do i create a new post instead of just replying back?

[NinjaTrader_JoshP]

hifreq,

You cannot do this from the Strategy Wizard. You can only do this through the creation of a loop in actual NinjaScript code. If you are not a programmer please consider one of these 3rd party NinjaScript Consultants: http://www.ninjatrader.com/webnew/pa...injaScript.htm

To make a new post go back to the forum category you want to post in and press the "New Thread" button.

[hifreq]

Time Series

Is there any way to reference it by stating it to a time. If EMA30 is eqaul to EMA 30 over the last 72hrs (or x amount of hours) or something similar?

[NinjaTrader_JoshP]

hifreq,

Possible through code. Unfortunately you can't do it from the Strategy Wizard outright.