Strategies not working on 60 min bar

[Eastbank]

Hi,

I have a number of ATS swing trading using 15 min bars, and I set them up and switch them on a couple of hours before open and they show the correct position size and work perfectly. However I have been developing some 60 min swing strategies that are fine on backtesting, but when I try and run them live for some reason and switch them on before the market opens in the same way, for some reason they do not register a position (whereas on backtesting there should be a position).

I assume this may be something to do with getting data through from IB, perhaps it only comes after the market opens. In this case can I leave the strategy on and will it start working as soon as data comes through?

Any ideas would be welcomed/Thanks

[NinjaTrader_Bertrand]

Eastbank, how do you set those strategies up for live trading? Do you for example set ExitOnClose to false, so the prior swing position is still working at the point of startup?

[Eastbank]

Sure, that is what confuses me, the other 15 min strategies are all set at exit on close false, and all calculate fine, but I have tested many 60 min ones and they do not calculate the position correctly

[NinjaTrader_Bertrand]

Hi Eastbank, please try for example with the default SampleMACrossOver we provide, start it on your 60 min chart with ExitOnClose set to false - so it should be just reversing on each signal - do you see it reflected correctly if you look into the strategies tab what open historical position it would be in?

Please don't forget to sync your strategies up needed -

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

[Eastbank]

Thanks Bertrand- I don't normally set up my strategies from a chart but from the strategies tab, however I have done it from a chart and its produced the same result. Interestingly, I can see why (but have no idea of a solution) - both the SMA's give the same reading ( this strategy is on stock symbol X with a 60 min SMA swing 81x146, but both the 81 and 146 MA's on the chart are identical- that doesn't make any sense to me! (I gave you the parameters and symbol so you can duplicate- but have had it with many other parameters and symbols)


The issue is not syncing- I am familiar with that issue and it isn't a problem.

[NinjaTrader_Bertrand]

If you start up from the strategies tab, please ensure the chart default lookback for NT 6.5 are high enough to properly calc all needed indicators like your MA's in the strategy - the default lookback used can be set via Tools > Options > Data.

[Eastbank]

One further point Bertrand, as a test, I tried with the same symbol and parameters but on a 15 min timeframe, exit on close false, and it works perfectly-it gave two seperate and correct MA's, and a position- it seems to be the 60 min timeframe that is the problem

[Eastbank]

I use the normal default, which is 20 bars- I will test with a higher value and get back to you, thanks

[Eastbank]

Bertrand, I changed the chart default data period from 15 minutes to 60 minutes and it appears to be working perfectly now. Thanks a lot for your help.

[NinjaTrader_Bertrand]

Great Eastbank, thanks for reporting back.