another live vs backtest question

[greg814]

Hi

I have just been watching an automated strategy trade the TF gap and been wondering why it draws the trade arrrows on a funny place ages later. When reproducing the trade with reloaded data and running the strategy on the chart (not backtesting in strategy analyzer) they appear in the proper place (see images). It did trade with the correct stops and limits in both cases, it's just displayed with half and hour displacement in time.

This

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?DiscrepanciesReal-TimeVsBacktest

didn't provide the answer unless I didn't get it. The time stamps should be pretty similar looking at the x-axis and the clock is fairly synced. Also it doesn't explain such a huge difference or does it?

A bit puzzled and happy about explanations,
Greg

[NinjaTrader_RyanM1]

Hello Greg,

These look like the same charts, but one indicates 60 minute and the other 1 minute. Perhaps there is some issue there?

Please create a new chart and let us know if there is any improvement here.

[greg814]

That is indeed weird!

I opened the chart new with 1min data as that's what the strategy runs on in the strategy tab and it shows the displaced trade arrows again.

But when I click on the little $-sign on the chart toolbar to run the same strategy the input series is set to 60min and I can't change it. The toolbar and chart then still show the 1min dataseries now with proper arrows, but the window title displays 60mins.

I have overlooked this before.

[greg814]

Another trade just came up with a different strategy on a different instrument and I opened the chart from the alert window. Same thing, if I want to run the strategy on the chart the data series is stuck on 60min.

I'm using NT 7.0.0.21 by the way..

[NinjaTrader_RyanM1]

Hi greg814,

I would look at the logic of the strategy you're using, in case there is anything that is attempting to change bar interval.

Another thing to keep in mind is that the Initialize() method is called for every indicator and strategy, so if there is anything there that is attempting to change interval, this may contribute, even if you're not actively using the indicator or strategy.

Check your custom items to make sure nothing is trying to change bar interval. Let us know if this likely isn't the cause here.

[greg814]

ok, of all the strategies that are running there is one that works with the bar interval in Initialize. Not the one in question though, so funny it would have an effect on a chart for a different instrument and with a different strategy..

also, does that really affect the original trade arrow display issue? and then why would it be displayed correctly for the wrong interval and not for he right interval..?

[NinjaTrader_RyanM1]

Initialize() is called for all strategies so it can definitely contribute to issues on other charts. Please comment out the bar interval stuff from the other strategy and then evaluate. If you're still seeing issues, post a couple updated screenshots .

[greg814]

Didn't make any difference, so no need for new screenshots.

Still the same thing: I open a 1min chart and when I try to run a strategy all it offers in the data series field is 60min. If I run it, all the strategy draw stuff is added to the 1min chart, else it remains unchanged, meaning it does not turn into a 60min chart as the new heading makes believe.

Maybe noteworthy, somewhere in between (after removing the bar interval code from the other strategy which btw runs on multiple time frames) the headings only consisted of the date even without bar interval. After restart they look like the ones in post #1 again..

[NinjaTrader_RyanM1]

Unfortunately it's not clear from your original screenshots where the issue is. I suggest creating a new workspace (File > Workspace > Workspace) and then a new chart within this workspace.

If you create a chart that shows this issue, you should compare it to the executions listed in the control center, executions tab. This will help identify if there is an issue assigning a trade to a particular bar.

The execution should be filled on the bar that matches the time stamp range.

Example: Execution at 12:15:36 should fit in the 13:00:00 bar if looking at a 60 minute chart.