GetCurrentAsk on historical is wrong

[guillembm]

Hi,

I found something strange. On historical data GetCurrentAsk is wrong. As it says on the reference: "Note: When accessed during a historical backtest, the close price of the evaluated bar is subsituted."

This happens since monday. On real time it works

UG Day: 20110916 Time: 163244 GetCurrentAsk: 17.77 Close: 18.43
UG Day: 20110916 Time: 163302 GetCurrentAsk: 17.77 Close: 18.44
UG Day: 20110916 Time: 163353 GetCurrentAsk: 17.77 Close: 18.47
UG Day: 20110916 Time: 163355 GetCurrentAsk: 17.77 Close: 18.47
UG Day: 20110916 Time: 163356 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163407 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163408 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163409 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163413 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163417 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163444 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163451 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163455 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163458 GetCurrentAsk: 17.77 Close: 18.54
UG Day: 20110916 Time: 163549 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163553 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163554 GetCurrentAsk: 17.77 Close: 18.52
UG Day: 20110916 Time: 163559 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163604 GetCurrentAsk: 17.77 Close: 18.5
UG Day: 20110916 Time: 163608 GetCurrentAsk: 17.77 Close: 18.51
UG Day: 20110916 Time: 163626 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163629 GetCurrentAsk: 17.77 Close: 18.48
UG Day: 20110916 Time: 163735 GetCurrentAsk: 17.77 Close: 18.45
UG Day: 20110916 Time: 163737 GetCurrentAsk: 17.77 Close: 18.46
UG Day: 20110916 Time: 163739 GetCurrentAsk: 17.77 Close: 18.45
UG Day: 20110916 Time: 163744 GetCurrentAsk: 17.77 Close: 18.46

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Can you please send me your test line you created and I will give it a quick test on my side.

I look forward to assisting you further.

[guillembm]

Print(Instrument.FullName + " " + " Day: " + ToDay(Time[0]) + " Time: " + ToTime(Time[0]) + " GetCurrentAsk: " + GetCurrentAsk() + " Close: " + Close[0]);

I also found another error. On historical data, after entering a position the MarketPosition stays always flat, so it's not possible to exit. Also happens since monday.

Flat
Flat
Flat
UG Buy Day: 20110829 Time: 105400 AskPrice: 19.91
Flat
Flat
Flat
Flat
Flat
Flat

[NinjaTrader_Brett]

Thanks for letting me know.

I will run a quick test on this shortly.

[NinjaTrader_Brett]

As far as the trace orders.

If you add TraceOrders = True in the Initialize Method you will be able to trace the orders to see what is happening.

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

[NinjaTrader_Brett]

Hello,

What chart are you running this on with how many bars back loaded?

I tested on my side on a 1minute chart ES 12-11 and works for me.


ES 12-11 Day: 20110920 Time: 104900 GetCurrentAsk: 1209.5 Close: 1209.5
ES 12-11 Day: 20110920 Time: 105000 GetCurrentAsk: 1209.75 Close: 1209.75
ES 12-11 Day: 20110920 Time: 105100 GetCurrentAsk: 1210 Close: 1210

[guillembm]

Everything solved reinstalling NT from scratch