What am I missing?

[frostengine]

For the past several days, I have run my strategy and 0 trades are taken. I then backtest that day and several trades are taken. I then use market replay and sure enough it took those same exact trades the backtest showed... WHY is the real time strategy not taking any of the trades?

What are some pitfalls to look out for that would allow both backtest and market replay to show the trades but not the real time strategy??

Am using latest version of NT and using kinetick for the data. Trading ES##-## as the instrument in all cases (replay, live, and sim).

[NinjaTrader_Bertrand]

frostengine, what order types are you using for your strategy then? If you run live with TraceOrders enabled do you see any expired / ignored orders happening then?

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[frostengine]

All orders are market orders. So if the system triggers, there is no reason it shouldn't execute. Also note, when I say real time, i mean real time on the sim account.

The market replay, and this SIM account should be pretty similar. Surprised that it would act differently. My understanding of market replay was that it recorded the same data it saw live...

[NinjaTrader_Bertrand]

Thanks, correct - this means your conditions are not triggering on the live data then as you would expect. Do other strategies trigger normal in live, for example our SampleMACrossOver?

It would help if I could take a look at the conditions you work with, if you like you can contact me at support at ninjatrader dot com to follow up on it.