Crashing on real time feed

[Zigman]

Hi there,

I am running a simple strategy based on fading/scalping which is very effective in theory (i.e. backtesting) but crashes when fed a real time data stream (CQG in this instance)

Any idea why this would happen from the attached error message>???

[NinjaTrader_Brett]

Hello,

Thanks for the forum post and sorry to hear this happened.

I suspect you are using a multi Time Frame Script and possible more then 1 entry pere direction?

-Brett

[Zigman]

multi no
but more then 1 entry per direction yes (10 per direction in this case)

[NinjaTrader_Brett]

Thanks. There is a limitation with NinjaTrader found a month or so ago with this. If you reduce Entries per direction to 1 just for testing right now does it resolve? Just want to make sure this is the same limitation we are dealing with here.

FYI->This limitation is set for development to check into it for our next major release which I do not have a release date for at this time.

If it works with 1 Entry per direction I will need to suggest an alternative setup for you.

-Brett

[Zigman]

seems to be working (no crash yet)

I will let it run overnight to see if it crashes - but what is the alternate you mentioned (so I can get a head start on understanding it as I assume that will be the case)

[NinjaTrader_Brett]

There is 3 ways I can think of this to get around this NinjaTrader limitation in our current build until we have a chance to review it for next major release which is still quite a ways down the road.

1) Running with EPD set to 1 and starting multiple versions of the strategy so that each strategy has its own entry condition and runs on its own.

2) Switch over to not using SetStopLoss and SetProfitTarget and manually submitting your own stoploss and profit target. (This would most likely be my preferred suggestion but requires a decent amount of extra coding for 10 entries)

http://www.ninjatrader.com/support/forum/showthread.php?t=7499

3) Switch over to running the stop and target with the ATMStrategies or Unmanaged approach.

http://www.ninjatrader.com/support/helpGuides/nt7/atm_strategy_methods.htm

Let me know if questions.