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Strategy Not trading in Live Simulation but trading on Market replay

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    Strategy Not trading in Live Simulation but trading on Market replay

    Hello,

    I have Barcharts.com data feed and I am trying run about 10 strategies live. I noticed no trades are being made.

    However if I use Market replay after downloading NT's market data the strategies will trade. Is this a issue with Barcharts? It was working live for like 4 days then it stopped, I also added more strategies to test at that point. Am I running to many?

    Half way in between the 4 working days I had to change my min. bars required to zero from 1. Because it wasn't loading trades. I have a 20 day load look back. Which is more than plenty for the strat.

    Sorry for all the questions, I just have been trying to troubleshoot this for a while and have read the Ninjatrader guide front to back now.

    Thanks!

    #2
    It is possible you are running to many for your CPU to keep up with in real-time. I would suggest running one at a time and debugging your strategy from there.

    You may also want to run one of the SampleMACrossOver strategies to see if this is taking trades as this is a very basic script which should always be in market.

    For strategies add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrders
    MatthewNinjaTrader Product Management

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      #3
      Thank you for your help Matthew! I will check my trace orders and limit my strategies...

      I just noticed as well, that sometimes when running market replay my data on the chart doesn't get loaded correctly, it will only show 1 trade a few days back instead of multiple ones I have seen on an earlier load.
      Is there any way to prevent that from happening? like keep my historical data ? As it seems to be occurring when switching from one day NT market replay data and another day on recorded Barchart data.

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        #4
        Do you use a live license or a simulation license key?
        MatthewNinjaTrader Product Management

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          #5
          simulation currently. Hope to change that soon if I can this strat trading!

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            #6
            The simulation version will not download any missing historical data for replay purposes. However if you were to use a live license key, the previous days would be loaded.
            MatthewNinjaTrader Product Management

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              #7
              Ah that could be why it is not loading correctly on my chart, depending on the day I choose. I will manually download the data and see if that works..

              Thank you very much!!

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