Missed trades -

[oosthout]

I am using a strategy which runs on an 8 Renko Time Frame. I use Kinetick as data supplier.

In back test or on the strategy analyzer the performance appears to be fine. In real time mode however, it happened a few times that set ups have not been recognized. Only when I reload the strategy (hit F5) the (missed) entries appeared on the chart.
The strategy includes several indicators and filters. Some of these are based on ( 5 and 10) minute chart. So I use a combination of different time frames.




Probably you recognize this malfunction as the same issue have been raised earlier by a lot of other NT users. Unfortunately I have not been able to trace a solution in the existing threads.Can you tell me what the current status is please. Do you or any forum member have suggestion how this should be repaired?
Many thanks

[NinjaTrader_Joydeep]

Hello oosthout,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[oosthout]

Hi JoyDeep, this problem is solved: it was a matter of an error in the code. Thanks anyhow!

[edward_bell]

Someone help me why in strategy analyzer entering at the limit price will not be filled in Renko chart?

[NinjaTrader_Joydeep]

Hello edward_bell,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[edward_bell]

Hello edward_bell,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

I just used a simple logic on it. If the Closing price is greater than the SMA(14) then it will enter long and reverse is for short.

I just used a

shortentryOrder = EnterShortLimit(0, true, 3, Close[0], "short entry");
longentryOrder = EnterLongLimit(0, true, 3, Close[0], "long entry");

and run it in a Renko chart which is set to 15.

It submits a trade but it doesn't get filled.

[NinjaTrader_Joydeep]

Hello edward_bell,
Thanks for the information.

If you try appending the below code in the Initialize section of the strategy then are you getting any error messages

TraceOrders = true;

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?traceorders.htm

I look forward to assisting you further.

[edward_bell]

Hello edward_bell,
Thanks for the information.

If you try appending the below code in the Initialize section of the strategy then are you getting any error messages

TraceOrders = true;

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?traceorders.htm

I look forward to assisting you further.

Thanks for that. I just wanna ask also where I can find a tick data so that I can test it in strategy analyzer? A free and real tick data that will work in Ninja Trader.

[NinjaTrader_Joydeep]

Hello edward_bell,
Unfortunately I am not aware of any free real time data.

For real time data you have to sign up with any of our supported connectivity provider

http://www.ninjatrader.com/partners

[edward_bell]

Okay thanks. By the way, does you have any idea on how to set the days to load in the code of a strategy? I know we can set that in the strategy setup but I want it to in the code.

[NinjaTrader_Joydeep]

Hello edward_bell,
Unfortunately you cannot set the "Days to load" via a NinjaScript code.