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Missing data lead to wrong exit.

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  • marcoheimann
    replied
    I just sent them in.

    Thanks

    Leave a comment:


  • NinjaTrader_Joydeep
    replied
    Hello Marco,
    Can you please send the log and trace files to support[AT]ninjatrader[DOT]com
    • You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.
    • The log file will be named "log.YYYYMMDD.txt"

    • You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.
    • The trace file will be named "trace.YYYYMMDD.txt"


    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.

    Leave a comment:


  • marcoheimann
    started a topic Missing data lead to wrong exit.

    Missing data lead to wrong exit.

    Hi all,

    Today I had weird problem. I trade the bund FGBL with an automated strategy that triggers one exit long condition when the previous days low is taken out. I'm connected to my brokers data feed (IB) and Kinetick live data (wich doens't come with FGBL) as a secondary backup connection.

    One trade was entered on Wednesday and stopped out today (Monday). I had shut down ninja over the weekend and started the strategy this morning. All chart data were re-loaded. What I didn't see is that there is no data for Friday and daily and intraday charts stop on Thursday 11-29-12 and re-plot Monday 12-03-12 data (cf attached picture). Since Thursday's low was 10 ticks lower than Friday's low I got stopped out too late and ended up with a losing trade.

    Can someone please tell me what happened and how to prevent this in the future?

    Marco
    Attached Files

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