When trading Sim account on live data

[dawidtokyo]

Hi,

When i'm testing my strategy with sim account using live data sometimes my orders are not being submitted. When i'm testing it on Sim data everything is working fine. No mention of those trades in trace log either. I will repeat that sometimes they are working as they should and sometimes they are not.

Thank you

[NinjaTrader_Matthew]

If there is nothing written to your log files at this time, add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrders

This should provide more insight as to why your strategy may not be submitting or ignoring orders when the condition is true.

[dawidtokyo]

So i've tested it

I had a look at the output window as you suggested. Cannot find anything that would explain what is happening. I run one strategy on few different products, and my orders number 2 and 3 should be submitted after first order is filled. Sometimes it's working as it should and sometimes order 2 and 3 are not being submitted. Even my stop loss is sometimes in the wrong position (ticks) from where it should be. Was wondering if that might have something to do with my connection or connection on the other side? I run the strategy over and over in few different modes (Replay Sim and Live Data), only when running sim account on realdata this things are happening...

Thank you

[NinjaTrader_Matthew]

Are you working with managed or unmanaged orders in your strategy?

For the orders that are not being submitted, are they SetStopLoss/SetProfitTarget, or are you setting them as ExitLong/Short,etc?

From the TraceOrders output, did it say anything about the orders being ignored?

You should add some Print() statements to your blocks of code where the order should be sent to verify that that condition is being hit at that the time that you expect.

Regarding your stop loss, is this set in Initialize() or dynamically in OnBarUpdate()? Are you resetting the value of the stop loss after the stop loss is filled/canceled?