zero quantity order

[Jetpilotjohn]

Hi,

I am using market replay to test a strategy and it works for a while and then stops placing trades. when it stops there is always an open position showing for zero quantity and price at zero. This makes using market replay for backtesting very difficult. is there a known fix?

John

[NinjaTrader_PatrickH]

Hello John,

Thank you for your post.

So I may investigate this matter further please answer the following questions.

Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy in Market Replay?

Do you have data for the time you are testing in Market Replay? You will need to check this by right clicking on the Replay Control Window > selecting Available Data > then click the '+' button next to the symbol(s) being tested to see what data is available. Make sure to look for gaps in the data were you might not have data from a certain time to another.

If you re-download the Market Replay Data (File > Utilities > Download Replay Data) does this correct the matter when replayed?

I look forward to your response.