orders problems

[ghost121]

Hello,

Many strategies have problems with the execution of orders when i run it in simulation...

Actually, when the strategy closes a position and takes a new one in the opposite direction:
, I have 2 or 3 new open positions instead of one.

It Works very well in backtest (only one entry) but it doesn't work in simulation.

I'have tried this option : Sync account position true and false , but nothing change...

I would like these strategies take only one position, how to solve this problem please?

Thank you
Best regards

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

Can you post an example of the logic you are using to place the orders? Without knowing what you are doing in the script it is hard to say exactly what is happening.

Also by simulation do you mean simulator connection or are you using this on live data in the sim account?

I look forward to being of further assistance.

[ghost121]

Strategie exemple

Thank you for your answer



I have make an example

please see the attachment below

The strategie is Sh48hourforex , but It makes the same thing with another strategie.


regards

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

This could be expected if you are using an exit order along with your entry orders.

the Enter() order will close out any opposite open position and enter into new one so if you are using an exit at the same time this could end up adding an additional position in the opposite direction of where you were.

Can you please check this in your script? If you are using both enter and exit orders please only use one at a time and see if that gives you the result you are seeking.

I look forward to being of further assistance.

[ghost121]

order problem

Hello !

for exemple : this strategie : TrendFollower


Thank !

Regards !

[NinjaTrader_Bertrand]

ghost121, thanks - you would not need the rule sets 3 & 4 here - that's what Jesse meant, the EnterLong / EnterShort would take care of the reversal already for you so you're creating duplicates currently this way.

[ghost121]

order problem

Ok ,Thank you so much ,

it seems to work


Any idee about this strategie ? , i' have the same problem.



Regards

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I loaded this on a few different instruments and I see that it looks if I am using the default settings you have, this works for entering and exiting at a later bar using your settings on a few stocks I had tried and also on the FDAX.

Using this on a forex or smaller price it seems the default settings are allowing the target to be hit in the same bar. This indicates that how you are setting your target price in the logic may need corrected unless this is the desired result.

I do not see this placing double orders in the same bar as your prior post although it may look that way if they are all in the same bar.

Can you please check this and let me know if this is not the case?

If you do see it placing multiple orders as your prior question can you please provide the instrument and specific chart and strategy settings that were used and any relevant information?

I look forward to being of further assistance.

[ghost121]

orders problems

Hello !

Here is an example :

ES : UT15mn


please see the attached file


Regards

[NinjaTrader_Jesse]

Hello,

Thank you for the images this help.

I am currently testing this and unfortunately I am not getting the same result as you have pictured.

I wanted to double check, have any modifications to the script been made since the file that was uploaded that may change what I am seeing? If you have made changes since it was uploaded please upload a fresh copy so I am working with the exact same code as you.

Also how many days are you loading, it looks like a ES 12-14 15 minute, I did 365 days on a test and have not had this happen yet.

I look forward to being of further assistance.

[ghost121]

orders problems

hello !

thank for your help !


The backtest is ok , but the live orders in simulation or in a real account doesn't work ,please see the attachment below : (backtest and live simulation)



The script is the same and I loaded 160 days

Regards

[NinjaTrader_Jesse]

Hello,

Thank you for the additional information.

I have loaded this and will let it run for the remainder of the day or until I see the result you are seeing.

From what I understand this seems to work in both historical and backtest but not realtime, am I correct in thinking this?

I will come back before I leave for the day today and report what I find if this happens or not on my end.

I look forward to being of further assistance.

[ghost121]

orders problems

Hello !

Thank for your answer !

yes It does not works in real time.



(( The first strategie "trend" is ok now ; the order "buytocover" have disappeared . Perhaps it may be a solution for the sh48 strategie )).


Regards

[NinjaTrader_Jesse]

Hello,

I just wanted to update you, I did not see a trade go through this afternoon, I will continue this in the morning when I am back in the office during market hours.

I look forward to being of further assistance.

[ghost121]

orders problems

Hello !

I think you will find more example with this configuration :

Instrument : ES (12-14) UT : 1 mn

sh48hourforx strategie : Default


Regards