Market replay problem

[frostengine]

I connected to a market replay feed that I saved from a few days ago. I then clicked on the strategies tab and added a strategy. The strategy was set with session begin 8:00 session end 2:45. I had the box that says "exit on close" set as true. At around 12:25 the strategy initiated a buy. 2:45 rolled around and the strategy never exited the position?

I then backtested the same day using my saved historical data and it exited the position at 2:45 like it should. How come the market replay did not?

[ctrlbrk]

I have duplicated the same thing on my side as well, it's funny you mention it, I just noticed this happening today on a particular strategy signal.

In backtest mode, it shows "exit on close". But in Market Replay, it closed at midnight local time.

I've not noticed it occurring before, and I just updated to 6.5.1000.7 yesterday, I wonder if this has anything to do with it (was on .6 before).

Mike

[NinjaTrader_Ray]

Just to confirm, the 2:45 time is based on the time of the bar which is Time[0] and not local time, correct?

[frostengine]

The time of the current replay. So for instance when in replay mode, the control panel that has pause and the various speeds at which to advance time. It says the date of the replay and the current time the replay mode is at. The 2:45 is when the time in that replay mode has elapsed.

[frostengine]

The poster below says they recently switched to .7, I am still on version .6. If that makes a difference.

[NinjaTrader_Ray]

What I meant is that in your strategy code, you have some code to filter in/out trades, does this code should reflect the time of the bar, not the time of the PC.

Like demonstrated in this reference sample - http://www.ninjatrader-support.com/v...ead.php?t=3226

[frostengine]

I am not filtering the time in the strategy. Was relying on the flag when you start the strategy that says "Exit on close". The session end time for the strategy was set as 2:45. In backtesting it automatically closes the position at 2:45 when that flag is set. but in market replay mode it does not.

Is this not the correct behavior?

[NinjaTrader_Ray]

I see, thanks for the clarification. This might be an issue in Market Replay since off the top of my head, in real-time, PC clock is used. I will report to development for further investigation.

[NinjaTrader_Dierk]

This is a limitation: strategy timer only will work as you go 1x replay speed. Thanks for reporting. I'll put it to the list of future considerations.