Strategy not triggering trades all the time

[ju1234]

On the ES, 1 minute chart, i have created a strategy containing three different indicators, all contained within one strategy. After playing with it all day I have fine tuned it. The three indicaotrs are supposed to happen within 5 bars of each other.

The system has triggered several buy and sell arrows during the entire day BUT all of them are not associated with a BUy/ sell trade. According to the criteria it should, because the buy / sell command is part of the same strategy. Unless it has to do with the fact that I have gone back and forth between several different variations of the formula all day, and only couple of buys triggered in real time. But the sells have been triggered in the redo (not in real time).

Any suggestions.

[ju1234]

Follow up info

Since I wrote the original, there have been several arrow signals but no trades placed in real time.

[NinjaTrader_Bertrand]

Hi ju1234,

Which order type are you using for your strategy?

Please review this link here - http://www.ninjatrader-support.com/H...verview36.html

Please make also sure to debug your strategy in this way that your conditions are triggering in realtime - you can see this link here for plotting tips from inside your strategy, this may help visualizing the trading logic.

http://www.ninjatrader-support2.com/vb/showthread.php?t=6651

[ju1234]

Read the link, not clear

Ok, I read the link you gave.
The order command I have entered is "Enter Long Limit" and "Enter short limit". The actual strings is as follows:

EnterShortLimit[DefaultQuantity, GetCurrentBid[] + 1 * TickSize, """"]

The Long is same except Long in place of short.

Now, the strategy is set to "Calculate on Bar close = false"
So, it should be calculating on the intrabar basis. I did however try it both ways, the calculate on bar close being either true or false. And I tried these during real time data.

Thanks.

[NinjaTrader_Bertrand]

Hi ju1234,

NinjaTrader will automatically cancel all orders that are not resubmitted at every bar. To work around this you can set a 'liveUntilCancelled' parameter to true. With this parameter the order will not require resubmissions at every bar.

Please also review this links -

http://www.ninjatrader-support.com/HelpGuideV6/EnterLongLimit.html

http://www.ninjatrader-support.com/HelpGuideV6/EnterShortLimit.html

[ju1234]

Thank you Bertrand. I am certainly not an advanced programmer. So, if you don't mind, please tell me exactly where will i find the "liveUntillCancelled" parameter and how do i add it.

The other option I guess would be to just use market order?

[NinjaTrader_Ray]

For sure working with live until cancelled orders is an advanced programming topic and I would suggest not to venture down this road if your experience level is limited. Going with a market order would be easier.