NT autoplot misaligned

[NinjaTrader_JoshP]

ATI user,

Could you please email me your database file as well? Thanks. josh [dot] peng[at] ninjatrader [dot] com.

[ATI user]

my current database is 363 megs...too large to email

perhaps I should just try Repair DB and see if that fixes bug?

[NinjaTrader_JoshP]

Please try a repair and see if that helps.

[ATI user]

ok

what is diff between Repair DB and Reset DB?

I assume reset starts over at 0?

should I repair or reset

[NinjaTrader_JoshP]

Right. Do repair for now. Reset may be the next step.

[ATI user]

did DB repair....still has plot bug

[NinjaTrader_JoshP]

I am running your strategy on a 60 tick chart of YM 12-08 on Zen-Fire. This is the first trade it made. This is just slippage is it not? I suggest you run TraceOrders = true to quantify the trades for matching purposes.

[ATI user]

slippage is just a bad fill is it not?

NT should still plot whatever the fill is on the correct bar right? i.e. How can it plot a price on a bar below the low of the bar?

here is test of the same code posted above...after DB repair

[NinjaTrader_JoshP]

If you look at the execution time for the order it falls on the correct bar though. Please run with TraceOrders = true and see if you can quantify the order being on the wrong bar.

[ATI user]

ok...will try

here is a chart after DB reset

so it would appear it has nothing to do with DB

[ATI user]

trace on

seems to be on correct bar....not at correct price though

execution at 8316 while high of bar is 8315

is this due to sim mode? i.e. could not get that fill in cash trading?

[ATI user]

after DB rest, size is still 230 megs...how can that be if it starts new?

[NinjaTrader_JoshP]

Reset does not remove your data. You can see exactly what it does in the dialogue window that shows up when you press the Reset button.

Executions can happen at any price in live.

[ATI user]

ok...how can they happen at price at which the market did not trade?

i.e. above the high or below the low of the bar?

[NinjaTrader_JoshP]

That is something that you will need to work out with your code through debugging. One thing to note is that you do SetTrailStop() and explicit ExitLongStop() orders. Please bear in mind that you cannot use both at the same time due to Internal Order Handling Rules.

I suggest you strip away all of the IOrder things for the time being and just work with straight OnBarUpdate(). Also, the simulator algorithm can fill you anywhere it doesnt matter what is shown. It really depends on the data you are receiving in terms of bid and ask.