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How to run a strategy real-time on a sim account?

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    #1

    How to run a strategy real-time on a sim account?

    I have the sim with zen-fire feed from amp futures. The sim is in real-time (you can see charts and other stuff). I wrote simple strategy (code below). When I run it it seems that ninja process it on historical data. But I need real-time simulation with sim account.

    Output window (NOTE: my current time is 15:00:00)
    ----------------------------
    Start
    11.12.2008 0:00:10: 897,25
    11.12.2008 0:00:15: 897
    ...
    12.12.2008 14:34:55: 834
    12.12.2008 14:35:05: 833,75
    ---------------------------------

    Please tell me if it's possible to run strategy real-time with a sim account? If yes, where can be the problem in?



    Code:
    [FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Using declarations[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.ComponentModel;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Diagnostics;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Drawing;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Drawing.Drawing2D;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Xml.Serialization;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Cbi;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Data;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Indicator;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Gui.Chart;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Strategy;[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#008000]// This namespace holds all strategies and is required. Do not change it.[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]namespace[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Strategy[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] Enter the description of your strategy here[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][Description([/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000]"Enter the description of your strategy here"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2])][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]public[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]class[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] MyCustomStrategy : Strategy[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Variables[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#008000]// Wizard generated variables[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]private[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]int[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] myInput0 = [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]; [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000]// Default setting for MyInput0[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#008000]// User defined variables (add any user defined variables below)[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] This method is used to configure the strategy and is called once before any strategy method is called.[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Initialize()[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[SIZE=2][FONT=Courier New]Print([/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800000]"Start"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]);[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]CalculateOnBarClose = [/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2];[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] Called on each bar update event (incoming tick)[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] OnBarUpdate()[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]string[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] str=[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000]""[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2];[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]str+=Time[[/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]].ToString();[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]str+=[/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800000]": "[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2];[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]str+=Close[[/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]].ToString();[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]Print(str);[/FONT][/SIZE]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Properties[/SIZE][/FONT]
[SIZE=2][FONT=Courier New][Description([/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800000]""[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2])][/SIZE][/FONT]
[SIZE=2][FONT=Courier New][Category([/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800000]"Parameters"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2])][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]public[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]int[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] MyInput0[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]get[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] { [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] myInput0; }[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]set[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] { myInput0 = Math.Max([/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2], value); }[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion[/COLOR][/SIZE][/FONT]
[FONT=Courier New][SIZE=2]}[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
    Tags: None
    #2
    hey zero,

    I believe this should print fine. What time frame do you have it on. If its something large you will have to wait a while before seeing the bar close / time print since this is an end of bar strategy.

    I would try a tick chart and see if it prints each tick.
    mrlogik
    NinjaTrader Ecosystem Vendor - Purelogik Trading

    Comment

      #3
      Good point mrLogik, when starting the strategy (either from the chart or the strategy tab) you can select under 'General' your account settings for execution. The Sim101 is what you want to use for your testing purposes.

      Please also see this links -

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


      ninjatrader-support.com
      http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromStrategiesTab.html
      BertrandNinjaTrader Customer Service

      Comment

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