how to get strategy to run on historical bars

[qewcool]

how do I get a strategy to run on historical bars in the chart when I start it ?

the situation is the strategy opened a position. All is fine up to there.

NT had to be restarted so I restarted the application and the strategy was closed on its own by NT.

Now NT is restarted, I connect and reset the chart and start the strategy again. From what I read in this thread : http://www.ninjatrader-support2.com/...ead.php?t=4033 , the strategy should then run itself on all historical bars of the chart and set its strategy position to what it should be (ie in this case 1 position open).

But it does not seem to run on historical bar as its position is flat waiting for entry conditions to be fulfilled. those conditions have already been fulfilled a few bars before.

The real account has the previous open position still there.


any ideas why the strategy is not executing on historical bars ?

Thanks

[NinjaTrader_Bertrand]

qewcool, sorry not sure I follow : could it be your strategy exited the position while you restarted NT and thus you account position got out of sync (position now still open)? In this case, you would need to flatten the account manually and wait for a new strategy trade then.

[qewcool]

no it did not exit the position. Exit conditions were not fulfilled.

If I do a back test, the position is still held.

the normal behavior of NT would be to run the strategy on all historical bars of the chart I start the strategy in ? Is that it ? without having to do anything to tell NT to do it ?

because it is not doing it

I will try to create a new chart and start the strategy in it since no exit conditions is fulfilled as of yet.

[qewcool]

OK

starting a new chart worked ....
the strategy executed against the historical bars and now is long a position. And it put in an order for a first target profit as it should normally.

dont know why it didnt work on the initial chart ....

When NT is restarted what happens to a running strategy as a default NT behavior ?

[NinjaTrader_Bertrand]

qewcool, did you restart the strategy from the strategies tab or chart directly?

Strategies are not persisted on restart, thus you have to fully restart them in order to continue trading with them.

This will easier with NT7, as we introduce strategy persistence concepts then.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[qewcool]

I think I started it the first time from the chart since the chart was still there but without a strategy in it.

I also started from the chart on the second chart

Should it be done via the stategies tab instead ?




For NT7, Can I run both NT6 and NT7 on the same computer (ie can they coexist with no problem).

I think I should migrate my strategy to NT7 but I still need my TPO indicator which is not yet translated to NT7 at fin-alg.

It both can coexist, I dont mind trying to migrate the strategy to NT7. How transparent is the migration of custom strategy and custom indicators to NT7 ? Are we talking about a recode on everything ?

[NinjaTrader_Bertrand]

qewcool, no the chart would be good as it would use the lookbacks set for the chart then, for the strategies tab it would use the default lookback (as defined in Tools > Options > Data) thus could lead to different signals, as a different dataset would be potentially loaded.

You can install both NT65 and NT7 on the same PC, but you could only run one at a time.

Unfortunately I can't give you a % estimate of the recoding that needed to be done, but most scrips should port over fine...we have outlied code breaking changes here (mostly changed, extended overloads) -

http://www.ninjatrader-support2.com/vb/showthread.php?t=21016

[qewcool]

Thank you for your help Bertrand