Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Trades not firing real time

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Trades not firing real time

    Did a little investigation.. my trades also don't fire under using replay data for the day.. The trades do fire and show up if I just reload the historical data..
    I added an update to the indicator variable I'm calling that I'm calling but didn't help... The long white line on the indicator is the trigger.

    public DataSeries Plot0
    {
    get { Update();return Values[0]; }

    }

    This fails on a 4 range chart,, but fires ok on a 11 range chart..
    Last edited by gg80108; 08-18-2010, 05:31 PM.

    #2
    Hello,

    Thank you for your forum post

    Do you have another thread on this or is this the first one?

    If this is the first one we will need some more information on this to be of further assistance.

    Have you tried adding TraceOrders = True to the Initialize method and seeing you are getting any orders generated?

    Are you getting your entry condition to work in backtesting?

    What is the code snippet for your entry condition?
    BrettNinjaTrader Product Management

    Comment


      #3
      Changed the way indicator results was being called to "sampleBool series syntax", and works good now..

      Comment


        #4
        Originally posted by gg80108 View Post
        Changed the way indicator results was being called to "sampleBool series syntax", and works good now..
        Was wrong still fails to place trades RT.. here is my code attached

        sent in log /trace using Support request (D32C-5433-3F4A-8543-68AD-4C33-9478-8E50/6.5.1000.16/Microsoft Windows NT 6.1.7600.0) {359914}
        Last edited by gg80108; 08-25-2010, 04:05 PM.

        Comment


          #5
          Hello,

          Are any trades being places live or no trades at all?

          I look forward to assisting you further.
          BrettNinjaTrader Product Management

          Comment


            #6
            no trades at all,, also on a replay of data I recorded, doesn't fire either.

            Comment


              #7
              You would need to debug your code for working in CalculateOnBarClose = false, the bool DarvisSell for example is constantly false for me here in MR testing.

              Comment


                #8
                Hello,

                I'm reviewing your strategy now.

                I am not seeing any Print statements however.

                What you need to do is start adding Print() Statements to check the executions to see where we are getting caught up when running live.Make sure that values are what you expect as the entry logic to submit your orders is currently not evaluating to true to submit the orders when running live.

                Let me know if you still running into issue and I can look into further.
                BrettNinjaTrader Product Management

                Comment


                  #9
                  It seems there no way with NT to backtest or day replay with CalculateOnBarClose = false,,,, since all the backtesting seems to default to CalculateOnBarClose = true? Is this correct?

                  Comment


                    #10
                    Correct, backtesting on historical data is done with CalculateOnBarClose = true, as the intrabar formation of the bar would not be known, however you could simulate updates on each tick in Market Replay, as this is recorded realtime data, as such the intrabar formation is there.

                    Comment


                      #11
                      Seems like since I am using FirstTickofBar with CalculateOnBarClose = false,, I need something in my code like
                      if(Historical)
                      BarIndex = 0; //CalculateOnBarClose = true
                      else
                      BarIndex = 1; //FirstTickOfBar CalculateOnBarClose = false
                      To keep my back stats somewhat real..

                      Comment


                        #12
                        Yes, that would be correct, when working in FirstTickOfBar using CalculateOnBarClose = false you would need to reference one bar further back normally, to makeup calling your triggers on the open tick of the new bar instead on the close of the last one.

                        Comment

                        Latest Posts

                        Collapse

                        Topics Statistics Last Post
                        Started by CarlTrading, 03-31-2026, 09:41 PM
                        1 response
                        67 views
                        0 likes
                        Last Post NinjaTrader_ChelseaB  
                        Started by CarlTrading, 04-01-2026, 02:41 AM
                        0 responses
                        36 views
                        0 likes
                        Last Post CarlTrading  
                        Started by CaptainJack, 03-31-2026, 11:44 PM
                        0 responses
                        60 views
                        1 like
                        Last Post CaptainJack  
                        Started by CarlTrading, 03-30-2026, 11:51 AM
                        0 responses
                        62 views
                        0 likes
                        Last Post CarlTrading  
                        Started by CarlTrading, 03-30-2026, 11:48 AM
                        0 responses
                        53 views
                        0 likes
                        Last Post CarlTrading  
                        Working...
                        X