Tradestation to NT Intrabar Orders

[glenng]

I just restarted everything so I could reproduce the problem, and everything worked fine. Go figure. It works with NT on the same machine as TS, and across the network. So that's it - tomorrow AM will be a live test and we'll see if TS shoots off the order intrabar.

Thanks for all the help.

[glenng]

I ran the strategy real time today with the trigger as Date = CurrentDate (see code below) and nothing happend. Later on I forced it to fire by changing the code to Date = 1071015 and it triggered. No order was generated, so I changed the Acct from Sim101 to "", and tried again. No order, so I set it back to Sim101 and it fired off. The strategy was on a ER3 chart, but the log shows something different. Can you help?

AT 'PLACE;;@YM.D;BUY;2;MARKET;0;0;DAY;;FirstBarID;Fir stBar;' processing

OIF 'PLACE;Sim101;$SPINX;SELL;2;MARKET;0;0;DAY;;FirstB arID;FirstBar;' holds unknown instrument '$SPINX'

AT 'PLACE;Sim101;$SPINX;SELL;2;MARKET;0;0;DAY;;FirstB arID;FirstBar;' processing

OIF'PLACE;Sim101;$SPINX;SELL;2;MARKET;0;0;DAY;;FirstB arID;FirstBar;' holds unknown instrument '$SPINX'

AT 'PLACE;Sim101;$SPINX;SELL;2;MARKET;0;0;DAY;;FirstB arID;FirstBar;' processing

[NinjaTrader_Ray]

That's a TS issue when it subsitutes an incorrect instrument. I can't recall how to resolve this within TS.

What you can do is change the NTCommand() function to pass in "ER2 12-07" for the instrument and it should work.

[glenng]

I replaced Getsymbol name with an input and now the strategy executes well in testing. Realtime is another story. I create a text file when the first bar closes with the prefix INIT and another right after a buy or sell is executed. Here is today's:
\
INIT: 1301.00 932.00Date 1071017.00 933.00 835.50High: 836.70 LOW: 835.30 NHigh: 836.70 NLOW: 835.30
BUY: 1302.00 933.00Date 1071017.00 935.0014067.00High: 14073.00 LOW: 14067.00 NHigh: 99999999.00 NLOW: -1.00

The strategy was installed on an ER2 chart. The init record shows the High of the opening bar as 837.7 and the low as 835.3 But look at the high and low right after calling the ntCommand function - High is 14073, and low is 14067. These look like YM numbers although the strategy was installed only on a ER2 chart. There was a YM chart in another workspace, but not related in any way to this strategy. Any ideas? BTW, this happened yesterday and today.

[NinjaTrader_Ray]

Unfortunately I don't have any ideas. Looks like a TS bug to me!

[glenng]

I took out the references to SetUp(), NTConnected(1), NTMarketPosition, and ntCommand and the strategy worked fine. The values for High and Low were exactly right.

Now, I don't know whether that means there is a but in TS or in NT, but it seems neither partner in this venture is very interested in fixing it. TS deleted my post entirely.

Is it possible that your DLL has a problem with Ts 8.3, which is what I am running? I am going to put back the references to the NT functions, one a day, and will report back to you.

[glenng]

I got an answer faster than expected. The problem is with Setup() - when its in, it messes up TS's internals. When its out, TS is fine. By TS internals I mean their built in "High" and "Low" functions that return data from the current bar. Shifts to the wrong symbol entirely.