Enabling strategy: historical executions executed live!

[adamus]

Thanks. It will be good then to identify why you are getting these results. Can you save a copy of your strategy, strip out anything unnecessary to see the issue and share this with us. The simpler the better. You can attach here or mail to [email protected] Attn: RyanM

Hi Ryan,
I'm sending you the strategy now.

Please could you just test it out to make sure that you can see the bug too.

I'd hate to spend hours stripping out unnecessary stuff to find that you can't reproduce the bug at your end anyway.

These are the settings I'm using:

07/01/2011 12:01:27 Strategy Enabling NinjaScript strategy 'Test/01486a66ba31453fb368f68b2c1316d2' : On starting a real-time strategy -
StrategySync=WaitUntilFlat
SyncAccountPosition=False
EntryHandling=AllEntries
EntriesPerDirection=1
StopTargetHandling=PerEntryExecution
ErrorHandling=StopStrategyCancelOrdersClosePositio ns
ExitOnClose=False
Set order quantity by=Strategy
ConnectionLossHandling=Recalculate
DisconnectDelaySeconds=10
CancelEntryOrdersOnDisable=True
CancelExitOrdersOnDisable=False
MaxRestarts=10 in 5 minutes

Plus see attached screenshot.

[adamus]

I have found a work-around.

Hopefully the strategy that I emailed you is demonstrating the bug.

If so, edit the strategy and comment out lines 100 and 101. This means the strategy will no longer use multiple time frames. With it, the problem disappears. I hope this can give your bug fixers someething to work with.

This is with NT7 R2 which I just downloaded.

[NinjaTrader_RyanM1]

adamus,

Thanks for the strategy. You have a lot of custom code and we will need a streamlined script as well as steps to test and confirm an issue here.

[adamus]

Hi Ryan,

glad you got the strategy.

Like I said above (post 17) can you please just set up the strategy and try running it to see if you get the same problem as me. I don't want to spend a whole heap of time streamlining my script for you if the bug doesn't even show up for you.

I just realised, you'll need a directory in your default folder called "NTlogs" where my strategy needs to write its log files.

[NinjaTrader_JoshP]

adamus,

This is because you do not have enough bars. Please see here for more information on ensuring you have enough data before beginning any logic: http://www.ninjatrader.com/support/h...nstruments.htm

The part of interest for you are the if-statements for CurrentBars[] checks.

-In your code you added a 377 minute series.
-In your settings you are saying BarsRequired = 377.
-This means your strategy and anything it does before all Bar series have at least met the BarsRequired setting is invalid and irrelevant.
-You set days back to be 100 days back.
-100 days back on a forex instrument with a 377 min series yields only 301 bars. You can confirm this yourself by printing CurrentBar count on a 377min chart separately.
-This means your settings would never satisfy the BarsRequired requirement for the 377 minute series.
-This means anything your strategy does under these settings are irrelevant.

What all this boils down to is...
1. Add in the CurrentBars[] checks
2. Either increase your days back to achieve enough data for the 377min series to have at least 377 bars. Or decrease the BarsRequired setting to something below 301 bars which is the number of bars that exists on that series.

[adamus]

OK, thanks for the explanation.

Have a good weekend.