A bug?

[Baruch]

Hi,
In my strategy I have this code:

if (Historical) return;
Print("" + Time[0].ToString() + " Historical: " + Historical.ToString() + " Time now: " + DateTime.Now.ToString());

and this what is in output window:

**NT** Enabling NinjaScript strategy 'MR2a/726c1b76fff741beb127e8d1abe3e135' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=TakeNoAction ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
3/2/2011 1:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 2:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 3:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 4:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 5:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 6:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 7:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 8:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
3/2/2011 9:00:00 PM Historical: False Time now: 3/17/2011 4:42:45 AM
.
.
.
.
3/17/2011 4:30:00 AM Historical: False Time now: 3/17/2011 4:42:46 AM
3/17/2011 4:43:00 AM Historical: False Time now: 3/17/2011 4:43:00 AM
3/17/2011 4:44:00 AM Historical: False Time now: 3/17/2011 4:44:00 AM
3/17/2011 4:45:00 AM Historical: False Time now: 3/17/2011 4:45:00 AM
3/17/2011 4:46:00 AM Historical: False Time now: 3/17/2011 4:46:03 AM
3/17/2011 4:47:00 AM Historical: False Time now: 3/17/2011 4:47:03 AM
3/17/2011 4:48:00 AM Historical: False Time now: 3/17/2011 4:48:00 AM

How can it be???

Baruch

[NinjaTrader_Bertrand]

Hello Baruch, is enough historical data loaded to satisfy the min bars required here for all series you work on with this strategy?

Thanks,

[Baruch]

Hi Bertrand,
I don't understand why its important, but any way I increased the "days to load" and still the same.
I load now 70 days. First bar is at 1/5/11 17:00. My main TF is 60 min and biggest TF is 120 min. My biggest indi is MA(365) if its important.
The min bars required=20.

Baruch

[NinjaTrader_Bertrand]

Baruch, I tried reproducing it here but was unfortunately unable to - would you mind sending the complete script and steps you take to see this to support at ninjatrader dot com?

Thanks

[Baruch]

Hi Bertrand,
I found the offending line:

   Add(Instrument.FullName, PeriodType.Minute, 1, MarketDataType.Ask);

And the problem is not "Instrument.FullName" I tried with a name too.
The question is WHY?

Attached is a sample strategy which demonstrates this.

Baruch

[NinjaTrader_Bertrand]

Thanks Baruch, which dataprovider are you normally working with? Are they providing the historical minute bid / ask data needed?

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[Baruch]

Hi Bertrand,
No, my data providers do not supply historical bid/ask. (Kinetick & MB Forex) I create my own ask data for backtesting. Still I don't think NT should behave like this.

Baruch
p.s. I don't execute it any more in live trading.

[NinjaTrader_Bertrand]

You would see this behaviour as you do not have any Currenbar vs BarsRequired checks in your script, please test the attached one, it should work as you expect.