Strat making trades in MR on historical data that does not exist

[ATI user]

Running a custom strat on a computer that previously had no replay data at all. Downloaded NQ 12-11 from 6 nov 2011 thru 7 dec 2011.

MR starts as it should with begin and end dates as expected and builds the chart as it should

Enable the strat and it places a trade as of 1 nov 2011 ...short below the market ...strat crashes.

The strat code uses !Historical wrapped around all entry conditions...and even without that, one 4 other computers, never made a trade before on historical data.

What could be driving the trade?

I repaired and reset the db....no joy.

1. same code ran perfectly 2 days ago on same machine
2. today and 2 days ago we were getting an error "....LTStrategy....ADD()....SPY..." in the Log. This strategy was not showing in the Strategies tab. ...clearly running in the background somehow. Today we removed assemblies to finally remove the error. Now MR is making trades 7 days prior to MR data

is a new install on NT suggested?

[ATI user]

should mention...the strat runs fine on live feed

[NinjaTrader_Brett]

Hello,

When you say the strat crashes, can I get some more details on that? Does it give an exception or what error is logged into the log tab?

Furthermore can you try with a completely different data set? such as a new instrument? Same results?

-Brett

[ATI user]

sorry...does not crash...just disables due to trying to place a short below the market....it then leaves an uncovered position

the issue is not the strategy but rather that MR is running data through the strategy from 7 days prior...same when MR is started on 30 nov....MR starts trading on the 23rd

the NQ data ran fine 2 days ago....no changes to the data since...or the code ....should run now

will try the ES

[NinjaTrader_Brett]

I see, in that case we would want to know if the ES does the same or not.

If not we might have some corrupted MR data and we would want to clear it out and download some fresh.

My Documents->NinjaTrader 7->db->data folder and delete the affected instrument.

-Brett

[ATI user]

ES data has same issue

[NinjaTrader_Brett]

In that case its not the data.

Can you get me a Time[0] print on TraceOrder print on that order getting submitted.

I also would want the time the market replay slider was at when this occurred.

-Brett

[ATI user]

same strat same data on my computer first trade is at 12:18:09

on subject computer first trade at 12:00:04

[NinjaTrader_Brett]

Hello,


Are you moving the reply slider FF?


-Brett

[ATI user]

usually I run at 500x...however with current issue just running at 1x causes the problem...i.e. the first tick is all it takes

[NinjaTrader_Brett]

Right, to clarify are you moving the slider forward from where you first load with the strategy enabled?

-Brett

[ATI user]

no...I set MR to the date...i.e. midnight start....load/enable the strat....click play 1x...and it places a trade too soon and then tries to put a stop on the wrong side of the market

[NinjaTrader_Brett]

I will need to login and take a look or you can try an uninstall and reinstall while clearing all data from Mhy Documents->NinjaTrader 7->db folder.

If you would like me to login and take a look please email me at support at ninjatrader dot com and include your number and ATTN: Brett

-Brett

[ATI user]

did install over top of old with no data changes....works fines now in MR
thanks

[NinjaTrader_Brett]

That is very strange.

Let me know if it happens again I will want to mirror your whole setup and check into it further if that was to happen again to see if I can reproduce and fix whatever is causing that.

-Brett