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

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    #16
    if you want to hear something weirder than that....did the install, tried it, same problem, thought this can not be...tested live to make sure still working fine live....no problem...went back and tried MR...worked fine..?

    is not the data...is not the strat...is not NT except for some strange MR issue....hoping it never repeats

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      #17
      Indeed. Very strange based on the troubleshooting work you have done. If it does occur again let us know we will get under the hood and see whats going on.
      BrettNinjaTrader Product Management

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        #18
        just had it happen again...this time on my main computer...it was resolved by reloading historical data

        this explains why on the other computer it did not work after the NT install in MR until after trying live feed...which must have reloaded historical data.

        so...the problem is MR gets hung up in the chart between replay data and historical data and can not resolve itself until you reload historical

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          #19
          ATI User,

          Is your issue resolved or do you require additional assistance?
          Adam P.NinjaTrader Customer Service

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            #20
            my issue and another user's issue are resolved in so much as MR gets hung up and historical data needs to be reloaded to get MR working again.....

            MR's issue is not resolved in as much as this is a bug

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              #21
              Hello,

              I would love to report this into development and have them take a look at it.

              In my testing I cannot replicate the issue any hints or steps you can give me that cause the problem to recreate? You know the drill on these type of issues we must get it reproduced so that development can analyze the problem scenario and get a fix in.

              -Brett
              BrettNinjaTrader Product Management

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                #22
                well...I am having nothing but problems with MR...not just this issue. I am talking about wasting an entire hour just to get 2 servers to start MR at a new date.

                MR can not handle a change of instruments for example...and often can not handle a rewind or change of date on the same instrument. My workaround on this is to save a workspace for each instrument and to always disable a strat before rewind and always rewind before changing a date or a workspace

                In this case, my strat does an IOF command to close the account on conditions...then trying to start fresh on the next session date, MR can not handle moving to the new date....without manually reloading historical data. This leads me to believe that MR is not reloading on each date change...which would explain why it has trouble changing dates and instruments without a strat running

                I was told there was a 'major' update to MR coming...which is sorely needed IMHO. Would you please comment on this? Everyone else has ignored the question

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                  #23
                  Hello,

                  Nothing I could comment on at this time other then our next major release which is under development will hold changes in this area.

                  I recommend removing all strategies to see if this is related or not related and if not related then there must be some reproduce steps. I would like to get these form you either by phone or on this forum post.

                  -Brett
                  BrettNinjaTrader Product Management

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                    #24
                    ok.

                    here is an example: I am configuring the same strat for the 6E. Downloaded 25 thru 30 mar ES 06-12 contract. Open chart with 6 days data. Connect MR for 26 thru 30 mar. Load strat. Output window prints a line on firstbarofsession. MR ran the code from 2 nov 2011 before it got to 26 mar.

                    so why is MR running 4 1/2 months of data through a strat in a chart with 6 days of data loaded?

                    this may be the core problem with the other issue....i.e. MR jams on a conflict between replay data and historical data
                    Last edited by ATI user; 04-02-2012, 08:26 AM.

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                      #25
                      Post a screenshot of your market replay bar.

                      I've never seen anything like this. It always starts at the date/time I set it to.

                      Originally posted by ATI user View Post
                      ok.

                      here is an example: I am configuring the same strat for the 6E. Downloaded 25 thru 30 mar ES 06-12 contract. Open chart with 6 days data. Connect MR for 26 thru 30 mar. Load strat. Output window prints a line on firstbarofsession. MR ran the code from 2 nov 2011 before it got to 26 mar.

                      so why is MR running 4 1/2 months of data through a strat in a chart with 6 days of data loaded?

                      this may be the core problem with the other issue....i.e. MR jams on a conflict between replay data and historical data

                      Comment


                        #26
                        Again this doesnt happen all the time only some of the time correct? The question is what is different in the times that it does this. Thats the part we need to narrow down on.

                        Originally posted by ATI user View Post
                        ok.

                        here is an example: I am configuring the same strat for the 6E. Downloaded 25 thru 30 mar ES 06-12 contract. Open chart with 6 days data. Connect MR for 26 thru 30 mar. Load strat. Output window prints a line on firstbarofsession. MR ran the code from 2 nov 2011 before it got to 26 mar.

                        so why is MR running 4 1/2 months of data through a strat in a chart with 6 days of data loaded?

                        this may be the core problem with the other issue....i.e. MR jams on a conflict between replay data and historical data
                        BrettNinjaTrader Product Management

                        Comment

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