LIVE New Strategy in the Stategy Tab

[birdog]

Hi...I am trying to isolate the reason why my strategies are not allow me to actually enter as anticipated (however they are firing where anticipate but just not allowing me to enter on every one I want). Before I added a volume filter it ran perfectly. I did change the slippage on the live strategies tab from 3 to 0 as well. Can you please elaborate on how the slippage option in the LIVE strategies tab (not the backtesting) effects the order entries etc? I am think that because I switch it from 3 to 0 it may have effected orders to where I very rarely receive signals that I am able to get into.

My volume filter will limit signals as well, but I have temporarily disabled that to find the issue. Once it is fixed, then I will add the volume filter back in.



Greg

[NinjaTrader_Joydeep]

Hello Greg,
The slippage property is a backtest property only. It will not affect your strategy when you are live.

Sets the amount of slippage in ticks used in performance calculations during backtests.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?slippage.htm

To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[birdog]

Hi Joy...

Please see attached.

When I go to the Strategies tab and right click and left click New Strategies, then appears for slippage. I was thinking that a number here such as, say, 3 would indicate that I would accept a market order that is plus or minus 3 ticks away from the signal price. Otherwise, I was thinking why even have this for a live strategy (I understand why it is used for backtesting though...I use it all the time)?

However, I sort of understand what you are saying but could you elaborate a bit more (in regards to the LIVE slippage option)?

Thanks a lot!



Greg

[NinjaTrader_Joydeep]

Hello Greg,
In live mode, NinjaTrader has no control on how the orders will be filled. It is entirely depended on the market dynamics.

The Slippage parameter in the strategy parameters box in the Strategies tag, unfortunately is a redundancy and you can ignore the property.

[birdog]

So, putting a value in that box will not effect the live strategy functionality one way or another right?

[NinjaTrader_Joydeep]

Hello Greg,
Yes, in live mode it has no effect.