Real time result differs from historical one

[gjing]

Hi NT team,

I found it happened twice on my strategy script that my cut-loss didn't get moved as expected on the real time, resulting in my loos . I kept it running overnight for trading the future (Emini).

But when I disabled and re-enabled the same script in the morning, it worked perfectly, everything as expected, I didn't change anything, just disable and enable the same script. Any thoughts?

Thanks,
Gary

[NinjaTrader_Lance]

When you say it worked properly when you re-enabled do you mean the historical orders displayed properly on the chart?

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

For testing purposes you may consider running the past day on the market replay and add some Print() statements to verify results and order handling.

Trace orders should help out too

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

For info on using market replay: http://www.ninjatrader.com/support/h...l?set_up12.htm

[gjing]

Thanks for quick response. I think the reason could be I set CalculateOnBarClose to false. Do you think so?

[NinjaTrader_Lance]

Hello,

Setting COBC = false certainly could cause many differences between the historical and real time results. When looking at historical results COBC will always be true.

If you only wanted to calculate some of your calculations at the start of a bar and have COBC = false
you could use something like this

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

[gjing]

Well, Just tested with the market replay, it worked exactly as expected, i.e. as the historical one, no matter setting COBC to false or true. How come the real time not, bug?

[NinjaTrader_Lance]

In order to further test this we would need to isolate the exact occurrence using a simplified script that could replicate the issue.

Please send me your log and trace files for today so that I may look and see if there were other potential causes

You can do this by going to the Control Center-> Help-> Mail to Support.

Please reference the following ticket number in the body of the email: ATTN Lance 835960

[gjing]

Sure, but where I can get the log and trace files?

[NinjaTrader_Lance]

When you go to Control Center-> Help-> Mail to Support it will be a check box that is checked by default.

If you're unable to auto send them the physical files are found in (MY)Documents\NinjaTrader 7\trace

[gjing]

Thanks. Also sent you my script.