Missing signals

[TexFly]

Hello,

I have my strategy deployed and enabled with

if (Historical)
return;

I just realized that I'm missing several signals. If I run the same strategy in back testing mode (remming out the two lines above) I get signal in the last few days. When I go in live mode (REM removed from the lines above) no signal have been triggered for the same days.

Where do you think it's the problem?

Thanks.

[NinjaTrader_Bertrand]

TexFly, do you have this at the top of OnBarUpdate() or just in the section where you would actually submit the entry orders? Having it at top can influence the processing of indicators signals I would expect, while I think you just want it before your actual order submission part to not have any historical positions starting up...

[TexFly]

It is at the top!

So are you suggesting that I make it part of the condition to trigger the order?

Thanks!

[NinjaTrader_Bertrand]

Correct, I would just 'historical out' the actual order part then for your purpose.

[TexFly]

Ok, great. I'm doing it right now.

Let's see what happens in the next few days!

[TexFly]

Bertrand,

I was thinking...my strategy needs min 3 days of data to calculate (daily bars). If I historical out the signal, am I going to always get zero trades?

[NinjaTrader_Bertrand]

If you have include the Historical == false check in your Entry conditions, it will still calculate on historical data as you would expect, but just not execute if not realtime...thus it should not impact the calcs for the signal I would expect.

[TexFly]

Ok, it makes sense.

Does the NT environment restart (i.e. PC Windows updates) affect the order signal?

and...if I recompile an "enabled" strategy do I need to remove and reload?

Thanks for all the help.

[NinjaTrader_Bertrand]

Yes to both TexFly, for the restart your OnBarUpdate() historical part would then be run through again on re-enablement of the script plus you could see minor differences due to potentially changed data on reloads.