Strategy not trading on live data, Sim account

[marcoheimann]

Hi all,

I'm also having trouble with historical/live difference. My strategy backtest trades do not happen in live trading. I also use time logic so I ended up reading this thread.

If i read you correctly the issue was that the following statement always returned thrue.

((Instrument.Expiry.Month == 3) && (Time[0].Date.Month != 12 || Time[0].Date.Month != 1 || Time[0].Date.Month != 2 || Time[0].Date.Month != 3))

Can you tell me why it is not true in backtest?

Thanks

Marco

[NinjaTrader_PatrickH]

Hello Marco,

Thank you for your post.

In backtesting the contract month could be different if it is merging previous contracts on the historical data. In this specific case the user was using the 03-14 contract month and thus the condition was true on real-time data.

[marcoheimann]

I see, thanks.