handling (if historical)

[dafonseca]

I have a problem.
For some reason I do not want to my strategy to trigger an order (generated yesterday), therefore I am using if(Historical) return;
But as my strategy set some variable X at 9:31.00 and I am running the strategy now. X gets the value 0, and my strategy triggers unwanted orders.

Hoe can one deal with this problem?? Can I only run my stratgey in If (Historical) mode before opening bell???

[NinjaTrader_ChelseaB]

Hello dafonseca,

I'm not quite sure I understand.

You are getting historical orders, when using if (Historical) return; at the beginning of OnBarUpdate, is this correct?

Can you make a sample that demonstrates this I can test?

[dafonseca]

let me try to explain.
If (Historical) return; is working fine. However, my strategy set some variable X at 9:31:00,,
In case I run my strategy at 10:00:00, the variable X will not be initializeed and stays with zero value.
As my strategy uses X to generate orders,, the order is wrongly generated.
simple example:
(not using if historical and start strategy at 10.00.000
I am trading AAPL and X is AAPL price. at 9:31, X will bi initialized with the value 123,00. supposing my strategy sells AAPL if current price - X > 2,00 it will not generate any sell order (supposing AAPL is 124,00 at 10.00.00).
(using if historical and starting at 10:00:00)
I am trading AAPL and X is AAPL price. at 9:31, X will bi initialized with the value 0,00 (due if historical ). supposing my strategy sells AAPL if current price - X > 2,00 it will generate a sell order (124-0>2).

[NinjaTrader_ChelseaB]

Hello dafonseca,

So you need to set values historically, but only place trades in real-time, is this correct?

If so, move the code where the values are set to before the if (Historical) return; part.

[dafonseca]

I see. I think it can work.

[koganam]

let me try to explain.
If (Historical) return; is working fine. However, my strategy set some variable X at 9:31:00,,
In case I run my strategy at 10:00:00, the variable X will not be initializeed and stays with zero value.
As my strategy uses X to generate orders,, the order is wrongly generated.
simple example:
(not using if historical and start strategy at 10.00.000
I am trading AAPL and X is AAPL price. at 9:31, X will bi initialized with the value 123,00. supposing my strategy sells AAPL if current price - X > 2,00 it will not generate any sell order (supposing AAPL is 124,00 at 10.00.00).
(using if historical and starting at 10:00:00)
I am trading AAPL and X is AAPL price. at 9:31, X will bi initialized with the value 0,00 (due if historical ). supposing my strategy sells AAPL if current price - X > 2,00 it will generate a sell order (124-0>2).

There are a few ways to tackle it. the simplest might be to just process a time filter before the Historical condition.

Psuedocode below:

if (Time[0] is between 9:29 and 9:32)
{
//set required initial values for day
}
if (Historical) return;
// rest of code goes here