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Reloading Positions - Lost Data Feed

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    Reloading Positions - Lost Data Feed

    Hi Guys,

    I know the differences between real time and backtesting has been discussed many times. I have been testing strategies with backtesting, real time (and market replay). I'm using daily bars and have COBC=True, so my strategy can have different results between backtesting and real time. I'm using Kinetick as my RT data feed, which works fine... when it works. But Kinetick will often lose its connection. I have no reason to believe the internet connection is the issue, but I can't say for certain. When Kinetick loses connection, I will have to disconnect and reconnect to get it to work. This has become very annoying and causes the strategy to be reloaded each time which could change my buy/sell signals in the midst of the strategy.

    So my question is, is there a way to help mitigate this issue? Is there a method to reconnect Kinetick when it loses connection without having to reload the script? If I have to reload, is there a way to reload the last current profile so I can start from the identical position before the connection was lost? Maybe a more reliable data feed service?

    This issue can be very frustrating when trying to test strategies. I'm still a novice, so I'm learning as I go. So any information, recommendations, or suggestions regarding this is welcomed.

    Thank you,

    Lee
    Last edited by lee612801; 09-19-2015, 10:40 PM.

    #2
    Hello lee612801,

    Thank you for your post.

    Please send me your log and trace files for today so that I may look into what occurred.

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

    Please reference this thread in the e-mail: "http://ninjatrader.com/support/forum/showthread.php?t=78307"

    Comment


      #3
      Hi Patrick,

      How long do the log and trace files go back in time? I have restarted NT since the last event.

      Thanks,

      Regards,

      Lee

      Comment


        #4
        Hello,

        Log and trace files from the past three weeks will be saved by NinjaTrader.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Hi Patrick,

          In my infinite wisdom, I changed the days maintained for the log to 1 day, so I don't think its going to provide the data you're looking for. I've increased the days maintained to 4 weeks and I will send you what I have for now.

          I know I have connection issues with Kinetick, but is there way to reconnect without reloading the strategy? Or is there a to reload the last current profile from a log or equivalent that would put the strategy at the same place before the connection loss?

          Thanks,

          Lee

          Comment


            #6
            Hello lee612801,

            Thank you for your response.

            There are options you can implement to assist with disconnects. In the Control Center under Options > Strategies > NinjaScript > On connection loss, you will find options to handle certain items during a disconnect. You can find information on these options at the following link: http://ninjatrader.com/support/helpG...tegies_tab.htm

            There are no options that would load it to a state before the disconnect or ignore the disconnect though.

            Comment

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