Replay vs live discrepancy

[MisterGee]

Hello,

I have combed through as much as I can trying to decipher why my automated strategy has different results in live trading vs market replay. All entry conditions are met on both data sets buy doesn't take the position in live trading when it does on replay. Is there any way I can send something over for further diagnostics on NT side?

Thanks

[NinjaTrader_Kate]

Hello MisterGee,

Thank you for your reply.

Who is your data provider/broker for the live account?

The first thing I would recommend would be to turn on the Order Trace function:

Strategy Builder > Default Properties > More Properties > Trace Orders, or:

if (State == State.SetDefaults)
{
TraceOrders = true;
}

Once you then recompile the strategy, you can open a new NinjaScript Output window under New > NinjaScript Output. This will print a log of any orders submitted by the strategy during while it's running, along with any ignored orders. You can then look through and see what may be occurring.

Here is a link to our help guide that goes into more detail on tracing orders:

https://ninjatrader.com/support/help...aceorders2.htm

Trace orders alone may not give you the full picture of whether or not a trade should have been entered on a given bar, so adding prints to your strategy that will show in the NinjaScript Output window, with information on what the variables you're using for your conditions are on a particular bar, can be helpful.

This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

https://ninjatrader.com/support/foru...ns-not-working

If you run into issues like we saw here, the above information will allow you to print out all values used in the condition in question that may be evaluating differently. With the printout information you can assess what is different between the two. If you're unsure what the prints are telling you, we'd be happy to take a look at the output and see what may be going on.

Please let us know if we may be of further assistance to you.