Instruments launching orders out of regular trading hours

[guillembm]

Hello,

I wonder why strategies based on stocks are generating signals out of regular trading hours when their trading hours settings are marked as "US Equities RTH". No order is sent to the market but the strategy seems to be working before market is open. With NT7 this didn't happen.

[NinjaTrader_Kate]

Hello guillembm,

Thank you for your post.

Can you provide an example screenshot of what you mean? A strategy can only process if there is incoming real time data, which there should not be outside of the set trading hours.

Thanks in advance; I look forward to assisting you further.

[guillembm]

Hello,

Sorry for the delay in my reply but I have been waiting for the event to happen. Fortunately, it does not happen often.

Bear in mind that I live in Spain and the NY stock session starts at 15:30, local time.

I attach two screenshots to describe it. In the first one (Capture.jpg) you can see in the output window that at 14:55, before the session starts, a sell signal has been triggered from a strategy. and at 15:11 the order has been partially filled. In the Capture2.jpg screenshot you can see that the order has been completely filled during the session.

[NinjaTrader_ChelseaB]

Hello guillembm,

To confirm, the strategy is applied to a chart that has <use instrument settings> selected in the Trading hours drop-down of the Data Series window, is this correct?

The MO instrument settings have not been modified?

The US Equities RTH trading hours template has not been modified?

Your computer is set to your local time zone CEST, is this correct?

Is your computer in sync with internet time to the second?

http://ninjatrader.com/support/forum/showthread.php?p=468450#post468450

Please add prints to the script that print the time of the bar so that we can see when this script is processing data. Also enable TraceOrders.

Below is a link to a forum post on using Print() to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Then once the behavior re-occurs, save the output in the output window to a text file and attach this with your reply.

I recommend that you test this on the Sim101 account.

[guillembm]

The strategy is executed in the Strategies tab with &lt;use instrument settings&gt; selected.

I attach a screenshot with the MO instrument setting, with the US Equities RTH trading hours template and another one with the time and date settings.

The clock was synchronized to "time.windows.com" . Now it's in sync with "time.nist.gov"

The code that prints in the output window is: Print(Instrument.FullName + " " + ToTimeTime + " " + StrategyCode+ " Signal Triggered");

[NinjaTrader_ChelseaB]

Hello guillembm,

I look forward to reviewing the output text file once you provide this.

[guillembm]

Hello,

Are you waiting for the trace and log files generated this past October 14th or for the new ones once the event occurs again. If it is the first case, can you provide instructions to send it through e-mail?

[NinjaTrader_ChelseaB]

Hello guillembm,

I am waiting for the debugging output requested in post Groups

Prints are used to understand why code is behaving as it is, so from the understanding any modifications can be made to correct behavior.