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"Reload all historical data" problem

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    "Reload all historical data" problem

    I have two strategies and two corresponding charts (different instruments). Everything worked as intended on real-time data until strategies started skipping entries. So I've put a Print(Time[0]) right in the beginning of OnBarUpdate() method and here's what we get:

    1. Enabling strategy. Ninjascript Output writes every bars timestamp in real-time. Orders are being placed. All good.
    2. On the corresponding chart I choose "Reload all historical data" option. Ninjascript Output is dead silent from here on. Every possible strategy entry is skipped. Though the strategy is green and in sync in the grid.
    3. Disable/enable strategy - all good again.

    Hope this will be fixed soon.

    #2
    Hello grader,

    Thanks for your post and welcome to the forums!

    Just to confirm, when you reload the historical data do you see a pop-up warning that says, "You have an active strategy(s) running on the instruments selected for historical data reload. Reloading data will terminate and restart these active strategy(s). Do you wish to continue?" Does the strategy then disable, close positions and then reenable?

    When you are reloading the data, is your strategy flat or in a position?

    Does this happen with both strategies or just the one?

    Can you confirm you are using NT 8.0.1.0 (Help>About).

    Comment


      #3
      Hello Paul,

      I didn't mention it. My strategies are not applied to the charts. I add and run them solely in the grid and use charts just for visual confirmation of trades.
      To answer your question - no, I don't see this pop-up. Strategy remains in the same state. No entries in the log about state changes either.
      When I reload the strategy is flat. Haven't tried it while in position.
      This happens with both strategies. If I reload one instrument - the strategy for this instrument starts skipping entries, while my other strategy is OK.
      Yes, my version is 8.0.1.0 64-bit (Standard).

      Comment


        #4
        Hello grader,

        Thanks for your reply.

        We will investigate based on the info provided, thank-you.

        We will update when have or we need further information.

        Thanks in advance for your patience.

        Comment

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