Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Have Playback NT8 fills changed

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Have Playback NT8 fills changed

    When using NT8 playback the price essentially has to move through the limit to get a fill. To the point where you can see the remaining orders nearly come down to your order quantity, don't trigger and then a fresh supply of contracts come in so you would think your order would be at the top of the que and it still doesn't fill even though more orders have executed.

    While NT7 was probably too forgiving, NT8 doesn't seem realistic.
    Under Tool/options have enforce partial fills checked and enforce immediate fills unchecked.
    Anything else I can change?
    thank you

    #2
    Hello yngtrader,
    If you disable partial fills does it display the behavior of what you were expecting? Currently those are the only options on how to change/enforce fills within Playback or the Simulator.

    Comment


      #3
      I've tried partial fills both enabled and disabled, no difference. Just wondering if the fill logic between NT7 and NT8 were suppose to be same.
      Thank you

      Comment


        #4
        Hello yngtrader,
        The fill logic will be the same however the simulation delay settings are set to zero for the playback connection. Other items could affect this to like the multi-core ability of NT8 and changes of the code in the back end.

        Comment


          #5
          Sorry not sure what to do with your reply. I continue to see an order not filled even though there have been trades at the price that it should have been filled several times in any sort of queing. Effectively the price has to trade through the order price to execute. Occasionally I've even seen it trade through the level for a second and the order still doesn't trigger.

          Is there anyway to do an order entry or market entry for a ATM strategy if price is touched. I know I can use MIT for exits to get around this on order exits but not seeing it for entries. Effectively taking a 0.25 pt hit on entry would be better then keep on missing trades in replay.

          Comment


            #6
            Hello yngtrader,
            Can you please insure your PC clock is synced and I would recommend resetting the simulator.
            Please use the steps below to change/check your Time Zone and sync the PC clock:

            Close NinjaTrader.
            Open the Windows Control Panel
            Select Date and Time
            Press 'Change time zone...'.
            Set the time zone and press 'OK'.
            Click on Internet Time tab.
            Set the server to time.nist.gov and then click Update.
            Ensure to check for a message under the Update button that says it was successful.
            If it did not properly sync, even after a few tries, try manually setting your PC clock and then syncing.
            Your PC clock should now be updated.

            Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account. (This can take long depending on the size of your database file and your system.)

            From the NinjaTrader Control Center window select the menu Tools> Options> Simulator.
            Press the 'Reset' button.
            If you do not want to lose your trade data, uncheck the 'Clear history' box (This must be left checked when wanting to remove a stuck sim order)

            Once completed please clarify if you see the same results.

            Comment


              #7
              I tried your suggestion and still had the same issues. I am using NT8 and to reset the sim account left click on the sim101 account , then edit account and then reset. thanks, anyway

              Comment


                #8
                Hello yngtrader,
                Can you please clarify if you see the same if you rename your database (you may always rename your old database back to the original format)
                Please rename your database with the following steps :

                Shutdown NinjaTrader and Go to the Start Menu
                Select My Documents--> NinjaTrader 8--> DB--> NinjaTrader.SDF.
                Right click on NinjaTrader.SDF and select "Rename." *Name it "OLDNinjaTrader.SDF."
                Then restart the software and NinjaTrader will create a fresh database file to use
                Unfortunately the following items stored in the old database will be lost - Trading Hours templates, Instrument Lists / Custom Instruments, historical trade execution data, saved Strategy Analyzer backtest results
                To prevent running into situations where you can potentially lose important data, we advise to run regular backups via our inbuild backup feature in NinjaTrader - http://ninjatrader.com/support/helpG...up_archive.htm

                Comment


                  #9
                  I renamed the DB and still have the same issue. Thanks again

                  Comment


                    #10
                    I'd like to setup a remote session so I see the issue occur and learn more about what is occurring.

                    Please write into PlatformSupport[AT]NinjaTrader[DOT]com Please include a link to this forum thread and '1639116 ATTN Patrick G' in the body.

                    Comment

                    Latest Posts

                    Collapse

                    Topics Statistics Last Post
                    Started by ETFVoyageur, 05-07-2024, 07:05 PM
                    18 responses
                    144 views
                    0 likes
                    Last Post bltdavid  
                    Started by thumper57, Yesterday, 04:30 PM
                    8 responses
                    23 views
                    0 likes
                    Last Post NinjaTrader_BrandonH  
                    Started by morrnel, Today, 06:07 PM
                    2 responses
                    22 views
                    0 likes
                    Last Post morrnel
                    by morrnel
                     
                    Started by sastrades, 05-10-2024, 09:59 AM
                    3 responses
                    55 views
                    0 likes
                    Last Post rc5781
                    by rc5781
                     
                    Started by guyonabuffalo, Yesterday, 10:01 PM
                    2 responses
                    22 views
                    0 likes
                    Last Post guyonabuffalo  
                    Working...
                    X