Constant order submissions.

[njmeyer713]

Jim-

I have added some prints and I am trying to work through the different parts of my entry condition. Please see the attached screen shot from the Output window.

As I read it, it enters long but still shows the position as flat.

You can also see, pretty much halfway down the feed, where it says position is long, position is long, the position is flat.

Thanks in advance for your help on this,

Nick

[njmeyer713]

Jim-

I one more thing I have noticed. I have been trying different things to get the order to be submitted to the 1 tick series like you post suggested I do.

Here is something odd, when I run the exact same backtest with the exception of the end date I get very different behavior on a trade.

The shorter test is from 04/03/22 through 04/06/22.

The longer test is from -4/03/22 through 04/07/22.

The the attached screenshots of a trades that occur on April 6th in the afternoon.

Not sure why moving the end date back a day while keeping everything else the same would do this.

Thank you,

Nick

[NinjaTrader_Jim]

Hello Nick,

Did you see the additional submissions with the same script I attached in post #14?

I did not test see additional submissions there that would break the Entry Handling rules.

Could you update to Release 26 following the link below, and if you are still seeing this symptom, could you modify my example so it has just the code needed to illustrate the submissions that do not follow EntryHandling rules?

Update - https://ninjatrader.com/PlatformDirect

If we are given a small test script with steps to take, we can better comment.

Exporting as source code - https://ninjatrader.com/support/help...tAsSourceFiles

[njmeyer713]

Jim-

I downloaded the version 26 and seem to be having no issues so far.

Question for you. When using calculate on each tick, do I need to be submitting orders via the single tick data series when I am live trading? I did update my order to submit orders with the [5] in order to submit on the single series when doing backtests. Just wondering for future use if I need to add the single tick series when live trading. My understanding was that I had to add that series only for backtesting purposes.

Hopefully that question makes sense.

Thank you,

Nick

[NinjaTrader_Jim]

Hi Nick,

Submitting to the single tick data series just gets us the more accurate fill prices when we backtest.

We would not see a difference in behavior with a live submission since the live order uses active market data on your platform (sim) or gets filled following active market data at the exchange.

[njmeyer713]

Sounds good.

Thank you for your help so far on this. Its gotten me going down the right path.

I have read the major threads in the forums that describe the accuracy of Playback and Strategy Analyzer, a lot of which you have posted. But just so I can get a direct answer, let me ask you this.

What is the most "accurate" way to test my strategy before taking it live? By accurate I mean how can I most closely mimic real time trading. I understand that nothing can exactly replicate real time trading. I understand the need for single tick series, etc.

My impression based on several of the posts you have created is that if I used the Playback that should be the closest I can get. I know it will take a lot of computing power and time, but those are two things I have.

Is this correct? Do I need to be submitting via the single tick data series that you've helped me with while using the Playback?

Thank you again,

Nick

[njmeyer713]

Jim-

Did you get a chance to see my question from above?

Thank you in advance for the help.

Nick

[NinjaTrader_Jim]

Hello Nick,

I did not see there were still pending questions.

To answer your last question:

Yes - Playback mimics real-time data. Running the strategy on Playback, and checking the Realtime Strategy Performance report would show the most accurately simulated trades.

Tick Replay and Submitting orders to a single tick data series would only be used for historical processing/backtesting.