Strategy Stops operating properly after 7-8 trades

[BraisedInBlue]

I have been working on modifying a strategy to use both time and tick data series, with the time series acting as the primary (30m) and the secondary is a 150 tick series of the same instrument.

Once I got the strategy going, I began running into an odd issue where the strategy will trade for 5-9 trades, then simply stop. I noticed this because I back-tested from the last two weeks, then incrementally pushed the start date back, and noticed very quickly that no matter how much time I added, the strategy was only executing 5-9 trades depending on the start date. It becomes obvious when you add two weeks and the trades taken in the back two weeks drop off after moving up the start date. The conditions to enter the trade shouldn't have been altered simply because the strategy is processing more time.

Is this some weird bug I have stumbled upon?

[BraisedInBlue]

[BraisedInBlue]

When I hook up with the debugger, and start stepping through, as far as I can see the data is at least valid, I havent tried seeing if the data is not updating or something along those lines. Whatever is going on its certainly a weird situation. I am hopping I just am using something wrong and this is a known side-effect.

[BraisedInBlue]

Is there anyway to delete the post, I figured out the issue.

[NinjaTrader_Jim]

Hello BraisedInBlue,

Thanks for posting.

Instead of deleting the thread, could you share your solution so that other users browsing the forum that may have similar issues can have a hint at what the underlying issue was?

We look forward to assisting.

[BraisedInBlue]

Ultimately it was a bug in my strategy, that boiled down to a data comparison that I thought was apples to apples in the secondary times series (var > rollingAvgVar) where the rolling average was updated based on the 30 min bar, and the var was tick data based.