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No Trades on Daily timeframe

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    No Trades on Daily timeframe

    Hi,
    I am running several automated strategies on NT8. Most of the on the 15 minute timeframe. Everything works fine. But the strategies that should run on dail timeframe just don't execute any trades. I checked the charts manually and there were plenty of signals and also on the strategy Analyzer (backtest) there were trades. Why is that?

    #2
    Hello superkoleech,

    Thank you for your post.

    Are the strategies running on a daily time frame calculating using On Bar Close, On Each Tick or On Price Change? A strategy applied to a daily chart that uses OnBarClose would not submit any orders until the daily bar closes, on the first tick of the new day's bar.

    If you're not running the strategy On Bar Close, the first thing I would recommend would be to turn on the Order Trace function:

    Strategy Builder > Default Properties > More Properties > Trace Orders, or:

    if (State == State.SetDefaults)
    {
    TraceOrders = true;
    }

    Once you then recompile the strategy, you can open a new NinjaScript Output window under New > NinjaScript Output. This will print a log of any orders submitted by the strategy during while it's running, along with any ignored orders. You can then look through and see what may be occurring.

    Here is a link to our help guide that goes into more detail on tracing orders:

    https://ninjatrader.com/support/help...aceorders2.htm

    Trace orders alone may not give you the full picture of whether or not a trade should have been entered on a given bar, so adding prints to your strategy that will show in the NinjaScript Output window, with information on what the variables you're using for your conditions are on a particular bar, can be helpful.

    This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

    https://ninjatrader.com/support/foru...ns-not-working

    If you run into issues like we saw here, the above information will allow you to print out all values used in the condition in question that may be evaluating differently. With the printout information you can assess what is different between the two.

    Please let us know if we may be of further assistance to you.

    Comment


      #3
      Hi Kate,
      thank you for your fast repply. I try this and let you know if I need further assistance.

      Comment

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