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Market Replay automated strategies

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    Market Replay automated strategies

    Hello Forum,

    I’m trying to run a automated strategy on market replay, the chart plays the market, so far so good. But with right click into the chart to choose a strategy it will not show any trades...
    do I miss anything? Could you give me a hint?
    All the best




    #2
    Hello fernlicht,

    Thank you for your post.

    Is this a strategy you've created yourself, or a strategy created by a 3rd party vendor?

    If you test using the Sample MA Crossover strategy that's built into the platform, do you see that taking trades in Playback?

    Thanks in advance; I look forward to assisting you further.

    Comment


      #3
      I’ve written it by myself. I did not use Sample MA, since i messed around with it, but i can revert the original tomorrow.

      Comment


        #4
        Hello fernlicht,

        Thank you for your reply.

        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 and assess why orders may not be placed.

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

        Comment


          #5
          ok, thanks will do

          Comment

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