Urgent: Ninjatrader Skipping Strategy Entries

[thereyoflite]

Attached are images of my "Trade Performance" tab and my "Strategy Performance" Tab. It is clear from my account balance and the Trade Performance tab that Ninjatrader did not place any trades from 7:29AM and 10:02AM. Meanwhile the strategy performance tab shows the strategy should have taken several more trades during this time period. The strategy was enabled and not tampered with for the duration of this time period. This also happened during other time periods, but this was the most noticeable. Why is ninjatrader skipping these trades? It is causing the reality of the strategy's performance to be much worse than it should be. This is not slippage but entire skipped trades.
How do I resolve this to get ninjatrader to take the same entries shown in the strategy performance tab?
Please see attached.

[NinjaTrader_PaulH]

Hello thereyoflite,

Thanks for your post.

Your attachments are not visible.

When you applied your strategy for live trading, what color was the strategy name in the strategy tab? If the strategy name was yellow then it was waiting to close a historical position. If it was green then the strategy would be ready to trade live. If it was black then that suggests it was not or did not stay enabled.

Are there any errors showing in the "Log" tab of the NinjaTrader control center related to your strategy? Any errors would need to be corrected.

If the strategy name is green and there are no errors in the log then that would suggest the issue is with the strategy itself. To resolve we would suggest debugging your strategy by enabling traceorders and adding print statements to validate that your expected true entry conditions are indeed true.
Reference: https://ninjatrader.com/support/help...script_cod.htm

[thereyoflite]

When beginning the strategy, I selected "Immediately submit, synchronize account." I can see the orders submitted as a result, but these are not the orders in question. The strategy color was green. There are no errors in the log tab of the control center. I have reattached the images showing the difference in strategy performance vs. trade performance

Trade Performance:
Strategy Performance:

[NinjaTrader_PaulH]

Hello thereyoflite,

Thanks for your reply.

With that confirmation the next step then would be:

"If the strategy name is green and there are no errors in the log then that would suggest the issue is with the strategy itself. To resolve we would suggest debugging your strategy by enabling traceorders and adding print statements to validate that your expected true entry conditions are indeed true.
Reference: https://ninjatrader.com/support/help...script_cod.htm"

[thereyoflite]

Hello,

The strategy was made completely within strategy builder, I have gone back to check the box for "trace orders" under "Default Properties" in strategy builder. What are the following steps in evaluating what's going wrong? Both strategy performance and trade performance are based on the same strategy running on the same settings.

[NinjaTrader_PaulH]

Hello thereyoflite,

Thanks for your reply.

For reference, what bar type, bar size, and instrument(s) are you testing?

You would need to add print statements to your strategy to print out key values. These are the values of the conditions used in the entry condition sets. By looking at these values used in the conditions you may be able to see when/why a trade did or did not occur.

I would suggest creating a new set without conditions and constructing a print statement that will output all of the values used in your entry set(s) so that on every OnBarUpdte() you will get a print statement showing the values that the strategy builder had on that bar.

Here is a short video that demonstrates doing just that: https://paul-ninjatrader.tinytake.co...NV8xMDk5MDc5Nw