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Stop Limit Order Places Trades -- Not Showing On Chart

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    Stop Limit Order Places Trades -- Not Showing On Chart

    I have a stop limit order in a strategy that places trades on playback, but no trades are showing on the chart. Is this a data problem? The instrument is identified for the data series and the same in the strategy settings. I reloaded historical data for the chart and trades still don't show on the chart when running.

    I replaced the stop limit order with a market order and ran the strategy again. It still makes trades but no trades show on the chart.
    Last edited by ronaldgreene828; 09-01-2021, 10:44 PM.

    #2
    Hello ronaldgreene828,

    Thank you for your post.

    To clarify, are you seeing that the strategy has made trades in the Strategy Performance but none are showing on the chart, or does the Strategy Performance state 0 trades as well? (Right click on chart > Strategy Performance > Real Time & Historical).

    Do historical orders show on the chart but no trades appear once playback has commenced?

    Are you using Historical or Market Replay data in Playback?

    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. If you're unsure what the prints are telling you, I'm happy to look over them to assist.

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

    Comment


      #3
      Thanks very much for the information. It turned out to be something very simple. I had another chart with a strategy enabled not on screen and it was placing trades. This information will no doubt be useful in the future.

      Comment

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