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market replay strange behavior

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    market replay strange behavior

    Hi, I'm working on a very simple test where if a candle closes above an sma, i get long with a target and a stop. However, on market replay, I'm getting executions when the closes of the test candles are nowhere near the sma. Please see attached
    thanks
    David
    Attached Files

    #2
    Hello trader3000a,

    Thank you for your note.

    So that I may best replicate, what date and time (please include your time zone) is this example screenshot from? I'd like to ensure we are testing on the same data.

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

    Comment


      #3
      Hi Kate, This was on october 8th EST

      Comment


        #4
        Hello trader3000a,

        Thank you for your reply.

        I'm not able to replicate this over the same data on my end. Here's what I see at about that same time (I'm in the Mountain time zone, so that's why the time is 2 hours behind):

        Click image for larger version

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        Even on max speed, I didn't see the strategy taking trades when no cross actually occurred. That being said, I would recommend first, checking to ensure you're on the latest version of the platform. You can find this under Help > About. The current version is 8.0.24.3. If you're on an earlier version, please update and test again with the strategy reapplied to a fresh chart (you should always remove and re-add a strategy to a chart when testing changes as they may not be applied otherwise).

        To update if necessary:
        • First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
        • Click on the link: https://ninjatrader.com/PlatformDirect
        • Enter your license key and press Submit
        • Select 'Download'
        • Critical: Before running the installer, ensure NinjaTrader is closed.
        If you were already on the current version, and creating a new chart and reapplying a fresh copy of the strategy did not resolve, or you updated and are still seeing this after restarting NinjaTrader, please let me know.

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


        Comment


          #5
          Hi Kate,
          I am running 8.0.24.3, so I deleted my chart, created a fresh one, and placed a new copy of the strategy, but still have the old results. Please see attached.
          thanks,
          David
          Attached Files

          Comment


            #6
            Hello trader3000a,

            Thank you for your reply.

            I would recommend trying to clear your cache and delete and redownload the Market Replay data you're testing, then run another test.

            To delete the cache, follow the steps below.
            • Shut down NinjaTrader.
            • Open the Documents > NinjaTrader 8 > db folder.
            • Delete the sub-folder named 'cache'.
            • Restart NinjaTrader and test.
            To delete and redownload the Market Replay data, go to Tools > Historical Data > Edit tab. Expand the Market Replay section, and click on the appropriate instrument to see the dates you have Market Replay data for. Right click on each date and select Remove. Once you've removed data for all dates you're testing over, switch to the Load tab and redownload the data for all dates being tested, then reconnect to the Playback connection to test.

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

            Comment

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