Missing trades in strategy execution

[salimansky]

Hello dear NT support.

I have a problem with execution trades by strategies I use. What I mean exactly is that sometimes when all conditions of algorithm are met and it should enter the trade but it doesn't. And right after that I update historical data and it shows me on history, confirms me that there was a trade, but it didn't enter in real for some reason. It happens sometimes, but affect badly my results.
Can you please help me to find the reason why it happens and how to fix it.
Highly appreciate and wait for your response..

[NinjaTrader_Kate]

Hello salimansky,

Thank you for your post.

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 what you think the strategy should be doing and what's actually occurring.

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