Strategy created in Builder does not work in live market.

[jedu29]

I made an automatic strategy on Builder and in the strategy I use the Buy Sell volume indicator included on Ninjatrader 8. I set the chart to 2 minutes and activate Tick replay. I activate the strategy that I created on Builder and I look at previous days and there are trades! but in the live market it never makes entries even if the long or short trade logic is fulfilled. The data I use is provided by a funding company called “Leeloo trading” (the data is not level 2).

Any idea why it doesn't make live market entry?

Thanks.

[NinjaTrader_Jesse]

Hello jedu29,

From the details provided I would not be sure why it did not enter, was the strategy listed as yellow in the control center?

This would generally be a situation where you need to output the values used in your condition to enter to see why thats happening differently in the two use cases.

[jedu29]

Hello jedu29,

From the details provided I would not be sure why it did not enter, was the strategy listed as yellow in the control center?

This would generally be a situation where you need to output the values used in your condition to enter to see why thats happening differently in the two use cases.

On the Control center, in the strategy tab, the name of the strategy I created is in green. The strategy is calculated in On each tick. I tried on NQ, MNQ, ES, MES charts, on my account provided by Leeloo trading and on Sim101, and when I activate the strategy I look at the previous days and it shows entry and exit trades (normal) on the chart, but the strategy does not enter the market live.

Does the strategy automatically adapt to tick replay? Or could it be a problem with the data?

Thanks.

[NinjaTrader_Jesse]

Hello jedu29,

On previous days (historical bars) that will use OnBarClose processing. OnEachTick works only in realtime. TickReplay allows for specific programming to be used to access OnMarketData but is not useful for adding granularity for fills. I would suggest to turn that off unless you have a specific programming reason to use it, you can learn more about programming for tick replay in the link below.

https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm?zoom_highlightsub=tickreplay

Another suggestion here is to limit your test to 1 instrument, strategies will perform uniquely on every instrument as the price data changes. If you are trying to make sure some part of your logic is working adding other instruments will not be helpful to determine what's happening, that will only complicate it.

Does the strategy automatically adapt to tick replay? Or could it be a problem with the data?

No this is a specific programming concept, please see the link above for more details. Most likely you won't need this unless you require processing OnMarketData in historical.