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parabolic stop issue connected vs not connected

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    parabolic stop issue connected vs not connected

    Hi,
    When i run a strategy in the analyzer when not connected to my data provider, the parabolic stop performs as expected.
    When i run a strategy in the analyzer when connected to my data provider, the parabolic stop does not perform at all. All exits are on session close
    please advise.
    David

    #2
    Hi David, thanks for posting. The only difference between being connected and not connected is NinjaTrader will use the locally stored data to run the backtest while disconnected vs pulling from the historical data server whilst connected. If you have a lease or lifetime license key it will always pull from the NinjaTrader historical data server. There are many details that you have left out of your post that could affect the behavior of a parabolic stop. The first detail being the parabolic stop relies on the Calculate property for updating, so if the strategy runs OnEachTick, the parabolic stop will be checked for an update on every tick. With OnBarClose the parabolic stop will only update once on the bar close. The strategy analyzer only runs scripts OnBarClose, so assuming the parabolic stop is only updated once per bar this could change behavior. If you could post a reduced test script that is able to recreate this issue, It would be helpful for the troubleshooting process to better describe the issue being posted here. I will then test it on my end and let you know of my results and the changes we can make to help make this more accurate.

    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi Chris L.
      Please see attached, thx.
      Attached Files

      Comment


        #4
        Hi David, thanks for posting. Could you please Export and post the script you are working with in the screen shots so I can test it on my end?


        Kind regards,
        -ChrisL
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          it's in the attachments

          Comment


            #6
            Hi, I am sorry but the code is not included. You only included screen shots of your strategy, but not the strategy code. I will need a reduced example strategy that is reproducing the issue and exact steps to take to reproduce (the exact chart being used and any additional parameters).
            Chris L.NinjaTrader Customer Service

            Comment


              #7
              I checked and the code was definitely included in the original post. it's been removed for some reason on your end, so I'll repost it.
              Attached Files

              Comment


                #8
                Hi David, thanks for posting that. I tested and I get the same result while connected and disconnected. Please try resetting your cache data to load new cache data. First, close the platform then go to Documents\NinjaTrader 8\db\cache and delete the contents of this folder. After this, connect to your data source and run the backtest again.
                Chris L.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Chris, I did as directed. Still vastly different results

                  Comment


                    #10
                    Hi David, please check the log tab of the Control Center for any errors. If there is nothing there, the platform should be working nominaly in the Strategy Analyzer as long as you are connected to your data source.

                    Kind regards,
                    -ChrisL​
                    Chris L.NinjaTrader Customer Service

                    Comment

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