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Strategy not triggering trades in live trading

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    Strategy not triggering trades in live trading

    Hello,

    I have developed a strategy and have finally gone live with it on Ninjatrader 8.1. The strategy is running on a VPS.

    When the strategy loads it shows all the historical trades but any new trades in real-time don't appear on the chart. When the chart is refreshed it shows new trades that should have happened in real-time but appear only after when the chart is refreshed.

    Any setting that triggers this behavior?

    Thanks,

    #2
    There are lots of possibilities here - the first thing you're going to want to know is if the orders are placed but not filled or not placed at all. You can see that by looking at your System Performance Report under Orders. If the strategy runs with Calculate.OnEachTick or Calculate.OnPriceChange (intrabar) then one of many possible things that could be happening is you are placing orders which are being canceled before they are filled on the next tick if you don't repeat the order but this does not happen in back-testing because there is only one calculation per bar without a tick replay. That's not the only possibility but you should start by establishing if your orders are being placed and canceled or not placed at all.
    Bruce DeVault
    QuantKey Trading Vendor Services
    NinjaTrader Ecosystem Vendor - QuantKey

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      #3
      Hi remorim, thanks for your question. I agree with Bruce to check if the order being placed is getting canceled on the next OnBarUpdate call. You can also test the strategy with tick replay to see if the historical performance changes:

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        #4
        Thank you @QuantKey_Bruce & NinjaTrader_ChrisL


        I was excited to fire up the strategy but seems there is more troubleshooting ahead. I'll post back once I fix the issue or continue to struggle.

        Thanks.

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