Live order delay of 1h

[DennisPSDJ]

Hello,

I have encountered some problems regarding my strategy in a live scenario. Backtesting my strategy in the strategy analyzer and Sim101 account yielded good results, but live the entry and exit times were off by multiple minutes. In one case, the order delay was so high that the strategy ordered an exit at 8:35, but the account exited at 9:30.


I am using a Heiken Ashi based strategy which traded more frequently in the backtest results.



The Ninjatrader Desktop version is up-to-date, and the strategy doesn't take a lot of time to execute.

Normally, an order delay of a few seconds or even minutes should be fine, but order delays of up to an hour are too much.
What's causing this issue, and how do I avoid it?

[NinjaTrader_BrandonH]

Hello DennisPSDJ,

Thanks for your post.

Please review the help guide document on the differences on real-time vs backtest (historical).

https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

And, review this forum thread for more information on the differences between real-time vs backtests: https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance?t=102504

HeikenAshi bars alter the OHLC values of the data series to use the HeikenAshi moving average values. Since these are not real prices, it would be best to consider testing with the Playback Connection and Market Repaly data instead of the Strategy Analyzer to fully simulate standard Heiken Ashi bars with accurate reversals and order fills, or to use a HeikenAshi indicator from the Ecosystem User App Share linked below.

Heiken Ashi indicator: https://ninjatraderecosystem.com/use...heiken-ashi-8/

That said, in regard to the order delay, please write in to support[at]ninjatrader[dot]com and send us your Log and Trace files so we may investigate further. In the subject of your email include ATTN: BrandonH and in the body of the email include a link to this forum post.

Follow the steps below to manually attach your log and trace files to your email so I may investigate this matter further.

• Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

I look forward to assisting further.

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