Strategy won't execute any orders when using LineBreak

[samish18]

I have a strategy that I ran on regular time candles and it was congruent with backtest results, I am now trying to run the strat on linebreak bars in a demo account, however, the strategy will not execute any trades.

[NinjaTrader_ChelseaB]

Hello samish18,

Note, the LineBreak bars are a bar type that changes the open after the bar has started forming, making this bar type unable to work with TickReplay and can provide inaccurate backtest results.

That said, If the expected trade(s) are not appearing, this would indicate that the condition to place the order is not evaluating as true and the order is not being submitted, or the order is being ignored for other reasons, or the order is being cancelled or rejected.

To understand why the script is behaving as it is, such as placing orders or not placing orders or drawing objects when expected, it is necessary to add prints to the script that print the values used for the logic of the script to understand how the script is evaluating.

In the strategy add prints (outside of any conditions) that print the date time of the bar and all values compared in every condition that places an order.
The prints should include the time of the bar and should print all values from all variables and all hard coded values in all conditions that must evaluate as true for this action to be triggered. It is very important to include a text label for each value and for each comparison operator in the print to understand what is being compared in the condition sets.
The debugging print output should clearly show what the condition is, what time the conditions are being compared, all values being compared, and how they are being compared.

Prints will appear in the NinjaScript Output window (New > NinjaScript Output window).

Further, enable TraceOrders which will let us know if any orders are being ignored and not being submitted when the condition to place the orders is evaluating as true.
After enabling TraceOrders remove the instance of the strategy from the Configured list in the Strategies window and add a new instance of the strategy from the Available list.

I am happy to assist you with analyzing the output from the output window.

Run or backtest the script and when the output from the output window appears save this by right-clicking the output window and selecting Save As... -> give the output file a name and save -> then attach the output text file to your reply.

Below is a link to a support article that demonstrates using informative prints to understand behavior and includes a link to a video recorded using the Strategy Builder to add prints.

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders

Please let me know if I may further assist with analyzing the output or if you need any assistance creating a print or enabling TraceOrders.

[samish18]

I backtested using a secondary bar series on regular candles (to get accurate entry prices). Would this be impacting the strategy when running live?

[NinjaTrader_ChelseaB]

Hello samish18,

In real-time this wouldn't affect the order fill, but may affect when the order is submitted, depending on the logic.

Also, we recommend adding a 1 tick series and placing the orders to the BarsInProgressIndex of that series for accurate backtest fill prices.

https://support.ninjatrader.com/s/article/Developer-Guide-Improving-backtest-order-fill-accuracy-with-intrabar-granularity