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Strategy paper trading

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    Strategy paper trading

    I have a multiple instrument strategy that I've back tested that runs on weekly bars. I am trying to add it to a chart to run it in simulation mode against the SIM101 account. I have it set to Immediately submit and sync with the account. Since its a weekly trading system, it will have 1 to 5 positions open at any time against multiple instruments. When I try to start it it tries to synchronize the account and I get these Messages:

    Sim101, There is no market data available to drive the simulation engine. affected order: BuyToCover 137 market.
    Sim101, There is no market data available to drive the simulation engine. affected order: BuyToCover 163 market.

    These are the historical trades that are still open when I start the strategy. that I would like to see synchronized with the account.

    I am connected to the Kinetick - End Of Day and Interactive Brokers connections.

    What steps do I have to do to get this strategy turned on and running against the sim 101, so I can paper trade the strategy. I wanted to start up and. place the trade that were opened from the historical data and then continue on with running trades against the SIM101 account after that.

    ​Thanks,
    Erik

    #2
    Hello ErikHR1969,

    The Kinetick end of day connection cannot be used to run NinjaScript strategies in realtime. Strategies require live market data to process in realtime even for a weekly series, because the end of day connection does not provide live data that is the reason for that message. You would need to use a different connection that provides live realtime data to test the strategies. One option is the playback connection, you would otherwise need to use a live feed like a live kinetick feed or a brokerage account connection.

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      #3
      Hi Jesse

      I am connected to Interactive Brokers connection and Kinetick - End Of Day.

      Can I paper trade against the SIM101 account?

      Thanks,
      Erik

      Comment


        #4
        Hello ErikHR1969,

        If you have live data through interactive brokers I would suggest to disconnect from the EOD connection. The strategy will need live market data to be able to execute trades against the sim101 account.

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