Strategy running live makes erroneous executions

[samish18]

This is utterly ridiculous and I would like a REAL answer and some accountability. I am running a very simple strategy, a MACD crossover. I pulled up the MACD in both the strategy analyzer and the chart, both showed trades should have been taken at 9:45 and 10. When checking the log of when trades actually occurred they were executed at 9, 9:15, 9:45 and 10:45. This is terribly erroneous software and I would like a full refund on what has been stolen from me.

[NinjaTrader_Jesse]

Hello samish18,

When comparing realtime and historical results there are some reasons that would cause the strategy to calculate differently. While we would be unable to provide an exact answer of why that is with your custom strategy you can debug the strategy to find out the exact answer. Because every strategy is different there is not one single answer as to why that would be different, that heavily depends on the settings you used and how the strategy was coded.

We have a guide linked below that goes over how you can add debugging to the strategy to explore differences between tests. The guide goes over comparing historical and realtime which is what you explained.

This page lists some common items which will cause differences between realtime and historical, you can use this page to see if any of these apply to your use case:
https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

This guide goes over how to add debugging and then compare results. The short summary is that you add prints into your code and then collect the output after running the strategy in realtime. Then restart the strategy so it processes historically and then collect those prints as well. You can then compare the prints to see how the strategy logically worked in both use cases. Based on your observations you can make any changes needed to have the strategy results become more close to realtime.

https://support.ninjatrader.com/s/article/Developer-Guide-Comparing-Strategy-Results?language=en_US

[samish18]

This was neither a real answer nor offered any accountability. If you are unable to answer the questions about your faulty software, please refer me to a colleague who can

[NinjaTrader_Jesse]

Hello samish18,

Without debugging the script there would be no way to tell why it was different between two different use cases. You would need to add your own debugging into the script to ensure it worked identically to know that it was not just a result of a difference in settings or use case.