Strategy Analyzer + Unmanaged Approach

[iantriestrading]

Hey team,

My strategy uses unmanaged approach and works as desired in market replay and live trading.
But in Strategy Analyzer, positions are left open. In real trading and market replay, the average trade duration is less than 3 minutes.
In Strategy Analyzer, the average trade duration is 94 minutes.

I can run market replay for a day last week that my strategy hit its daily profit goal within the first 15 minutes of market open, and stopped trading. Then if I run the same day in SA, the number of trades is different and the PnL is huge loss, with that very long trade duration. In my tracking of the simulated account it manages, it continues to have unrealized/open position that fluctuates way beyond my normal profit target distance or stop loss distance, and never closes until the end of day.

I don't know what to do.

[NinjaTrader_ChelseaB]

Hello iantriestrading,

What calculate is used?

May I confirm the script properly implements 1-tick intra-bar granularity?

Is TickReplay enabled?

Below is a link to a support article with direction on implementing 1-tick intra-bar granularity.

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

[iantriestrading]

Hi Chelsea,

1. Calculate.OnBarClose
2. Yes
3. Yes now it is
4. I found that I had to fix something else in my code that was failing to realize the entry order was the entry order, but that only happened in Strategy Analyzer, not in live or replay, strangely. Still, you helped me though because I had never enabled tick replay before and now I'm getting accurate results in SA!