Strategy Analyzer -- Running Multiple Times

[bigsurftrader]

Hi NinjaTrader -

I have a multi-timeframe Strategy that uses 1M and 3M DataSeries with NT 8 v (8.0.7 64-bit)

I've noticed that when the Strategy Analyzer runs it runs multiple times ( twice) -- and when it does, the Strategy Analyzer seems to get confused by which instrument to trade.

For example,

1. if the Strategy is Trading Instrument "ES 09-17" on the 3M Chart timeframe
2. and UVOL is on the 1M timeframe (i.e. BarsInProgress == 1)
3. On the 2nd rerun, the Strategy Analyzer will try to trade "UVOL" despite the fact i use "BarsInProgress == 0" to trade "ES 09-17"
4. This is an intermittent problem

OnPositionUpdate: (Correct)


OnPositionUpdate: (WRONG)


Lastly, it appears to re-run based on the NUMBER of DataSeries I have added to it. So, If i add +3 DataSeries it will run up to 4 times.


BigSurf

[NinjaTrader_ChrisL]

Hello,

Thank you for your note.

I am reviewing your inquiry and follow up with you on my findings.

I look forward to assisting further.

[NinjaTrader_ChrisL]

Hello,
Thank you for waiting.
If you are comfortable posting your code file here please do, otherwise please send me your code file to platformsupport[at]ninjatrader[dot]com with 'ATTN: Chris L' in the subject line and a reference to this thread in the body of the email.
I look forward to being of further assistance.

[bigsurftrader]

Hi Chris - it's a proprietary algorithm so won't post it here. What I can do is re-create the issue with perhaps another algorithm that uses our custom order management system. Give me a couple of days to send over some non-IP code.