Comments (6)
The samples are provided only to show how to code with the engine.
In the samples the position is hard coded to 4 and the exits are hard coded to 4 in the basic samples
I can't see why replay mode would change any of that - as it is hard coded - unless If there were anomalies under fast play back the samples do not attempt to navigate or fix that.
Trade/Testing Modes
- Under demo/live/sim use a self correcting cycle of the trade engine if anomalies occur.
- Backtest and replay share the same code cycles and do not fix anomalies - in backtest there should be none
Soak/Unit Testing
Focused on realtime trading. For replay there was a simple test to see it worked in replay only same for backtest.
So maybe you uncovered fast market anomalies which the system does not attempt to fix in replay or something else quirky
Diagnosis - steps to replicate.
- Instrument Dataseries, days back/date range, playback speed
- which strategy and its settings in play,
- Any Screenshots, Logs, trace etc
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I hope this helps
NinjaScript Ausgabe 27.01.2021 13_28.txt
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@MicroTrendsTom I can confirm that the wrong order sizes for stop-loss & profit-targets are submitted exactly as reported by @Sidlercom. It is not a fast market anomaly. It happens exactly the same regardless of market price rate-of-change or market replay speed. Even though those order sizes do seem to be hard-coded to 4 contracts, orders totaling 8 contracts each are submitted.
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@MicroTrendsTom I can confirm that the wrong order sizes for stop-loss & profit-targets are submitted exactly as reported by @Sidlercom. It is not a fast market anomaly. It happens exactly the same regardless of market price rate-of-change or market replay speed. Even though those order sizes do seem to be hard-coded to 4 contracts, orders totaling 8 contracts each are submitted.
ok ty will have to investigate this and resolve.
I am due to wheel back to this in fact to use it for a Backtester/Strategy NT8 version of AFT http://www.algofuturestrader.com so i will definitely test and fix as soon as i can get on to that task list.
What Instrument. time series were you using?
Any particular settings/time series etc
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ES 03-21 8-Renko initially. However, the same thing happens with any instrument, bar-type or time series. It will be easy to reproduce the problem.
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removed a double call to place stoploss by means of workflow change
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Related Issues (20)
- Compilation Error HOT 1
- Greetings! HOT 4
- Question HOT 2
- Blazor and Maui HOT 1
- Regarding the latest build. Did you intend to include Resource.resx and @SMA.cs ? HOT 17
- NinjaTrader 8 Installation Zip File required for easy import into NinjaTrader HOT 2
- File Structure ATSQuadroStrategyBase.GUI Folder HOT 1
- Which code to compile HOT 2
- Bug in OnOrderUpdate with case OrderState.Working: HOT 1
- Getting Compile error for UserControlNinjaBuddy\xaml\txt.cs HOT 3
- Code Breaking Changes - Renamed folder from ATSQuadroStategyBase to ATSQuadroStrategyBase
- DateTime.Now and Then (backtests) HOT 6
- String.Format Index error inside example Exception HOT 1
- Compile error HOT 1
- ATSIndicatorQSBStrategyInfoBar.PNL not being updated HOT 1
- does replay mode get a timeout from the workflow? HOT 1
- does unsafe mode have a bug - OrdersActive List is not populated in "Unsafe Mode HOT 1
- ATSIndicatorQSBStrategyVisualiser is also not populated with data HOT 2
- Compilation Error With Base HOT 2
- Rithmic trade entry executions does not trigger Stops and Targets due to execution caveat in NinjaTrader 8 with Rithmic HOT 11
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