why do I get this from time to time when replay testing . . .

February 11th, 2011, 11:25 PM

alright, I'm replay testing my strategy, and from time to time, I get this:

{ please see attachment }

........................................................... why do i get this ?

[ this seems to happen even to very simple strategies that really should never throw any errors b/c they are too simple in nature ]

February 11th, 2011, 11:34 PM

It's a common problem with NinjaTrader in a fast moving market, NT throws this error instead of gracefully handling it. You can disable the handling of orders with NT and do it all yourself, if you are an extremely advanced programmer.

Mike

February 11th, 2011, 11:59 PM

Big Mike

It's a common problem with NinjaTrader in a fast moving market, NT throws this error instead of gracefully handling it. You can disable the handling of orders with NT and do it all yourself, if you are an extremely advanced programmer.

Mike

Mike, excuse my ignorance, but, when this happens, does NT go ahead & exists all my positions (if any) AND goes ahead and stops executing the strategy ?

thanks in advance,

JME

February 12th, 2011, 12:29 AM

jmejedi

Mike, excuse my ignorance, but, when this happens, does NT go ahead & exists all my positions (if any) AND goes ahead and stops executing the strategy ?

thanks in advance,

JME

It's been a long time but if memory serves, it just halts the strategy. I can't remember if it closes open positions or not, but I am thinking not. You would be better served asking NT support or doing your own homework to be 100% sure on that one.

Mike

February 12th, 2011, 12:59 AM

Code

RealtimeErrorHandling = RealtimeErrorHandling.TakeNoAction;

add the above line of code in Initialize. but do remember the gray areas while doing this, and as Mike said, you should be knowing what you are doing.

February 12th, 2011, 10:34 AM

bukkan

Code

RealtimeErrorHandling = RealtimeErrorHandling.TakeNoAction;

add the above line of code in Initialize. but do remember the gray areas while doing this, and as Mike said, you should be knowing what you are doing.

I also agree, and have to write this in bold, you really have to know what your doing in not trapping these errors.

NinjaTrader · February 12th, 2011, 07:06 PM

In any market, fast or not, NinjaTrader does not control when this error occurs. This error is an invalid order price and is triggered by the exchange. Our simulator replicates where possible general exchange order handkling rules which is why this invalid price error is triggered in the market replay engine.

When an order is rejected in a strategy, NinjaTrader gracefully handles this with default action of halting the strategy and putting it into a state so that the strategy can't do any damage and provides notification to the developer via email as an option. We also provide the ability to override this default behaviour so that the system developer can account for exceptions and determine how best to deal with it.

why do I get this from time to time when replay testing . . .

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why do I get this from time to time when replay testing . . .