NexusFi: Find Your Edge


Home Menu

 





Strategy not taking trades in live bur trades in Back test


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one forexcasted with 5 posts (0 thanks)
    2. looks_two Fat Tails with 2 posts (1 thanks)
    3. looks_3 pintope with 1 posts (0 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 2,915 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 8 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
Thanks Given: 3
Thanks Received: 0

Hello friends
I got a strategy coded and the programmer was able to incorporate the custom indicator into a strategy. This is showing results on back test but when i enable it live it shows the arrows(based on the custom indicator) but doesent execute trades
Can anybody suggest what could be missing?, need urgent help. please. i am a noob and the programmer also is new to NT but has got meta trader experience.

Appreciate your help


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
The 50/50 Paradox: Peace and Invasion Each at 20% -- Ira …
Prediction Markets & Event Contracts
CPI Eve: Fed Hike Odds Hold at 52% for the First Time, I …
Prediction Markets & Event Contracts
Trump Media to sell instant access to market-moving soci …
Traders Hideout
Iran Peace Expired NO: Ceasefire on Life Support, OPEC a …
Prediction Markets & Event Contracts
Trump Truth Social Fires Hormuz From 10% to 59% -- Arsen …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
NexusFi site changelog and issues/problem reporting
13 thanks
Darmok and Jalad at Tanagra
3 thanks
Big Mike in Ecuador
1 thanks
30 Sessions
1 thanks
  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Legendary Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Futures & Stocks
Posts: 9,887 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,117


For an answer to this question, you would need to make the code of the strategy available. Besides, MetaTrader and NinjaTrader do not follow the same bar processing logic.


Reply With Quote
  #4 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
Thanks Given: 3
Thanks Received: 0


Fat Tails View Post
For an answer to this question, you would need to make the code of the strategy available. Besides, MetaTrader and NinjaTrader do not follow the same bar processing logic.

Here are attachment , would appreciate if you could help make this work Fat Tails


Reply With Quote
  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Legendary Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Futures & Stocks
Posts: 9,887 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,117


forexcasted View Post
Here are attachment , would appreciate if you could help make this work Fat Tails

@forexcasted: Just a few comments.

(1) Indicator

The programmer did not understand NinjaTrader's bar processing. If this strategy works at all, the CPU load may be 10,000 times higher than necessary. This depends on the chart lookback. If you apply the strategy to a chart with N bars, this strategy performs (N*N)/2 instead of N calculations.

Further the input parameters cannot be selected.

Needs to be recoded entirely to comply with NinjaTrader bar processing and to allow for user inputs.


(2) Strategy

Should have used a BoolSeries to generate the signals. Very odd solution to check whether the plot contains a value. Contradiction because strategy is hardcoded to COBC = true, while the indicator is hardcoded to COBC= false.

The whole thing needs to be redone entirely. Please point your programmer to sample code which is available on the NinjaTrader forum.


Reply With Quote
Thanked by:
  #6 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
Thanks Given: 3
Thanks Received: 0


Fat Tails View Post
@forexcasted: Just a few comments.

(1) Indicator

The programmer did not understand NinjaTrader's bar processing. If this strategy works at all, the CPU load may be 10,000 times higher than necessary. This depends on the chart lookback. If you apply the strategy to a chart with N bars, this strategy performs (N*N)/2 instead of N calculations.

Further the input parameters cannot be selected.

Needs to be recoded entirely to comply with NinjaTrader bar processing and to allow for user inputs.


(2) Strategy

Should have used a BoolSeries to generate the signals. Very odd solution to check whether the plot contains a value. Contradiction because strategy is hardcoded to COBC = true, while the indicator is hardcoded to COBC= false.

The whole thing needs to be redone entirely. Please point your programmer to sample code which is available on the NinjaTrader forum.

May i ask if you can help me with this?
I would like to chat with you for few minutes on skype if you have time. I found something interestting in results on back test with this code.. so wanted to discuss that , my skype is [email protected]


Reply With Quote
  #7 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
Thanks Given: 3
Thanks Received: 0

I also wanted to see, if it is feasible to just get the trades generated as is from the indicator and make a strategy to execute trades ( i know it might sound little odd me asking this after hearing that the way the bar processing logic was off,) . However i wanted to see if it would work just as and the strategy takes those signals and open/close trades and if so how should the strategy code look like


Reply With Quote
  #8 (permalink)
 
pintope's Avatar
 pintope 
Madrid, Spain
 
Experience: Beginner
Platform: NinjaTrader + Dendric
Broker: IB/Kinetick
Trading: Futures
Posts: 17 since May 2014
Thanks Given: 5
Thanks Received: 9

Hello @forexcasted,

I don’t see any attachments. Anyway, as you have already seen NinjaTrader backtest is one thing and live trading is another. Often you have to debug your strategies live though they work well offline in backtest. Use TraceOrders = true in Initialize() method, it can be helpful.


Follow me on X Reply With Quote
  #9 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
Thanks Given: 3
Thanks Received: 0


pintope View Post
Hello @forexcasted,

I don’t see any attachments. Anyway, as you have already seen NinjaTrader backtest is one thing and live trading is another. Often you have to debug your strategies live though they work well offline in backtest. Use TraceOrders = true in Initialize() method, it can be helpful.

Thank you Selvie, looks like the code itself was not written well as diagnosed by fattails. Appreciate your response


Reply With Quote




Last Updated on November 17, 2014


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts