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You might want to check your ninjatrader fills against a Rithmic chart to see where price was at the time compared to your ninjatrader chart. When this happened to me it was because my computer was not processing the data and indicator calculations fast enough. I would then watch as my candlesticks eventually caught up with my horrendous fills.
@OttoBlink .. thanks for sharing that video .. did not trade yesterday .. just looked at NT8 chart and Rithmic chart .. the max deviation I saw yesterday was 3 ticks .. but that was yesterday ..
what I noticed about your video is that even though the data was delayed/mismatched .. the NT8 price bars still got formed .. maybe not at the same time as the Rithmic bar, but they still got formed .. what I am seeing is orders being filled where there is no price bar ..
like today .. at the 7:14:45 bar (AZ Time) entered the trade at the beginning of the bar .. again, was testing Darrell/APEX 10 tick strategy .. according to the RENKO bar, the price went 9 ticks against me before closing at least 21 ticks in my favor .. so the trade should have been profitable .. but no .. the trade was closed 30 ticks above the HIGH OF THE BAR for a 39 tick loss ..
right after this happened I stopped trading and brought up the Rithmic chart and the price action seemed similar .. not exact .. but within a tick or two ..
think I will switch to ES and see if the lower volatility has any impact on these bad fills .. with ES the profit target will be 5 ticks ..
23 08 02 Bad Fill.fw
.. you don't have to be the first one at the party .. just be part of the party ..
The lagging is most often caused by an indicator consuming too much resources and slowing down chart rendering. You can see which indicator is consuming too much resources via the "NinjaScript Utilization Monitor":
In NT Control Center select New > NinjaScript Output > Right Mouse Click in the NinjaScript Output Window > select NinjaScript Utilization Monitor.
An indicator should not exceed 'Chart style' (Candlestick or Bar or whatever you use) in 'Total Time (ms)' otherwise it's possible your bars are printed in slow motion (lagging).
Utilization monitor helped me figure out the exact same thing to cut chart lag issues. The R|Trader chart on tick level helped me compare times etc. I did see fills happen and then the price bars eventually catch up. Not sure it's entirely the same issue in this case.
Anyhoo, here are a couple screenshots of getting to the monitor from left-clicking on NinjaScript Output, and then what the monitor looks like.
before earning my doctorate I earned a MS Elec Engineering .. and helped develop software (including BETA tester for Win95) .. so I understand managing computer resources .. the info you shared today caused me to look at the impact my indicators were having on my computer // NT8 .. resource utilization from this AM is shown in image 1 .. the resource allocation after removing some indicators and re-coding other indicators is shown in image 2 ..
resource allocation #2 is probably the bare minimum .. will use this configuration to see if there is an impact on the BAD FILLS ..
maybe it is time for me to put more emphasis on price action and less dependence on indicators ..
not trading tomorrow .. will report after FRI session ..
allocated resources 1
allocated resources 2
.. you don't have to be the first one at the party .. just be part of the party ..
I didn't trade earlier in the week, no sim either, I just took a break and enjoyed my morning sleep.
I gave back some on a losing trade, kept holding. I need to cut losses and not let the P/L or expectation get to me. Otherwise it was a good day, I was on the right side of the trend , lol hope I can keep it up.
I had a close call, broke my max size 2 rule. I held a trade I should of gotten out of way too long.. kept moving my stop loss, eventually it triggered me. I knew it was the right call, I chose to size up because the trend was now going in my favor after falling through 3 "support zones". I should of instead gotten in at this point after cutting my losses on my first trade. I think I will go back to sitting on my hands psychically, I like to move my stop loss around too much. Nothing new, I need to do better, I will try again next week.
08.07.2023 - Day XX : [BATCH 3] : N/A No trades
08.08.2023 - Day XX : [BATCH 3] : 6W - 10L : +$65
snip snap snip snap, start off dumb ... wasn't patient enough to let it play out. I was able to recover, got in some good hits. I did give it away back a lot on a trade I should of just accepted I was wrong. I need to stop moving my S/L, or at least fine something I can accept. I did oversize today, still dealing my bad habit. P/L still gets to me, something I need to think about.
lol damn fees ate up a lot... more reason not take so many trades/size on /mes
