Strategy not taking trades in live bur trades in Back test
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.
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.
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.
The following user says Thank You to Fat Tails for this post:
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@example.com
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
I donít 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.