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Same Strategy, Same Market, Same Time = Different trades!
Updated: Views / Replies:5,102 / 22
Created: by MXASJ Attachments:2

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Same Strategy, Same Market, Same Time = Different trades!

  #21 (permalink)
Elite Member
Dublin, Ireland.
 
Futures Experience: Advanced
Platform: NinjaTrader, TOS, Multicharts, Open Source various
Favorite Futures: FDAX, cable/yen, FX, options on commodities
 
mrticks's Avatar
 
Posts: 67 since Jun 2009
Thanks: 16 given, 9 received


MXASJ View Post
Just to update this thread. My problem was solved with Action #1 above. A single typo in my strat code had it trading against an indicator parameter that was different than the plotted parameter.

I've found the bug, and it was me.

On the ATM-like hard code, I'm still playing around with it. To be honest the only reason for it seems to be the issue of backtesting using data from different time frames. Important, but I need to prioritize what I need to do in NT.


Hi MXASJ - Any chance you could post the code from the completed strategy? I'm trying to make one work with long and short entry conditions but I keep getting errors in the log, then it stops running. I've added in TraceOrders = true ; and print () statements everywhere then viewed the output window but it doesn't show where it falls down as the errors all happen at once. I keep getting method errors that say orderid and strategy id don't exist. Am working on it now but have spent a long time at it.

If you could put up the code with an entry condtion calling on an ATM I'd really appreciate it.


Thanks,

Gavin.

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  #22 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
Thanks: 109 given, 790 received

Hi Gavin,

Man that seems like a long time ago... I actually don't have that strat any more and I've moved all my development over to NT7. Also, I haven't been using strats to fire ATM strategies in quite some time.

Where are you stuck?

The basic logic was like this pseudo code:

//Go long

If (Its going up!
&& marketposition is flat)
Launch MyLongAtm

//Go short

If (Its tanking!
&& marketposition is flat)
Launch MyShortATM

My thing was based on the sample ATM strategy code at the Ninja site.

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  #23 (permalink)
Elite Member
Dublin, Ireland.
 
Futures Experience: Advanced
Platform: NinjaTrader, TOS, Multicharts, Open Source various
Favorite Futures: FDAX, cable/yen, FX, options on commodities
 
mrticks's Avatar
 
Posts: 67 since Jun 2009
Thanks: 16 given, 9 received



MXASJ View Post
Hi Gavin,

Man that seems like a long time ago... I actually don't have that strat any more and I've moved all my development over to NT7. Also, I haven't been using strats to fire ATM strategies in quite some time.

Where are you stuck?

The basic logic was like this pseudo code:

//Go long

If (Its going up!
&& marketposition is flat)
Launch MyLongAtm

//Go short

If (Its tanking!
&& marketposition is flat)
Launch MyShortATM

My thing was based on the sample ATM strategy code at the Ninja site.

Thanks for the reply. I stripped down the NT6 sample ATM cs and now I only have one error which is "ATMstrategycancelorder" orderId does not exist.

I'll keep at it, will get there eventually, have spent a log time on it though.

Have a good weekend.

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