Hi guys,

I find out a strange behaviour between a strategy which is working well in realtime or marketreplay, but NOT
in backtesting mode.
The problem is, that an indicator, I wrote, send changes with events to any listener (strategy). The creation of that indicator will be done within the initialize method of the strategy and added to the indicators list. I real mode the indicator is updated on every OnBarUpate, but in backtesting the method of the indicator will never be called. I tried to debug this kind of code but I cannot see any fault.

Does anyone know this problem? And is there a solution for this?

Here is a part of code, so it's easier to follow my description:

protected override void Initialize()
{

indi = DDF(AtrPeriod, SessionEnds, Duration, Session, StartTime, 65.0);
indi.OnLimitOrder += new LimitOrderHandler(OnLimitOrder);
indi.OnModifyLimit += new ModifyLimitHandler(OnModifyLimit);
indi.OnModifyStop += new ModifyStopHandler(OnModifyStop);
indi.OnScaleOutOrder += new ScaleOutOrderHandler(OnScaleOutOrder); Add(indi);
indi.OnCancelOrder += new CancelOrdersHandler(OnCancelOrder);
indi.OnNewSession += new NewSessionHandler(OnNewSession);
Target1 = 15;
Target2 = 25;
Target3 = 35;
StoppLoss = 30;
CalculateOnBarClose = true;

TraceOrders = true;
}


void OnNewSession(object sender, TimeSpan start, TimeSpan duration, TimeSpan sessionEnd)
{
_currentTrendDirection = SessionKind.Sideway;
_currentStop = 0;
_currentLimit = 0;
_executedNewLimitOrder = false;
_firstOrder = false;
_unfilledNewLimitOrder = false;

}

Hope that helps to make things clear.

Thx
Markus

Hi,

That is a limit of backtesting with NT, you cannot go lower than the actual bar granularity like in real time (in BT only works OBC), if you search there are plenty of threads on this issue, a turn around would be to adapt your strategy to 1 tick granularity.

Sorry Mate

Hi,

That is a limit of backtesting with NT, you cannot go lower than the actual bar granularity like in real time (in BT only works OBC), if you search there are plenty of threads on this issue, a turn around would be to adapt your strategy to 1 tick granularity.

Sorry Mate

How did you debug, did you try with print and outputwindow?

Hi,

I printed some information with print and debugged it with Visual Studio to follow the event handling.
I can see, that an instance of the indicator exists, with the listener for the event.

One side effect is, that all the other indicators I used and added to the strategy (ATR and MACD) have the same problem, they will not beeing updated. Really scary

Markus

Hi,

I printed some information with print and debugged it with Visual Studio to follow the event handling.
I can see, that an instance of the indicator exists, with the listener for the event.

One side effect is, that all the other indicators I used and added to the strategy (ATR and MACD) have the same problem, they will not beeing updated. Really scary

Markus

What version of NT? I saw all kinds of similar problems with 6.5.

Is this MTF within the strategy (multiple bars series?)?

Start a new project with only minimalist code, see if the problem persists at the most basic and simple level possible.

Mike

What version of NT? I saw all kinds of similar problems with 6.5.

Is this MTF within the strategy (multiple bars series?)?

Start a new project with only minimalist code, see if the problem persists at the most basic and simple level possible.

Mike

Hi Mike,

now I have a really simple projekt, but it shows the same problems. Please have a look at the attached both files.
Hope you can see the fault, otherwise it is a bug to report to NT.

Cheers
Markus