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Strategy not taking trades in live bur trades in Back test


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Strategy not taking trades in live bur trades in Back test

  #1 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
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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

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  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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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.

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  #4 (permalink)
forexcasted
Dalls + United States
 
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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

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  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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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.

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  #6 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
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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]

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  #7 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
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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

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  #8 (permalink)
 
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 pintope 
Madrid, Spain
 
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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.

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  #9 (permalink)
forexcasted
Dalls + United States
 
Posts: 10 since Nov 2012
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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

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