Attention!

gg80108 · 03-20-2009, 03:07 PM

I have open orders at the end of the session. Inclosed are some picture of the chart setting, and the order entry strategy. Whats the trick to making this work?

NinjaTrader_Josh · 03-20-2009, 03:13 PM

Please track your orders with TraceOrders = true and see if it encountered problems submitting the order. http://www.ninjatrader-support2.com/...ead.php?t=3627

gg80108 · 03-20-2009, 05:20 PM

Quote:

Originally Posted by NinjaTrader_Josh

Please track your orders with TraceOrders = true and see if it encountered problems submitting the order. http://www.ninjatrader-support2.com/...ead.php?t=3627

what do ya think?

NinjaTrader_Josh · 03-21-2009, 07:09 AM

As evidenced by your logs no Exit on Close order was placed. Please try with the SampleMACrossOver strategy to see if you can get Exit on Close to place.

gg80108 · 03-22-2009, 10:23 AM

The SampleMACrossover, did not close orders at end of session.. Ran it on two different PCs and did not close orders.

The SampleMACrossover would not let me add the TraceOrders = true,, saying something about thats its a system strategy.

NinjaTrader_Ben · 03-22-2009, 12:56 PM

Hello,

Can you post your log and trace files after running the sample strategy so we can verify?

Try right clicking the code>Save as... and change the name. Then add TraceOrders = true.

gg80108 · 03-22-2009, 04:47 PM

Quote:

Originally Posted by NinjaTrader_Ben

Hello,

Can you post your log and trace files after running the sample strategy so we can verify?

Try right clicking the code>Save as... and change the name. Then add TraceOrders = true.

trace and log

NinjaTrader_Josh · 03-23-2009, 07:12 AM

Please post complete trace and logs along with timestamps of your latest version. Also, to please be using SampleMACrossOver and try on different instruments. Thank you.

gg80108 · 03-23-2009, 07:35 AM

the current logs are two posts down

NinjaTrader_Josh · 03-23-2009, 07:42 AM

gg80108,

It looks like you are backtesting. I am assuming you are doing it on the Strategy Analyzer. Please ensure you actually defined out the 9:30-4pm time frame in the strategy selection dialogue.

Please then try increasing the seconds till exit significantly. We are just trying to get a base case that works so we have somewhere to start.

gg80108 · 03-23-2009, 08:24 AM

Quote:

Originally Posted by NinjaTrader_Josh

gg80108,

It looks like you are backtesting. I am assuming you are doing it on the Strategy Analyzer. Please ensure you actually defined out the 9:30-4pm time frame in the strategy selection dialogue.

Please then try increasing the seconds till exit significantly. We are just trying to get a base case that works so we have somewhere to start.

I was using the Market replay function to test, setting up the start and stop times in the Chart Properties.

Strategy Analyzer seems only to contain "Exit on close" but does not have the "Exit on close seconds" to change, in order handling..
I did move the session time back in Strategy Analyzer to create an open order at end of session and open orders were closed everytime, but I also set "Exit on close" to false and it still generated the "Exit on close" order. Strategy Analyzer just doesn't seem to be useful in this test.

NinjaTrader_Josh · 03-23-2009, 08:34 AM

Not sure I follow. If you want Exit on Close you need to set it to true. At the very end of the backtest you will always get an Exit on Close order regardless of the setting too.

If you are running on replay please don't run it at 500x. Please slow it down or just set session times that will trigger an exit a few minutes into the replay and let it go at 1x.

gg80108 · 03-23-2009, 08:50 AM

Quote:

Originally Posted by NinjaTrader_Josh

Not sure I follow. If you want Exit on Close you need to set it to true. At the very end of the backtest you will always get an Exit on Close order regardless of the setting too.

If you are running on replay please don't run it at 500x. Please slow it down or just set session times that will trigger an exit a few minutes into the replay and let it go at 1x.

Maybe your Strategy Analyzer has "seconds to close" but mine doesn't .

NinjaTrader_Josh · 03-23-2009, 08:53 AM

Backtesting would not have this since there is no "intrabar" handling.

gg80108 · 03-23-2009, 08:56 AM

Seems like we are not communicating anymore.. How can we reset this and get back on the same page?

03-20-2009, 03:13 PM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	Please track your orders with TraceOrders = true and see if it encountered problems submitting the order. http://www.ninjatrader-support2.com/...ead.php?t=3627 Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-21-2009, 07:09 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	As evidenced by your logs no Exit on Close order was placed. Please try with the SampleMACrossOver strategy to see if you can get Exit on Close to place. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-22-2009, 10:23 AM	#5
gg80108 Senior Member Join Date: Dec 2008 Location: Castle Pines, Co Posts: 621 Thanks: 1 Thanked 2 times in 2 posts	The SampleMACrossover, did not close orders at end of session.. Ran it on two different PCs and did not close orders. The SampleMACrossover would not let me add the TraceOrders = true,, saying something about thats its a system strategy.
	Facebook Twitter YouTube

03-22-2009, 12:56 PM	#6
NinjaTrader_Ben NinjaTrader Customer Service Join Date: May 2008 Location: Denver, CO Posts: 3,157 Thanks: 0 Thanked 3 times in 3 posts	Hello, Can you post your log and trace files after running the sample strategy so we can verify? Try right clicking the code>Save as... and change the name. Then add TraceOrders = true. Ben NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-23-2009, 07:12 AM	#8
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	Please post complete trace and logs along with timestamps of your latest version. Also, to please be using SampleMACrossOver and try on different instruments. Thank you. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-23-2009, 07:35 AM	#9
gg80108 Senior Member Join Date: Dec 2008 Location: Castle Pines, Co Posts: 621 Thanks: 1 Thanked 2 times in 2 posts	the current logs are two posts down
	Facebook Twitter YouTube

03-23-2009, 07:42 AM	#10
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	gg80108, It looks like you are backtesting. I am assuming you are doing it on the Strategy Analyzer. Please ensure you actually defined out the 9:30-4pm time frame in the strategy selection dialogue. Please then try increasing the seconds till exit significantly. We are just trying to get a base case that works so we have somewhere to start. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-23-2009, 08:34 AM	#12
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	Not sure I follow. If you want Exit on Close you need to set it to true. At the very end of the backtest you will always get an Exit on Close order regardless of the setting too. If you are running on replay please don't run it at 500x. Please slow it down or just set session times that will trigger an exit a few minutes into the replay and let it go at 1x. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-23-2009, 08:53 AM	#14
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	Backtesting would not have this since there is no "intrabar" handling. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

03-23-2009, 08:56 AM	#15
gg80108 Senior Member Join Date: Dec 2008 Location: Castle Pines, Co Posts: 621 Thanks: 1 Thanked 2 times in 2 posts	Seems like we are not communicating anymore.. How can we reset this and get back on the same page?
	Facebook Twitter YouTube

Thread Tools
Show Printable Version Email this Page
Display Modes
Linear Mode Switch to Hybrid Mode Switch to Threaded Mode

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
Put Session Begin and Session End times in chart title	Jim W.	Suggestions And Feedback	1	03-12-2009 03:32 AM
Using different timeframes AND session begin / end	Brian1	Strategy Development	4	03-06-2009 12:59 PM
Session start, Session end	TedLincoln	Charting	4	02-25-2009 02:03 PM
Session begins and end in script.	Czarek	Strategy Development	2	02-23-2009 07:40 AM
Orders auto closing at end of day	jyounk	Strategy Development	3	08-01-2008 11:34 AM