Attention!

leyland · 06-13-2009, 01:02 AM

I am a newbie, so please bare with me, When working with an automated strategy I am finding that the orders are always being executed one bar after the close of the current bar. Is there a offset feature for this?
Also, how do I program the start and finish of the automated trading in a intraday enviroment. eg. start at xx and finish at xx. Thank you for your help.

NinjaTrader_Ben · 06-13-2009, 07:07 AM

Hello,

If you are backtesting, you cannot change what bar the strategy executes on. It will executes AFTER the criteria is met, therefore it has to be on the bar AFTER the bar where the criteria is met.

If you are forward testing or trading live, change the strategy so that is runs with CalculateOnBarClose = false and see if that helps:
http://www.ninjatrader-support.com/H...BarClose1.html

This link will help with your section question:
http://www.ninjatrader-support2.com/...ead.php?t=3226

leyland · 06-15-2009, 01:30 PM

Thank you for the reply. I had made sure to have the "calculate on Bar close off" when working with the ninjascript wizard. The execution is still coming way at the end of the 10 min. bar even in live mode. I am not sure what settings need to be changed.

NinjaTrader_Josh · 06-15-2009, 02:35 PM

leyland,

Ensure you are running a new instance of the strategy. You will enter trades when your conditions are true. If they are true at the end of the bar then it will trade then.

leyland · 06-15-2009, 04:15 PM

Thanks Josh. I've have done all that. I guess what I am wondering is this: I am running a 10 minute chart, I have a number of conditions that all have to be met for an order to be triggered. I would like the order to be placed in "real time" a soon as this happens instead of at the end of a 10 minute bar. Can I do this?

NinjaTrader_Josh · 06-15-2009, 04:21 PM

Are you backtesting or in realtime? When backtesting you can only trade at the end of each bar because you do not have intrabar information.

leyland · 06-15-2009, 05:06 PM

Hi Josh. I am doing both. However, it is in real time that I am still noticing the 1 bar delay problem. I am wondering if I may have missed something with my settings? I just set up an account with IB. Is there a special setup that I may not have done with them? In a perfect world, should I be able to do what I am asking in regards to the real time scenario on the 10 minute chart. Thanks you for your time.

NinjaTrader_Josh · 06-15-2009, 05:12 PM

In real-time you should not see end of bar closing if your conditions are true intrabar. I suggest you use Print() functions to see what is happening with your OnBarUpdate() method.

06-13-2009, 01:02 AM	#1
leyland Junior Member Join Date: Jun 2009 Posts: 17 Thanks: 0 Thanked 0 times in 0 posts	Automated exit order is filled late I am a newbie, so please bare with me, When working with an automated strategy I am finding that the orders are always being executed one bar after the close of the current bar. Is there a offset feature for this? Also, how do I program the start and finish of the automated trading in a intraday enviroment. eg. start at xx and finish at xx. Thank you for your help.
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06-13-2009, 07:07 AM	#2
NinjaTrader_Ben NinjaTrader Customer Service Join Date: May 2008 Location: Denver, CO Posts: 3,157 Thanks: 0 Thanked 3 times in 3 posts	Hello, If you are backtesting, you cannot change what bar the strategy executes on. It will executes AFTER the criteria is met, therefore it has to be on the bar AFTER the bar where the criteria is met. If you are forward testing or trading live, change the strategy so that is runs with CalculateOnBarClose = false and see if that helps: http://www.ninjatrader-support.com/H...BarClose1.html This link will help with your section question: http://www.ninjatrader-support2.com/...ead.php?t=3226 Ben NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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06-15-2009, 01:30 PM	#3
leyland Junior Member Join Date: Jun 2009 Posts: 17 Thanks: 0 Thanked 0 times in 0 posts	re-auto trading Thank you for the reply. I had made sure to have the "calculate on Bar close off" when working with the ninjascript wizard. The execution is still coming way at the end of the 10 min. bar even in live mode. I am not sure what settings need to be changed.
	Facebook Twitter YouTube

06-15-2009, 02:35 PM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	leyland, Ensure you are running a new instance of the strategy. You will enter trades when your conditions are true. If they are true at the end of the bar then it will trade then. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-15-2009, 04:15 PM	#5
leyland Junior Member Join Date: Jun 2009 Posts: 17 Thanks: 0 Thanked 0 times in 0 posts	Re auto reading Thanks Josh. I've have done all that. I guess what I am wondering is this: I am running a 10 minute chart, I have a number of conditions that all have to be met for an order to be triggered. I would like the order to be placed in "real time" a soon as this happens instead of at the end of a 10 minute bar. Can I do this?
	Facebook Twitter YouTube

06-15-2009, 04:21 PM	#6
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	Are you backtesting or in realtime? When backtesting you can only trade at the end of each bar because you do not have intrabar information. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-15-2009, 05:06 PM	#7
leyland Junior Member Join Date: Jun 2009 Posts: 17 Thanks: 0 Thanked 0 times in 0 posts	Hi Josh. I am doing both. However, it is in real time that I am still noticing the 1 bar delay problem. I am wondering if I may have missed something with my settings? I just set up an account with IB. Is there a special setup that I may not have done with them? In a perfect world, should I be able to do what I am asking in regards to the real time scenario on the 10 minute chart. Thanks you for your time.
	Facebook Twitter YouTube

06-15-2009, 05:12 PM	#8
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	In real-time you should not see end of bar closing if your conditions are true intrabar. I suggest you use Print() functions to see what is happening with your OnBarUpdate() method. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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