strat persists

[ATI user]

I note that strategies persist when changing feeds from live to replay and back....and between cash and live acct....and are there on start up

I would prefer if the NEVER persisted.....can lead to problems in cash trading if you forget to remove the persistent strat (which can not be enabled anyway so is totally useless) and start with a new instance

I would be happy to give up the persistent feature on rewind of MR ..i.e. the disable/re-enable feature new to 7....if need be....find it inconsistent and therefore confusing anyway

[NinjaTrader_Josh]

What exactly is inconsistent? Any strategy that you do not explicitly remove is persisted.

[ATI user]

in MR if you change days they are auto removed...fine...but why then and not between feeds?

if you rewind MR they not only persist but re-enable....meaning to change a strategy parameter you must disable and then re-enable...annoying...it assumes all users want to rewind MR and rerun without making any changes...other than to atm templates....maybe this is for users testing over multiple days...I only test one day at a time due to the huge lag from having to play off-hours data through MR

sometimes, I believe, will confirm...that on rewind they will be removed...poss if in a position..

bottom line for me is I would be much happier if they never persisted

I do not know why you would want to persist between data feeds...especially when you can not enable...must remove first and add fresh

I am getting great use out of the enable/disable feature...however could really do without the persisting....this from a lot of testing 2 strats on same chart on many days with many rewinds...

...............edit

one other thought...since you can set defaults for each parameter (a great feature), it is very easy to add the strategy to the chart, make any changes, enable and play....

[NinjaTrader_Josh]

Thanks for the suggestion.

[ATI user]

update...

if you disable before rewind, MT removes strats.....that was another inconsistency I noticed

if you leave enabled and rewind, MR disables, rewinds, enables...ready to play...however...if you want to change anything but an atm template, you have to disable anyway

so....knowing you want to test a parameter settings before the next test, you have 2 choices

1. rewind, disable, change, enable

2. disable...rewind...reload strats with change...enable


......edit

this time I left them enabled, rewound, they were removed....so as I said...inconsistent

[NinjaTrader_Josh]

ATI user,

When you rewind you are resetting the Replay101 account. This will remove the old instance of the strategy. It adds some automation in that it will readd and re-enable the strategy if it was running before. Otherwise it will just remove it as you have experienced. If your purpose for the rewind is to do a different test you will have to change your strategy manually. The rewind behavior is geared towards people who want to rewind and see something they missed.

For your edit. I rewound 10 times. Strategy came back all 10 times.

[ATI user]

The rewind behavior is geared towards people who want to rewind and see something they missed./////////////

re your comment above, I expect it to be geared towards testing different parameters...not just replaying the same settings to see the same thing again because something was missed

just my opinion

....re your 10 replays....I have run hundreds and usually enabled strats will rewind without removal....however, many times (say 10%) remove enabled strats....as I originally said, it is not consistent.....removed twice in a row this morning....however maybe another 20 times that it did not

[ATI user]

edits from wrong thread moved here....


...........edit

apparently if enabled and you change an atm template prior to rewind, then strats are removed

........edit

another inconsistency is when you reset the Sim101 acct with 2 strats in chart.....Strategy tab shows they persist....Strategies dialog shows both have been removed
.
.
re edit 2....many times I have reset sim101 and the strat tab shows persisting, while they are actually removed....will upload pic

[NinjaTrader_Josh]

ATI user,

Tried another 10 times in rewinding. SampleMACrossOver came back all 10 times. If you are able to get a reproducible steps we can follow I can try again. Thank you.

[ATI user]

the disable/enable on rewind is handy for code changes....for parameter changes, not so much

[NinjaTrader_Josh]

If you want to change your parameters you have to manually go in and change the strategy. This has always been how strategies work.

[ATI user]

yes of course...diff being 7 requires disable first then enable after change

re your 20 rewinds, did you try any with a position on?....this seems to be most often when the strats are removed on rewind

[NinjaTrader_Josh]

ATI user,

There is no difference from 6.5 to 7 in this regard. If you want to change a strategy's parameters you have to stop it and do it over again. Rewinding in 6.5 stops and restarts a strategy just like it does in 7. In 6.5 you couldn't edit a strategy either. You had to add yourself a brand new one to the grid. In 7, you can stop it to edit it and then start it up again.

I rewinded with a position open and the strategy was still there when it started up again. I do see a separate issue, but as far as the strategy disappearing on rewind, I do not see that.

[ATI user]

strategies are removed on rewind with or without open positions....happened all day to me ...with chat room watching....maybe 30% of the time

have not tried with sampleatmstrategy...will do this weekend

[ATI user]

SampleAtmStrategy is removed on rewind if:

1. you have an open position and click Close on DOM...first disables, then rewinds and removes ...consistently... (same with my cs consistently....and mine often if you have open positions and do not Close on DOM)

2. you have 2 instances of SampleAtmStrategy in same chart, one enabled (with or without an order placed or a position on), one disabled....on rewind the disabled one is removed (same with mine)

3. any disabled strategy is removed on rewind

in addition with mine, MR will remove both strats on rewind OFTEN (50%) with or without orders or positions and while both are enabled