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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Senior Member
Join Date: Dec 2009
Location: London
Posts: 151
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Hello,
in paper trading, I have a strategy whose name is coloured yellow in the control panel -> strategies tab. I am testing out using Limit Orders, so I am sure that I am doing something bad! But no error gets output to the Log tab though. Is there a way to find out what is causing the problem? (if yellow means there is one?). Thanks, Matthew. |
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#2 |
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Senior Member
Join Date: Dec 2009
Location: London
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Oh, it just turned green after I pressed send. Is there some documentation about what the coulouring means?
Thanks, Matthew. |
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#3 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
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Matthew, this would mean it's waiting to be flat to do a live executed trade, green is it's running and trading live.
Bertrand
NinjaTrader Customer Service |
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#4 |
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Senior Member
Join Date: Dec 2009
Location: London
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Oh dear... I just spent all afternoon starting and stopping strategies trying to figure out how to make it go green, but all I had to do was wait :-). ha ha, patience always pays!
Cheers, Matthew. |
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#5 |
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Senior Member
Join Date: Dec 2009
Location: London
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I'm not sure how it can be waiting to go flat, because it is flat.
Control Panels -> Strategies -> Position Column = "-" see attached, the strategy names are yellow but the positions are flat. + I have reset the sim101 account, selected flatten eveything, and disconnected/reconnected to barchart.com before adding the new strategies. Thanks, Matthew. |
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#6 |
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Senior Member
Join Date: Dec 2009
Location: London
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In the log tab when a strategy is started is the following:
On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=True EntryHandling=AllEntries EntriesPerDirection=99999999 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes Is there a way to set "StrategySync=WaitUntilFlat" to something else which presumably won't sit around for ages and ages "waiting until flat"? It is just so frustrating sitting here waiting for the yellow to turn green when I know, and can see, that the positons are flat. Thanks, Matthew. |
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#7 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
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Matthew, you can set to 'Immediately Submit' and then ensure strategy vs account position synching -
http://ninjatrader.com/support/helpG...tegies_tab.htm
Bertrand
NinjaTrader Customer Service |
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#8 |
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Senior Member
Join Date: Dec 2009
Location: London
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Thanks, I forgot about that dialogue. But unfortunately selecting that option creates more headaches.
I don't understand why it is so complicated. Why can't we just have a flag that says: "Always keep the account position equal to the strategy position"? At the moment I have two options: i) Wait for *ages* and *ages* (I mean, hours) for the label to turn green ii) Have it trading immediately, but the account position will not be the same as the strategy positon. i is incredibly frustrating and undesirable, ii is just plain wrong. I don't know why anybody would ever want their account position to be different to their strategy position, unless their strategy was broken. Are there any explanations of why anybody want the two to be different? I know that someone will suggest to go with ii and do a balancing manual trade, but that is not really a solution because we are building an auto trader - not a manual trader. I just don't understand why it is so difficult to make the account position track the strategy position. The situation is not helped by the fact that there is no function to ask "what is the account position?" so that I can program an ad-hoc trade to make the account position equal the strategy position. Reading through the forums, this issue appears to be a considerable head ache for many users. |
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#9 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
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Matthew, sorry for the frustrations getting this to work - NT7 does have an autoSync option which would issue a synching market order at strategy startup if you are in immediately submit mode (otherwise not needed).
You can also just hardcode it in your Strategy Initialize() - SyncAccountPosition = true;
Bertrand
NinjaTrader Customer Service |
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#10 |
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Senior Member
Join Date: Mar 2011
Posts: 358
Thanks: 16
Thanked 7 times in 7 posts
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Does anyone have an easy way to force the virtual or simulated strategy trades that make the strategy turn yellow to virtually be closed or go flat so that it will then immediately go green?
NT, is there any way you can add the ability to right click on the individual strategy in the strategies tab AND/OR right click on the page itself in the strategies tab to then have an option to simply manually force close and approve any virtual/simulated trades which would allow the strategy to immediately turn green (this could be set individually or all as a group)? In the meantime, does anyone have an answer to this right now? Thanks everyone... |
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#11 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
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Welcome to our forums and thanks for the suggestion, we'll add this to our list and track it under # 985 - the only way right now would be using the historical property to only call the OnBarUpdate() on realtime bars, this way there's no historical position to be dealt with as there are no historical OnBarUpdates processed. Or you would start up in WaitUntilFlat and then execute the next valid live signal.
Bertrand
NinjaTrader Customer Service
Last edited by NinjaTrader_Bertrand; 05-19-2011 at 11:39 AM.
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