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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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07-31-2007, 08:19 AM
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#1 |
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Senior Member
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Weird Chase Behavior
I have an ATM strategy called from a Ninjascript that I've set to enter a limit at the current bid and have a 2 tick chase. I was testing it against replay last night with no problems. Today I was simming it against the live data feed. The strategy triggered but the chase feature kept dancing away from the bid price. No errors in the log, just price modification messages. Is there a known bug that causes this?
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07-31-2007, 09:05 AM
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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Not that has been reported to us. Can you reproduce this at will?
Ray
NinjaTrader Customer Service |
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08-01-2007, 01:13 AM
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#3 |
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No because it seems to happen randomly. I wasn't in front of the computer all day, but apparently started working later in today's session as I show that it took two trades this afternoon. Right now I am running a replay and it seems to functioning ok for now, and I have not restarted NT.
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08-01-2007, 10:36 AM
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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Please let me know if you see this behaviour again preferably with some potential ideas of how to reproduce.
Thanks.
Ray
NinjaTrader Customer Service |
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08-09-2007, 08:05 AM
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#5 |
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It happened again today. I have no idea how to reproduce this. Seems to happen in a fast market. I am in a sim account. I restarted the strategy and closed then re-opened the DOM, and it just took a trade correctly.... I will keep you posted. Nothing in the logs
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08-09-2007, 08:41 AM
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#6 |
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just happened again after taking a couple of trades correctly.... I am running on a 133t chart. Will reset the DOM and see... Market was moving fast again...
Update: OK Closed and re-opened DOM and it took a trade correctly....
Last edited by pdawg; 08-09-2007 at 08:50 AM.
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