No trades during Market Replay

[Trankuility]

I'm trying to test a strategy on the Market Replay for 11/15/10 (downloaded from NT server) but it doesn't take any trades. The strategy is based on 1 tick range bars.

The strategy shows the account to use as "Replay 101". I'm connected to the Market Replay account, which shows as active in the bottom left of the Control window. I also have a chart open for the 1 tick range bars with the strategy enabled, which is verified in the "Strategies" tab.

If I use backtest or walkforward for the same day, 11/15/10, over 500 trades are placed. Yet no trades are placed during Market Replay. Market replay is at 15x speed. Why aren't trades being placed?

[NinjaTrader_RyanM]

Hello Tranquility,

Do you see confirmation of your signals through either Print statements or Drawing objects? You can add these to the same block that places orders to verify the conditions are true.

If you're seeing confirmation that conditions are true, what is the result of TraceOrders output related to these orders?

[Trankuility]

I had a programmer create the strategy so my ability to debug is very limited. I asked him about it and he didn't know why it wasn't showing in Market Replay either.

I do have draw objects = true, so it shows on the chart when the signal is confirmed. And plenty of draw objects show on the charts during Market Replay so it does appear to recognize that a trade should take place.

I followed the TraceOrders link and tried editing the script myself and added TraceOrders = True in the initialize area of the script, then recompiled, and saved. I then opened the output window and ran the Market Replay and enabled the strategy. Again, the charts show the draw objects but no trades take place. The only thing the output window shows is the following, which is generated as soon as I enable the strategy:

**NT** Enabling NinjaScript strategy 'sSolV1/812cc2b73ee34d52a634a300698430dc' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=UniqueEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=TakeNoAction ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
12/2/2010 2:05:11 PM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=10 Currency=0 Simulated=False

Now what should I do?

[NinjaTrader_Bertrand]

Trankuility, we could unfortunately not debug the strategy for you - you would need to work together with the programmer who created it - a few questions to help narrow it down -

1. Is it the same for another day of data?
2. Did you try different replay speeds?
3. Did you try another instrument?
4. Did you try another chart type / interval?
5. Did you try it in realtime on the same chart?