Export order list on last day of backtest

[kingerie705]

I have trades I want to place at the end of the day for the next trading day. Once I run my backtesting up until the current day how can a see what my current open orders are? Basically, I'm wanting to see my open order list prior to trading. How can I do this?

[NinjaTrader_PatrickH]

Hello kingerie705,

Thank you for your post.

Do you wish to access the open orders through your strategy?
Or do you wish to just view the open orders in NinjaTrader?

Unfortunately, Strategies cannot access orders outside of the strategy itself.
If you wish to view the open orders in NinjaTrader, when you connect to your broker connection in NinjaTrader you should receive an update on all active orders in the Orders tab of the Control Center.
For information on the Orders tab of the Control Center please visit the following link: http://www.ninjatrader.com/support/h...orders_tab.htm

Please let me know if I may be of further assistance.

[kingerie705]

Actually, I'm just backtesting right now and not connecting to a broker.

But, I would like to backtest right up until today... and then see what the open orders would be... this would allow me to place orders manually... at least until I get enough volume to run it straight to the broker from NinjaTrader.

Note: these are daily trades made nightly.

[NinjaTrader_RyanM1]

Hi kingerie705,

Backtesting is a historical report that closes all trades, cancels all orders at the end of the test. It unfortunately does not produce a report of next days signals. You could look into the market analyzer feature to run a script on a list of instruments that informs you of current conditions. This requires real time data and CalculalateOnBarClose = false to produce signals for the last bar.

http://www.ninjatrader.com/support/helpGuides/nt7/market_analyzer.htm

[kingerie705]

Previously I have been backtesting with Kinetick. I now have real-time data with Zenfire and I have a trading account with Dorman Trading. What do I need to do to see the last day's trade?

Also, for some reason when running a backtest using Zenfire, it stalls at SB ##-## everytime. This does not happen for when using Kinetick.

Please advise. Thanks!

[NinjaTrader_PatrickH]

Hello kingerie705,

Thank you for your response.

Unfortunately, even with a live account from your broker you still will not be able to view what your open orders for the day would be from backtesting.

Zen-Fire does not support historical data for the SB future, however it appears you are enabled to receive historical data for this instrument with Kinetick.

Please let me know if I may be of further assistance.

[kingerie705]

I had been using Kinectick for my backtesting and haven't had an issue with any commodities.

However, when I go live I think I'll have Zen-fire data with Dorman. Look's as if Zen-fire doesn't support SI ##-## either. Can I find a list somewhere?

Also, and more importantly, is there ANY possible way for me to see my "next day" order list and system trades being executed in a real-time simulated environment prior to going live?

[NinjaTrader_PatrickH]

Hello kingerie705,

Thank you for your response.

Zen-Fire supports the SI instrument and the continuous contract. And the NinjaTrader historical data servers record data for this instrument. Zen-Fire also supports the SB future, the NinjaTrader historical data servers do not however record historical data for the SB future.

To run a backtest on the SI instrument you will need to download historical data for this instrument first so that the backtest has historical data to run on. To download historical data for the SI instrument you can go to Tools > Historical Data Manager > Download tab > select the instrument you wish to download data for from an instrument list on the left > select the Start and End date, the intervals and data types > Download.
For information on the Historical Data Manager please visit the following link: http://www.ninjatrader.com/support/h...ta_manager.htm
Unfortunately, there is no list for the supported instruments for Zen-Fire or the instruments that are recorded on the NinjaTrader historical data servers.

You can run your strategy on a chart with the SIM101 account selected to view where your strategy would be. For information on running your strategy on a chart please visit the following link: http://www.ninjatrader.com/support/h...ed_strateg.htm
Please let me know if I may be of further assistance.

[kingerie705]

1. Everytime I attempt to run a backtest with Zen-fire data feed, it locks up. Previously SB, but I have since removed it (since ninjatrader does not store it), then SI (but I downloaded it like you explained), now it's RB ##-##.

I've been running backtests with free Kinetick daily data and have had no issues. Why now am I having issues with Zen-fire?

Will I be able to trade SB on Ninja trader?

I'm not the best at explaining myself over the blog. Is there anyway to SPEAK with someone in support regarding the few issues I am having I would be very grateful. I have a deadline to meet to begin trading live and I'm running out of time...

Thanks!

I would be very appreciative.

[NinjaTrader_PatrickH]

Hello kingerie705,

Thank you for your response.

I would like to schedule a support call with you today. I just need a few things from you before our call.

• Please send a note to support[at]ninjatrader[dot]com with "ATTN: Patrick" in the subject line
• Include a reference to this thread: http://www.ninjatrader.com/support/f...ad.php?t=48665
• A phone number where you can be reached
• A time window where I can call you (please include a time zone)
• Launch our remote support application from the following link,http://www.ninjatrader.com/remotesupport. Once launched, the application will provide you with an ID# and password. I will need these from you once I have you on the phone.

I look forward to our support call.

[kingerie705]

Setting up workspace

Hey Patrick!,

Hope you had a nice holiday. This reply is in regards to a related question I had below. I am setting up my workspace today to as I'm getting ready for live trading. In creating the 16 daily charts of the markets I'm looking to trade, I notice that a few only have today's bar. I went into the historical data manager and downloaded the data per the current month traded, but still no change. Will this update overnight? How do I get current charts for these markets?

KC 05-12
OJ 05-12
CT 05-12
SB 05-12
LE 04-12
HE 04-12

Thanks, Roger...

[NinjaTrader_PatrickH]

Hello Roger,

Thank you for your response.

Unfortunately, the instruments you have listed are not recorded on the NinjaTrader historical data servers. However, Zen-Fire does support these instruments for real-time data.

You can enable NinjaTrader to save chart data as historical by going to Tools > Options > Data > check the box next to Save chart data as historical.
This option will enable NinjaTrader to save any chart that is currently being viewed as historical data.

Please let me know if I may be of further assistance.

[kingerie705]

I did what you said, so I take it that from this point forward I'll have daily data, but how do I trade these markets now?

Is there a way to download the historical daily data from Zen-Fire?

I can trade off of a continuous (##-##) chart, but how can I be sure that when I do, that I'm executing the current front month. I don't see a month listed anywhere when using the chart trader from a continuous to trade. Will NinjaTrader allow me to trade from a continious chart? and if so, does the chart trader always assume the front month? Can I get a DOM from a chart?

Thanks!

[NinjaTrader_PatrickH]

Hello Roger,

Thank you for your response.

Correct, NinjaTrader will save the data that is viewed in a chart for historical data with the option to Save chart data as historical enabled.

Unfortunately, there is no way to download the historical data from Zen-Fire. If you are looking for historical data, Kinetick offers historical data for all instruments across all intervals, including Futures, Forex, Stocks, Indexes, ETFs, and Market Metrics, is included with every Basic Service subscription. The Basic Service is already pre-selected on our purchase page, so you do not need to select any exchanges if you are in need of historical data only. To subscribe for historical data please do so at: https://www.kinetick.com/purchase

Please let me know if I may be of further assistance.

[kingerie705]

Patrick could we set up a call again? I 'm very confused about this market data issue.

I've spent over a month with programming and analysing my strategy and now all of a sudden I'm finding out that nearly half of the markets that I've been testing and are vital to my system aren't supported by NinjaTrader/Zen-Fire data...??? Very Frustrating...

Can you confirm when Kinectick updates their end of day data? It appears to me that the Kinetick daily/ historical data might not update until 7:15 am, but I will be monitoring overnight.

Really appreciate all your help Patrick!