PDA

View Full Version : Data Discrepancy


Greg1
04-27-2007, 12:56 PM
This is weird and I don't remember seeing this before the production version of NT V6. I open a chart of IWM data using a 2min interval. I open strategy analyzer and run a back test of IWM data also on a 2 min interval.

Both the chart and the back tester are from 9:30AM to 4:00PM

The High of the day on IWM chart is 82.61 The High of the day on IWM data within the strategy analyzer is 82.97. Today's data (Friday, April 27th)

And the bars are different. For example at 3:56 the strategy analyzer shows a doji and the chart shows a pretty positive looking candle.

And, of course the entry/exit positions of my strategy are completely different. I'm hoping it's something I am doing wrong, but this is the same thing I've been doing on the beta versions.

I'm almost suspecting the strategy analyzer is looking at a different financial instrument even though it says IWM in the title bar and immediately above the chart data.

NinjaTrader_Dierk
04-27-2007, 06:22 PM
Please try to reproduce:
- terminate NT
- restart NT
- open 2 min chart on IWM
- open IWM, select IWM, select chart tab, toggle to 2 min series

Do charts look different?

Greg1
05-04-2007, 03:14 PM
Going through the steps noted, the charts look the same.

But, after doing those steps I need to apply the strategy. When I right click on the financial instrument in question (within Strategy Analyzer), click back testand apply the strategy the chart data changes and it is not correct any more (I verified the timeframe is still the same; 2 minute and the session begin/end times).

Greg1
05-04-2007, 03:17 PM
Further note, If I apply the strategy by right clicking within the chart itself the chart stays the ame and the orders match what my chart shows. But, then if I click on the summary tab no trades are generated so I cannot see how good or bad my strategy is.

NinjaTrader_Dierk
05-05-2007, 01:33 PM
Going through the steps noted, the charts look the same.

But, after doing those steps I need to apply the strategy. When I right click on the financial instrument in question (within Strategy Analyzer), click back testand apply the strategy the chart data changes and it is not correct any more (I verified the timeframe is still the same; 2 minute and the session begin/end times).

Sorry I just tried to reproduce but failed. I really would need detailed steps in order to understand what is going on there. Also: screenshots from the chart and strategy analyzer chart which are different would help.

NinjaTrader_Dierk
05-05-2007, 01:35 PM
Further note, If I apply the strategy by right clicking within the chart itself the chart stays the ame and the orders match what my chart shows. But, then if I click on the summary tab no trades are generated so I cannot see how good or bad my strategy is.

You can not apply a strategy to a chart on the chart tab of the startegy analyer and a chart does not have a summary tab. Please be specific: Is this now a stand alone chart of the chart tab of the strategy analyzer?

Thanks