NT7 - TF strategy operating differently over different time periods?

[mefTrader]

Firstly I am new to Trading contracts on Ninja - have done it on Tradestation up to now...

But a strategy that I have tested on NT7 on the Russell (TF 09-10) is behaving differently looking back from 2nd of June to date (2nd of Aug 2010) versus 2nd of May to date...looking at a trade that occurs on the 28th of July!

The Profit target is being screwed up - the calculation is based on ATR! And the ATR is different between both. Have a look at the following pics

The Bug (ATR is different)
13088

The correct operation

13089

I am trading the TF 09-10 contract and looking back historically - in effect trying like on tradestation @TFU10 (the latest continuous contract historically to date) . By selecting the date back like this is the contract being automatically stitched together historically?

Any ideas?

[NinjaTrader_Brett]

Hello,

Thank you for your forum post?

What value are you getting for ATR and how are you calculating the ATR? Also I believe the ATR would be effected by a session template. What Session Template are you using? The default session template in NinjaTrader 7 is the regular trading hours and the default in NinjaTrader 6.5 is 24/7 (Shows all data). Please make sure you are selecting correct session template when starting the strategy or creating your chart.

Let me know if I can be of further assistance.

[mefTrader]

Brett the value for ATR is about 1 and calculating it over the last 14 periods of a 5min chart. Session template I am using is CME Commodities ETH
Can I use that one with the Russelll 24 Hours?

[NinjaTrader_Brett]

Hello,

Yes to get an exact replication of what Ninjatrader 6.5 would have set the profit target at please right click on the chart that you are running this strategy on and select session template and change the session template to Default 24/7 to see all data. I believe this should bring this in line for you.

Let me know if that does the trick.

[mefTrader]

Have done that and see the same issues entryprice is 659.8 and the profit target is 690.2 for a short entry so it gets out on the same bar(have a look at the BUG.jpg above!) wheras when it is working properly the exit is 657.6 !!! (thus stays in the trade for longer)

I dont know what is causing this issue?

[NinjaTrader_Brett]

Hello,

At this point for me to further test I need you to send me or post the code you are using to calculate the profit target so that I can look further into this.

support at ninjatrader dot com with ATTN: Brett and reference this forum post.


I look forward to assisting you further.

[mefTrader]

ok have found the bug - The Profit Target needs to reset when Postion is Flat!

[NinjaTrader_Brett]

Hello,

Awesome. Glad you found the coding issue, yes the profit target would need to be reset to your new value when submitting a new order.

Let me know if I can be of further assistance.