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| Version 7 Beta General Questions & Bug Reports Ask questions here and post bug reports. |
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Thread Tools | Display Modes |
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#1 |
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Senior Member
Join Date: Jul 2008
Posts: 351
Thanks: 4
Thanked 1 time in 1 post
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Hi,
please check attached images to see that period under strategy analyzer - periods tab is not in line with distribution. It is likely that it is in line with exit time and not entry times while there is no option to change it. N. I see it did not upload all files I saved from NT7. In case you do not see the error from this, write me, I can send it in email. |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,240
Thanks: 83
Thanked 338 times in 330 posts
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Hello nicknamed,
There is an option to base Distribution on entry times. Please see the attached screenshot.
Jason
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Jul 2008
Posts: 351
Thanks: 4
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I know perfectly - that is what I sent in screenshots, I just wanted to inform you that in period in different tab than Graph- Distribution , it is simply different, see the attached xls files to see the difference iom different times, they are not in line simply. so I just wanted to inform you about a bug.
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,240
Thanks: 83
Thanked 338 times in 330 posts
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Can you please set the Account Performance-tab to 'Mode = Currency'. Subsequently check if the 'Cum Profit' column in the Periods-tab resemble the values displayed in the Graphs-tab-->Distribution when it uses 'Exit Time'.
Jason
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Jul 2008
Posts: 351
Thanks: 4
Thanked 1 time in 1 post
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yes, it does, see attachments
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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,240
Thanks: 83
Thanked 338 times in 330 posts
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Hello nicknamed,
Unfortunately it is as expected that the Distribution graph will not display the same values under the Periods-tab when you set 'Time base' to 'Entry Time'. When you set the Distribution graph to 'Entry Time', it indicates the PnL of all trades that started a certain hour and display the average cumulative profit of these trades.
Jason
NinjaTrader Customer Service |
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#7 |
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Senior Member
Join Date: Jul 2008
Posts: 351
Thanks: 4
Thanked 1 time in 1 post
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obviously you did not catch the point, never mind
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#8 |
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Senior Member
Join Date: Jul 2008
Posts: 351
Thanks: 4
Thanked 1 time in 1 post
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when you click on periods and see hourly distribution that is NOT in line with half hour view (simply does not correspond, does not make sense) as the hour view shows exit times and half hourly entry times the same way as distribution graphs do, I think then something is wrong. both should be entry or exit and it should be noted somewhere as one might think that both are to entry (in the periods tab, not the distribution graph view, where you can change it), but currently one is according to exit time, and the other to entry time, try it, see, it. if I could attach the csv files that NT generates, that would help. but ...whatever
probably it is just whole misunderstanding on my side
Last edited by nicknamed; 07-30-2010 at 02:02 PM.
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#9 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 107 times in 70 posts
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nicknamed,
Periods tab is always Exit based. Periods tab does not have an option to be Entry based. Only the Distribution graph has the option to be Entry based and when you set it to Entry based it would not be the same report as you have on the Periods tab. If you set it to Exit based in the Distribution graph, then it would match the Periods tab. Attached screenshots I have 10:30 highlighted. You can see they are exactly the same on the Distribution graph and the Periods tab when used in Exit based mode for the Distribution graph.
Josh
NinjaTrader Customer Service |
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