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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Senior Member
Join Date: Jun 2007
Posts: 151
Thanks: 0
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I have a strategy written, it's a little complex, runs on tick bars with a data Added for minute bars, defaults to calculate on bar close =true. The idea is to have "look inside bar backtesting" and a backtest that is exactly the same as running the strategy on realtime tick bars. It works exactly as planned going forward on Market Replay data on a chart but when backtested it gets no trades... Any clues as to what I'm doing wrong here?
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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If you can provide simple as possible isolated cases we can provide some further support. Please try using some print functions in backtesting to see what is going on. TraceOrders will be helpful too.
http://www.ninjatrader-support.com/v...ead.php?t=3418 http://www.ninjatrader-support.com/v...ead.php?t=3627
Josh
NinjaTrader Customer Service |
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#3 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
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Also: pls check for funny messages in the logs
Dierk
NinjaTrader Customer Service |
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#4 |
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Senior Member
Join Date: Jun 2007
Posts: 151
Thanks: 0
Thanked 0 times in 0 posts
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I have print messages for every variable, it gives me a snapshot of the entire strategy in the Output window every tick when running on charted tick data but nothing shows up during a backtest. I added TraceOrders to the strategy and nothing shows up also...
Setting the minimum bars before beginning execution of code is a little sticky, it would be straightforward if I could use the Added data for that but I have to use the primary data and guess how many ticks will go by before I have enough minute bars to start.... Nothing is showing up in the log. I'll provide some code after awhile... |
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