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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Member
Join Date: Apr 2010
Posts: 79
Thanks: 9
Thanked 2 times in 2 posts
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I am running the optimizer on a strategy which uses begin time and stop time. However, the time format the optimizer reports is 108500 which I interpret as 10:85:00 (hr:min:sec). Obviously there is no 85th minute. How do I interpret that result?
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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Tdschulz,
Could you possibly show me some screen shots of this? Generally the strategy analyzer wouldn't report 85 minutes, so it would help me to see the circumstances a bit better.
Adam P.
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Apr 2010
Posts: 79
Thanks: 9
Thanked 2 times in 2 posts
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Attached is the Begin and End Time parameter. Let me know if you have ideas. I don't have the source code to share so this is all I can provide.
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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Tdschulz,
Thanks for the image. I believe this would depend on how the strategy is handling the code. Currently, a time filter can be used but its generally set to HHMMSS. If the strategy doesn't convert between minutes and hours it may adversely affect results. Without seeing the code here it would be difficult to tell you how to interpret this.
Adam P.
NinjaTrader Customer Service |
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