Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Backtest Time frame problem
Collapse
X
-
Backtest Time frame problem
I have similar problems for several different products and scripts, the problem emerged a few weeks ago. 1 minute bars, 20 minimum bars I run a ES backtest on script X from year 2000 to today. First trade is in 2000, there are several trades every year. Same product and script from year 2005 to today. Strangely the first trade is in 2011 and not in 2005. Starting year 2001, first trade is in 2011 again. Similar problem for CL.Tags: None
-
Hi markus1000,
The best next step would be to print the variable values that you are checking in your conditions to find why the strategy is behaving as it is.
In the print, include the time of the bar.
For example:
Print(Time[0]+" - Close[0]: "+Close[0]+" > Open[0]:"+Open[0]);
if (Close[0] > Open[0])
{
EnterLong();
}
Prints will go to the Output window. (Tools -> Output Window...)
http://www.ninjatrader.com/support/h.../nt7/print.htmChelsea B.NinjaTrader Customer Service
-
ok found the problem, the historical data of a stock i use for an indicator in the code was messed up.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by benmarkal, Yesterday, 12:52 PM
|
3 responses
22 views
0 likes
|
Last Post Today, 05:22 AM | ||
Started by helpwanted, Today, 03:06 AM
|
1 response
18 views
0 likes
|
Last Post Today, 03:35 AM | ||
Started by Brevo, Today, 01:45 AM
|
0 responses
11 views
0 likes
|
Last Post
by Brevo
Today, 01:45 AM
|
||
Started by aussugardefender, Today, 01:07 AM
|
0 responses
6 views
0 likes
|
Last Post Today, 01:07 AM | ||
Started by pvincent, 06-23-2022, 12:53 PM
|
14 responses
244 views
0 likes
|
Last Post
by Nyman
Today, 12:47 AM
|
Comment