Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bars are wrong on strategy performance (negative bars)

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Bars are wrong on strategy performance (negative bars)

    Getting some strange "bars" results on running a "historical and real-time" performance on a running strategy. See the attached graphic, trade 2 and 3 are wrong. This is a strategy running on 1 minute bars.

    This is with the latest beta, downloaded tonight.

    -Erik
    Attached Files

    #2
    Related to the above post, in my strategy I have the following code to wait 15 bars before entering a trade after exit. This seems to work fine in real time, but in back testing it doesn't. Using the following in my multi period strategy:

    && (BarsSinceExit(0,"ShortLimit", 0) > 15 || BarsSinceExit(0,"ShortLimit", 0) == -1 )

    If you look at trades 7 and 8, trade 8 entered before trade 7 closed, and when I do a right-click chart of trade 7, it doesn't appear, only trade 8. See attached chart.
    Attached Files

    Comment


      #3
      Hmm. Could you send me a simple as possible strategy that highlights the issues you are experiencing? I would like to run some tests based on your environment. Thanks for the help.
      Josh P.NinjaTrader Customer Service

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by algospoke, Today, 06:40 PM
      0 responses
      9 views
      0 likes
      Last Post algospoke  
      Started by maybeimnotrader, Today, 05:46 PM
      0 responses
      7 views
      0 likes
      Last Post maybeimnotrader  
      Started by quantismo, Today, 05:13 PM
      0 responses
      7 views
      0 likes
      Last Post quantismo  
      Started by AttiM, 02-14-2024, 05:20 PM
      8 responses
      168 views
      0 likes
      Last Post jeronymite  
      Started by cre8able, Today, 04:22 PM
      0 responses
      10 views
      0 likes
      Last Post cre8able  
      Working...
      X