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 The_Sec, Yesterday, 03:37 PM
      1 response
      11 views
      0 likes
      Last Post NinjaTrader_Gaby  
      Started by vecnopus, Today, 06:15 AM
      0 responses
      1 view
      0 likes
      Last Post vecnopus  
      Started by Aviram Y, Today, 05:29 AM
      0 responses
      5 views
      0 likes
      Last Post Aviram Y  
      Started by quantismo, 04-17-2024, 05:13 PM
      3 responses
      27 views
      0 likes
      Last Post NinjaTrader_Gaby  
      Started by ScottWalsh, 04-16-2024, 04:29 PM
      7 responses
      36 views
      0 likes
      Last Post NinjaTrader_Gaby  
      Working...
      X