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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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Join Date: Feb 2007
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This is weird and I don't remember seeing this before the production version of NT V6. I open a chart of IWM data using a 2min interval. I open strategy analyzer and run a back test of IWM data also on a 2 min interval.
Both the chart and the back tester are from 9:30AM to 4:00PM The High of the day on IWM chart is 82.61 The High of the day on IWM data within the strategy analyzer is 82.97. Today's data (Friday, April 27th) And the bars are different. For example at 3:56 the strategy analyzer shows a doji and the chart shows a pretty positive looking candle. And, of course the entry/exit positions of my strategy are completely different. I'm hoping it's something I am doing wrong, but this is the same thing I've been doing on the beta versions. I'm almost suspecting the strategy analyzer is looking at a different financial instrument even though it says IWM in the title bar and immediately above the chart data. |
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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Please try to reproduce:
- terminate NT - restart NT - open 2 min chart on IWM - open IWM, select IWM, select chart tab, toggle to 2 min series Do charts look different?
Dierk
NinjaTrader Customer Service |
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#3 |
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Join Date: Feb 2007
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Going through the steps noted, the charts look the same.
But, after doing those steps I need to apply the strategy. When I right click on the financial instrument in question (within Strategy Analyzer), click back testand apply the strategy the chart data changes and it is not correct any more (I verified the timeframe is still the same; 2 minute and the session begin/end times). |
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#4 |
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Further note, If I apply the strategy by right clicking within the chart itself the chart stays the ame and the orders match what my chart shows. But, then if I click on the summary tab no trades are generated so I cannot see how good or bad my strategy is.
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#5 | |
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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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Quote:
Dierk
NinjaTrader Customer Service |
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#6 | |
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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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Quote:
Thanks
Dierk
NinjaTrader Customer Service |
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