![]() |
|
|||||||
| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
![]() |
|
|
Thread Tools | Display Modes |
|
|
#1 | ||
|
Senior Member
Join Date: Mar 2007
Location: , Florida, USA
Posts: 663
Thanks: 36
Thanked 7 times in 6 posts
|
From reading the help, it seems like setting EntryHandling and EntriesPerDirection should affect the operation of a strategy.
My testing shows that changing these values... Quote:
I used the following code to verify this... Quote:
KBJ |
||
|
|
|
|
|
#2 |
|
Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
|
Your observation is correct in that the strategy dialog window sets these properties.
Are you saying that the strategy dialog window does not load these strategy default settings? Ray
Ray
NinjaTrader Customer Service |
|
|
|
|
|
#3 |
|
Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
|
Disregard, I just checked, these settings are not loaded into the dialog. The last user changed settings are persisted.
Will need to think about what expected behaviour should be and will get back to you. Ray
Ray
NinjaTrader Customer Service |
|
|
|
|
|
#4 | |
|
Senior Member
Join Date: Mar 2007
Location: , Florida, USA
Posts: 663
Thanks: 36
Thanked 7 times in 6 posts
|
For now, its not an issue for me, since I've built checking into my strategy (see prior post), so I'm assured that it will be run correctly.
Regarding setting other values as backtest parameters, there's a section called "Data Series" which allows specification of a Type and Value (see attachment). I found that adding the following statement to Initialize() suppresses this section of the backtest parameters: Quote:
I'd like to do this so I don't have to enter these values every time I run the program. Is there a way to do this? Its not real important, but every now and then I forget, which causes real strange results (since the program is expecting tick data, and backtest is providing it 1-minute bars instead.) KBJ |
|
|
|
|
|
|
#5 |
|
Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
|
>> But there doesn't seem to be any way to specify the period type and value under program contro
Sorry, not supported at this time.
Dierk
NinjaTrader Customer Service |
|
|
|
![]() |
| Thread Tools | |
| Display Modes | |
|
|