NinjaTrader Support Forum  
X

Attention!

This website will be down for maintenance from Friday May 24th at 6PM MDT until Saturday May 25th at 11AM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com


Go Back   NinjaTrader Support Forum > Application Technical Support > Miscellaneous Support > Historical Version 7 Beta Threads > Version 7 Beta General Questions & Bug Reports

Version 7 Beta General Questions & Bug Reports Ask questions here and post bug reports.

 
 
Thread Tools Display Modes
Old 06-25-2010, 09:02 AM   #1
xTrader1
Senior Member
 
Join Date: Apr 2009
Posts: 208
Thanks: 0
Thanked 4 times in 3 posts
Thumbs down B17 (and earlier) errors with Strategy Analyzer running Renko

I'm receiving crazy results analysing $EURUSD for certain brick sizes and normal results for another brick size for the same analysis data and period. For example brick=48 gives normal results, brick=50 errorneous.
Looking at a graph, there are no errors in Renko bricks, they look normal.
I had the same problem with Beta 15.
Now (but not always) it happens for midnight crossing bar.
Please let me know what to send to you to recreate a bug.

Addendum:
I run the same with brick=70 and received an inifnity in results. I exited NT7, entered again. I'm running analyzer with the same conditions (again brick=70) , this time the analyzer stalls, but more and more memory is allocated to NT. Also NT takes all available CPU time for 1 core in my 2-core CPU. Eventually, after a long time, the analyzer terminates, I'm receiving 0 trades. NT allocated 1.5 GB RAM, a crash sound is heared, but no message window.

Restarting NT7 , the same conditions:
This time I'm receiving illogical results almost immediately, but no infinity and no stall.

It's spurious and irreproducible.
Last edited by xTrader1; 06-25-2010 at 09:26 AM. Reason: Addendum:
xTrader1 is offline  
Old 06-25-2010, 09:21 AM   #2
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,498
Thanks: 109
Thanked 291 times in 280 posts
Default

Hello,

Does this erroneous results occur with the SampleMACrossOver strategy?

I look forward to assisting you further.
NinjaTrader_Brett is offline  
Old 06-25-2010, 09:28 AM   #3
xTrader1
Senior Member
 
Join Date: Apr 2009
Posts: 208
Thanks: 0
Thanked 4 times in 3 posts
Default

Quote:
Originally Posted by NinjaTrader_Brett View Post
Hello,

Does this erroneous results occur with the SampleMACrossOver strategy?

I look forward to assisting you further.
No, but I have no programming errors. No division by zero. I see in my log max price gap exceeded when running my strategy.

Well, running SampleMACrossOver 2-nd time, I'm running to the memory leak , backtest stall and CPU lock.
Last edited by xTrader1; 06-25-2010 at 09:35 AM.
xTrader1 is offline  
Old 06-25-2010, 09:50 AM   #4
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,498
Thanks: 109
Thanked 291 times in 280 posts
Default

Hello,

Ill look into this with the SameplMACrossOver to see if I can duplicate the second issue, as far as your first issue there something thats going on with what your using in your strategy thats causing the issue. Can you please send us your strategy to support at ninjatrader dot com and please simplify the strategy as much as possible that still keeps the same results so that we may narrow down what is causing the not expected results.

Thank You.
NinjaTrader_Brett is offline  
Old 06-25-2010, 10:38 AM   #5
xTrader1
Senior Member
 
Join Date: Apr 2009
Posts: 208
Thanks: 0
Thanked 4 times in 3 posts
Default

I prefer not to send my proprietary code, but I think I can play with SameplMACrossOver to receive errors. As for my data, it's a tick data for 5 months.I can pack and send.
xTrader1 is offline  
Old 06-25-2010, 10:41 AM   #6
NinjaTrader_Brett
NinjaTrader Customer Service
 
NinjaTrader_Brett's Avatar
 
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,498
Thanks: 109
Thanked 291 times in 280 posts
Default

Sounds good. I will wait for your email! Also please put ATTN: Brett in the subject line.

Thank You.

I look forward to assisting you further.
NinjaTrader_Brett is offline  
Old 09-18-2010, 04:37 PM   #7
lookOutBelow
Senior Member
 
Join Date: Jul 2010
Posts: 214
Thanks: 0
Thanked 0 times in 0 posts
Default

I just started my own thread. But, then did a search to see if others were having issues with Renko charts. I guess I should of searched before starting a new thread.

Anyway, I'm having these exact same problems. Except.. I can easily reproduce with default strategies. I wonder if the OPer still has the problems??
lookOutBelow is offline  
Old 09-19-2010, 07:48 AM   #8
xTrader1
Senior Member
 
Join Date: Apr 2009
Posts: 208
Thanks: 0
Thanked 4 times in 3 posts
Default I have no problems with NT native renko.

Quote:
Originally Posted by lookOutBelow View Post
I just started my own thread. But, then did a search to see if others were having issues with Renko charts. I guess I should of searched before starting a new thread.

Anyway, I'm having these exact same problems. Except.. I can easily reproduce with default strategies. I wonder if the OPer still has the problems??
The problems were corrected in B19 (if I remember) and it had something to do with 0 volume ticks. The problems I had demonstrated themselves in crazy (and sometimes negative) Renko bar values.This bug disappeared.

I have problems with no native Renko bar types, as WickedRenko , sbsRenko etc... , but they are not supported and I am on my own.

In addition, there is a big problem with backward testing of all Renko bars. The results are not reliable, but rather biased toward trading success. This is not a software bug, but a feature arising from Renko definition.
There is a very good discussion of this issue on bigmiketrading forum. See:
http://www.bigmiketrading.com/trader...cktesting.html
and
http://www.bigmiketrading.com/ninjat...ko-charts.html
xTrader1 is offline  
 

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Strategy analyzer problem, backtests not running adamus Version 7 Beta General Questions & Bug Reports 37 06-23-2010 08:15 AM
Running strategy analyzer on a strategy making entries using Bid/Ask mgabriel01 Strategy Analyzer 3 03-08-2010 10:27 AM
Getting errors when running strategy that is not flat cunparis Miscellaneous Support 3 03-02-2009 05:30 AM
Strategy not running in Analyzer peterdias77 Strategy Development 1 01-26-2009 07:36 AM
Running the Strategy Analyzer jeremymgp Strategy Analyzer 11 11-20-2007 07:00 PM


All times are GMT -6. The time now is 04:04 AM.