Period performance in Strat Analyzer

[billr]

In the Strat Analyzer there is a Period performance tab and a setting to review performance by the hour. What is being shown for any particular hour? To clarify, I mean what events qualify for that particular hour. For example, Does the row for 10:00 reflect all the position profit/loss closed between 10:00 and 10:59? Or is it opened and closed within that time frame?

I rarely look at this stat, but I noticed that a striking percentage of profitable trades are concentrated in 1 or 2 hours for some strategies. Is this unusual? Does this indicate a possible over-optimization problem in my backtesting?

Thanks.

[FatCanary]

As I understand it the period 'hour' is the PnL of any trade that was closed in that hour.

I've noticed that if I close a trade just before market close there are quite a few profitable trades for the 2100 - 2200 hour (YM & ES). The trouble is these trades may have been entered at various different times!

[billr]

thanks FatCanary. I suspect that was probably the case. It's an odd thing to see. I expected a range of trades within certain market hours, but the narrow concentration of good results has raised some red flags for me.

[NinjaTrader_Brett]

Hello,

Thank you for your note.

This is the interval that is used to break down the calculations of all the stats. If set to every hour the stats will calculate every hour there is trades. I'm unsure to what you refere to for over optimization however.

[NinjaTrader_Austin]

billr, the concentration of profit/loss at the end of the day could be caused by ExitOnClose.

There is actually a setting for choosing whether to base the distribution graph on entry time or exit time, please see the attached screenshot.

[billr]

Exactly! I am getting same for TF and also some forex trading.

[billr]

Ah yes, I didn't notice those on the Graph tabs. Thanks. that will be more useful. Thanks Austin. (and Brett)