Go Back   NinjaTrader Support Forum > Application Technical Support > Strategy Analyzer

Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

Reply
 
Thread Tools Display Modes
Old 03-17-2012, 03:38 PM   #1
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default Overtrading..

i'm not sure what im' doing here.. i've come to no conclusion what setting i have that has me trading to such a large degree at such areas .. ive attached the settings
Attached Files
File Type: zip NinjaTrader Grid overtrade 3_17_2012 5_35 PM.zip (960 Bytes, 4 views)
cdcaveman is offline  
Reply With Quote
Old 03-18-2012, 12:11 PM   #2
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

Could you please clarify? I am not sure I understand the issue.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 03-18-2012, 04:43 PM   #3
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

well when i run these settings i end up with a ton of trades at sma cross over points.. i'm not sure why
cdcaveman is offline  
Reply With Quote
Old 03-18-2012, 05:01 PM   #4
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

Is your strategy a crossover strategy that also allows shorts to take place? Could you post the strategy you are using?
NinjaTrader_AdamP is offline  
Reply With Quote
Old 03-18-2012, 07:06 PM   #5
koganam
Senior Member
 
Join Date: Feb 2008
Location: http://omegasigmaindicators.com
Posts: 4,770
Thanks: 31
Thanked 1,976 times in 1,615 posts
Send a message via Skype™ to koganam
Default

Quote:
Originally Posted by cdcaveman View Post
well when i run these settings i end up with a ton of trades at sma cross over points.. i'm not sure why
What is your COBC setting?
koganam is offline  
Reply With Quote
Old 03-18-2012, 10:22 PM   #6
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

Quote:
Originally Posted by koganam View Post
What is your COBC setting?
i've been reading through the help top down.. but what is COBC settings.. thats an acronym for what?
cdcaveman is offline  
Reply With Quote
Old 03-18-2012, 10:24 PM   #7
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

Cacluate on Bar Close?
cdcaveman is offline  
Reply With Quote
Old 03-18-2012, 10:32 PM   #8
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

Quote:
Originally Posted by koganam View Post
What is your COBC setting?
at the beginning of the strategy wizard i have "calculate on bar close" checked..
cdcaveman is offline  
Reply With Quote
Old 03-19-2012, 07:01 AM   #9
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

Could you possibly post your strategy for review? With that COBC setting it shouldn't be calculating every tick unless you override it when you attach it to a chart. You can check the "Calculate on bar close" setting inside the strategy properties.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 03-19-2012, 07:08 AM   #10
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

Quote:
Originally Posted by NinjaTrader_AdamP View Post
cdcaveman,

Could you possibly post your strategy for review? With that COBC setting it shouldn't be calculating every tick unless you override it when you attach it to a chart. You can check the "Calculate on bar close" setting inside the strategy properties.

do you want me to post the code?
cdcaveman is offline  
Reply With Quote
Old 03-19-2012, 07:10 AM   #11
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

This is up to you. It would be the easiest way to help. I would also suggest checking your strategy properties when you are testing it, as its possible you have overridden your COBC setting to be false, in which case it would generate multiple orders like you are witnessing.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 03-19-2012, 03:45 PM   #12
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

i'm having issues with pacing with Interactive brokers.. so its just difficult to even run a optimization.. very frustrating
cdcaveman is offline  
Reply With Quote
Old 03-19-2012, 03:51 PM   #13
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

Is this a demo account or a live account?
NinjaTrader_AdamP is offline  
Reply With Quote
Old 03-19-2012, 03:52 PM   #14
cdcaveman
Member
 
Join Date: Mar 2012
Posts: 44
Thanks: 2
Thanked 0 times in 0 posts
Default

Demo account..
cdcaveman is offline  
Reply With Quote
Old 03-19-2012, 03:55 PM   #15
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 381 times in 371 posts
Default

cdcaveman,

Unfortunately demo accounts through IB have delayed data and as such there would be syncing issues here. There is no current work around unfortunately. You would need to get a non-delayed account from them.

Alternatively there are some other data providers you could try : http://www.ninjatrader.com/partners
NinjaTrader_AdamP is offline  
Reply With Quote
Reply

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


All times are GMT -6. The time now is 03:09 PM.

FULL RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.