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Old 01-13-2008, 08:54 PM   #1
woodside
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Default Bars are wrong on strategy performance (negative bars)

Getting some strange "bars" results on running a "historical and real-time" performance on a running strategy. See the attached graphic, trade 2 and 3 are wrong. This is a strategy running on 1 minute bars.

This is with the latest beta, downloaded tonight.

-Erik
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Old 01-13-2008, 09:04 PM   #2
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Related to the above post, in my strategy I have the following code to wait 15 bars before entering a trade after exit. This seems to work fine in real time, but in back testing it doesn't. Using the following in my multi period strategy:

&& (BarsSinceExit(0,"ShortLimit", 0) > 15 || BarsSinceExit(0,"ShortLimit", 0) == -1 )

If you look at trades 7 and 8, trade 8 entered before trade 7 closed, and when I do a right-click chart of trade 7, it doesn't appear, only trade 8. See attached chart.
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File Type: jpg YM 03-08 1_11_2008 (1 Min).jpg (59.4 KB, 16 views)
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Old 01-13-2008, 11:22 PM   #3
NinjaTrader_Josh
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Hmm. Could you send me a simple as possible strategy that highlights the issues you are experiencing? I would like to run some tests based on your environment. Thanks for the help.
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