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Session Template Suggestion

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    Session Template Suggestion

    I set all the following fields in the Initialize() method:
    BarsRequired = 0;
    EntriesPerDirection =
    1;
    EntryHandling = EntryHandling.AllEntries;
    ExitOnClose =
    false;
    ExitOnCloseSeconds =
    30;
    IncludeCommission =
    true;
    Slippage =
    2;
    TimeInForce = Cbi.TimeInForce.Day;
    CalculateOnBarClose = true;

    SessionTemplate is the only one missing. It would be great if you can add this in Version 7.

    It would also help a lot in backtesting if you could add TimeFrameFrom and TimeFrameTo as fields that can be set in the Initialize() method. As mentioned in the Suggestion: defaults in Strategy Analyzer thread, the From, To, and SessionTemplate are alway being reset after the strategy is compiled (even if the Stratege Analyser remains open). It is a pain to keep setting these fields after each recompile.

    By the way, Version 7 is fantastic!!!!!
    Last edited by aksamyo; 12-09-2009, 07:17 AM.

    #2
    aksamyo,

    The next version will have the times and session templates persist between sequential runs. Please see if it suits your needs then. Thank you.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      SA templates

      1. Strategy Analyzer seems to reset fill type to default even if liberal is saved as template for particular strategy.
      2. Also after loading saved backtest results, trades are not shown.
      Last edited by fafura; 12-22-2009, 08:21 PM.

      Comment


        #4
        1) This is a bug which will be fixed with next update. Thanks for reporting.
        2) Unfortunately this is a limitation. NT7 no longer saves the details (order/executions/trades). This is related to memory optimizations in the SA. NT6.5 used to keep all this details information and could crash due to RAM excess.

        Comment


          #5
          I also noticed "Optimize on" setting is not saved in templates as well, always comes back to default "max profit factor".

          Comment


            #6
            fafura,

            It works here on latest sources. Please try again on next version as well. Thank you.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              Just want to confirm, "Optimize on" and "fill type" do hold even after restarting NT, right?

              Comment


                #8
                Originally posted by fafura View Post
                1. Strategy Analyzer seems to reset fill type to default even if liberal is saved as template for particular strategy.
                2. Also after loading saved backtest results, trades are not shown.
                Both issues work as expected:
                - strategy template does not hold a fill type
                - saved backtest results for not hold trades

                Comment

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