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NTB7V7 Strategy Analyzer backtest/optimizer is blank

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    NTB7V7 Strategy Analyzer backtest/optimizer is blank

    Hi,

    I see this when I open the strategy analyzer panel -attachment.

    When I switch the strategies in the drop down box, the after a while the parameters start showing up but they do not match the corresponding strategies.

    I see this in the trace log
    Code:
    2010-01-29 14:57:32:245 WARNING: Strategy 'ASTStrat' may have duplicate Bars objects. Please ensure all Bars objects are unique when using a multi-series script.
    2010-01-29 14:57:32:261 WARNING: Strategy 'CrossOver' may have duplicate Bars objects. Please ensure all Bars objects are unique when using a multi-series script.
    Is this a bug or is there something wrong with my install?

    Thanks,
    Tim
    Attached Files
    Last edited by nailz420; 01-29-2010, 02:32 PM.

    #2
    nailz420,

    Issue is you likely have in your strategy an Add(PeriodType.Minute, 1) which is the same series you would be trying to add the strategy to by default. This is not allowed to create duplicate series. Please try changing the series in the strategy code instead of having two 1min series.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      I see 2 issues here:

      1. One of the strategies indeed had 2x 3min periods, however the other had
      PeriodType.Minute,1 and PeriodType.Volume,3000 periods and NT still complained.
      2. Strategy Analyzer elements should not behave inconsistently due to warnings or errors.

      Tim.

      Comment


        #4
        Tim,

        We are looking into it, but the root of the issue is that by default selecting a strategy would try to add 1min as the primary series. When in your code you now have also Add(PeriodType.Minute, 1) that would effectively have the same issue as having two 3-min series. To work around it you would have to change the code to not generate that dupe.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Its a big bug

          you can't code M1 as timeframe.

          I have:
          Add(PeriodType.Minute, 1);
          Add(PeriodType.Minute, 5);

          => you cant start the strategie (blank parameterfield) because the M1.


          if I set
          DataSeriesConfigurable = false;
          you also can't start the strategy because of M1.
          All timeframes, except M1, working good.

          Its a big bug! Please fix it! In NT7beta6 there is no issue. But in NT7beta7!


          edit:
          If you set the strategy in the chart, the strategy don't work if the chart have the same TF like the code.
          Example from code:
          Add(PeriodType.Minute, 1);
          Add(PeriodType.Minute, 5);

          => Now you cant set the strategy on the chart with chart-timeframe M1 or M5.
          Last edited by Henrik; 01-30-2010, 08:39 AM.

          Comment


            #6
            This issue will be overcome with next update. Thanks for reporting.

            Comment


              #7
              Dierk: This is very welcome news. Thanks for letting us know.

              Comment

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