Cumulative profit flatlines when I go back far enough with backtest

[adamus]

Hi,

I'm backtesting the same strategy and with the same settings as described in this post:

http://www.ninjatrader-support2.com/vb/showpost.php?p=159591&postcount=3

If I look at the cumulative profit in the strategy analyzer, it just shows a flat line for the multi-year period.

Trying to find out what's wrong, I found that it will display the cumulative profit when I set the start date for the backtest to 2008-11-20 but not before.

See the attached screenshots.

[NinjaTrader_Austin]

adamus, as with the other issue you reported I was unable to reproduce this. Does the issue persist after a restart of NinjaTrader and your computer?

[adamus]

Yes the issue persists after a reboot.

I suspect that it has got something to do with the large time period in the backtest, so I'll test it against another symbol perhaps, although I haven't imported this any other data than the EUR.USD and it is a lengthy job to import so much tickdata.

[adamus]

Further investigations:

... I just deleted this stuff - wasn't relevant to this bug.

Thanks

[adamus]

I just tested further and found that a shorter backtest, e.g. 2008 to 2010, still suffers from the flat line for cumulative profit chart, but doesn't have any problems with the orders and executions. So I have 2 seperate issues here. I will take the second issue out and into another thread.

[NinjaTrader_JoshP]

Hi adamus,

We were able to reproduce and development is looking into it. Thank you for your efforts.

[adamus]

Great! It's a relief that I'm not the only one seeing this.

[Nick88]

Hi,

Today I installed NT 7.0.0.14 and I expierence the same flatlined cumulative profit curve when backtesting.

I took 3 years of 10min intraday bars. When I shorten the backtest period four months the Strategy Analyzer does display the cumulative profit. But only in percent, the currency setting still flatlines.

Regards

[NinjaTrader_JoshP]

Thanks Nick88. We are looking into it.

[adamus]

Josh,

what sort of time-line are we looking at for the fix?

Do the beta releases come out on a regular basis?

thanks

[NinjaTrader_JoshP]

adamus,

Next beta will have the fix for this. It should be released here shortly.

[werido]

adamus,

Next beta will have the fix for this. It should be released here shortly.

I have the 7.16 version and I'm still getting a flat line on cumulative profit. Has this issue been fixed and I didn't install the new beta correctly, or is this still an issue?
Thanks

update: it is working on most tests, but the long span / short-time bar isn't

[NinjaTrader_JoshP]

This issue was resolved long ago. Please clarify what exactly you feel is not working and the circumstances for the test. I am not sure what you mean by "long span/short-time bar". Thank you.