Strategy Analyzer chart: no signals and indicators

[J_o_s]

Hi there,

I noticed something wierd this morning when I was browsing through the results in a backtest. When I run a backtest, the indicators and signals are plotted correctly in the "Chart" tab.

However, if I go to the "Trades" tab, and rightclick a individual trade and choose "Chart", the graph pops up, but without any arrows indicating a long or short position, and without the indicators which are added automatic by the strategy.

This happens with my own written strategies as well as with the "SampleMultiTimeFrame" and "SampleMACrossOver" examples included in NinjaTrader.

Is this expected behavior? If so, why is this function dropped because it did work in NT 6.5 (see the third screen)? (if that's the case, could it be added to the list of feature considerations? )

Regards,

[NinjaTrader_Bertrand]

J_o_s, this function is still 'in' and works well for me here in my testing using either the trades or executions tab, could you please try zooming out a bit on the chart appearing after you try visualizing those? Would the trades then show?

Thanks

[J_o_s]

Hi Bertrand,

Thanks for your reply.

J_o_s, this function is still 'in' and works well for me here in my testing using either the trades or executions tab, could you please try zooming out a bit on the chart appearing after you try visualizing those?

Would the trades then show?

Thanks

Good to hear the function is still included. I don't understand what you mean with 'zooming out', because this function is inactive on my charts. 'Zooming in' is active though, so I think I'm already zoomed out as far as possible.

Could it perhaps be possible that I have some wrong chart setting?


I just noticed that it seems to be related to the "Session template" option.

It's quite elaborate to explain, so I make some screens to illustrate. For example's sake, I've run a backtest of "SampleMACrossOver" on the FESX future (Eurostoxx 50 Index future).

Screen 1.
Shows the "Chart" window of the backtest: this looks fine.

Screen 2.
Shows the popup window generated from the "Executions" tab. The entry and exit signals are shown, however the indicators aren't plotted.

Screen 3.
Shows the popup window generated from the "Trades" tab. Only the price is shown.

These first 3 screens are generated with the "<Use Instrument Settings>" "Session Template". If I change this "Session Template" to "Eurex Equity Index Futures" (which the FESX is), the following happens:

Regarding screen 1: No changes, the chart looks exactly the same and signals and indicators are plotted/drawn in the same way.
Regarding screen 2: No changes, it works exactly as it did with the "<Use Instrument Settings>" (i.e. no indicators are shown but the entry and exit signals are shown).
Regarding screen 3: The chart turns up blank when I right click a trade and choose the "Chart" option. Please see the attached screen 4 for an illustration of this.

So, I've plotted two charts (each with a different session template) of the same instrument on the same day as the attached screens from the backtest. (See screen 5 for this). There are no differences between these two charts. (i.e. both session templates are valid).

So I looked at the default settings for the Instrument FESX, and it seems (see screen 6) that the default template is the same as the “Eurex Equity Index Future” template.


It seems to me that this is quite illogical behavior, but perhaps I’m overseeing some major setting or so. Any suggestion would be welcomed.

Regards,

[J_o_s]

(Attached the above mentioned screen 6).

[NinjaTrader_Bertrand]

J_o_s, just to confirm, this is latest beta 14, right?

Which broker / feed are you using in your testing and which timezone are you in?

I just can't reproduce here, checked ES and FESX futures for various session templates and indicators / trades were showing as expected either on chart, or as I visualized them from the executions or trades tab.

Is this happening for you on other instrument as well?

Have you checked also a regular non continuous symbol, i.e FESX 06-10 instead of FESX ##-##?

Thanks

[J_o_s]

J_o_s, just to confirm, this is latest beta 14, right?

Yes. This morning I updated to version 15 and the problems still happens.

Which broker / feed are you using in your testing and which timezone are you in?

I'm not using any data feed with NinjaTrader version 7: I use it just for historical backtesting and strategy development. Historical data is imported from the 'trading pc', which runs NinjaTrader 6.5 and uses Interactive Brokers.

My timezone is UTC+01 (GMT+02) (I.e. Central Europe timezone). This is the same timezone as Frankfurt (Eurex exchange).

I just can't reproduce here, checked ES and FESX futures for various session templates and indicators / trades were showing as expected either on chart, or as I visualized them from the executions or trades tab.

Is this happening for you on other instrument as well?

Yes. When backtesting with the "SampleMACrossOver" strategy, it didn't show the signals on the chart (opened through the "Trades" tab) on the FGBL future, FDAX future, $EURUSD, $EURGBP, and $EURJPY.

Have you checked also a regular non continuous symbol, i.e FESX 06-10 instead of FESX ##-##?
Thanks

Yes, when backtesting on the last month of data from FESX 06-10 (1st of april through april 29th) the behavior is exactly the same (i.e. signals & indicators are plotted on the graph in "Chart" tab, when opening a chart through the "Executions" tab only the signals are shown, and when opening a chart through "Trades" tabs, only the price is displayed).

I've also run the backtest with the "Output" window open, hoping something might popup. Sadly no further information. The log section of the "Control Center" is also empty (i.e. nothing related).

Regards,

[J_o_s]

Solved!

First off, let me thank you for all your time and patience Bertrand. You gave me some good pointers to explore, and thus was able to solve this problem. Better yet, I was able to reproduce it and it seems to me that it's a bug. But first off: the solution.

Solution.
To solve this problem I took the following steps:

1. Shut down NinjaTrader 7,
2. Navigated to "C:\Users\J\Documents\NinjaTrader 7\templates\Chart" and deleted the "Default.xml" file in this directory.
3. Relaunched NinjaTrader 7: Problem solved!

After deleting the chart template, I was able to run the Strategy Analyzer and the signals and indicators where displayed correctly on the "pop-up" chart.

Reproducing.
To reproduce this error:
1. After deleting the "Default.xml" file, start NinjaTrader 7.
2. Open a chart (File --> New --> Chart).
3. Rightclick on this chart and choose Templates --> Save As Default.
4. Close the chart and open the Strategy Analyzer (File --> New --> Strategy Analyzer).
5. Choose a instrument and a strategy (in this case I tested the FESX 06-10 future with the SampleMACrossOver strategy and all the settings on the default settings).
6. After running the backtest:
The chart in the "Chart" tab displays the indicators and signals correctly,
The chart opened through the "Executions" tab only displays the entry and exit signals,
The chart opened through the "Trades" tab only shows the price.

Conclusion.
When saving a chart template as the default chart template, the Strategy Analyzer cannot correctly plot the trade signals and/or the strategy indicators.


So there seems to be a minor bug in the function that opens a chart through the Strategy Analyzer, in the sense that it can't "deal with" a "Save as Default" chart template. (This seems quite odd to me, and I'm suprised this "bug" hasn't been noticed before. If you are not able to reproduce the error with the steps above, then there has to be some other setting in my NinjaTrader installation which gives this wierd behavior.)


I hope this post (with it's reproducing of the error) is helpful in some way to the NinjaTrader developers. Any further questions: let me know (that's the least I can do, right? ).


Regards and thanks for the help,

[NinjaTrader_Bertrand]

Thanks for the kind words and for sharing your solution and the steps to check for us, much appreciated.

[NinjaTrader_Bertrand]

Thanks again, was able to reproduce here on my end, we'll take a look...

[daqu40]

Hi Bertrand any update on this? I'm having exactly the same problem. It worked fine in 6.5, but having to scroll on my chart with all indicators to my trade time is a real productivity downer.

[NinjaTrader_JoshP]

This should be fixed in the next version of the beta.

In the meantime, what you can do is close NT, go to Documents\NinjaTrader 7\templates\Chart and delete any Default.xml chart template you may have. This should allow you to view the chart of Trades when you send it to the chart.

[daqu40]

I just install NT 7 beta 17 and tried out the chart that was giving me trouble.

It's better, but not fixed. On my system I do a right click on a trade in the Trades tab of the Strategy Analyzer and select Chart. A chart opens with my default template. I see the trade I'm interested in for a few seconds and then the whole chart goes blank and reloads. When it's done the chart is set on today's date with the correct template, but all of my trades are gone.

I've also noticed that when the chart first opens and I see the trade I'm interested in the there is a data loading message in the upper left of the chart.

Other things I've set this chart template to load only 3 Days of data. If I open a chart from Control Center I get three days of data. However, when I open from Trades in Strategy Analyzer I get 100 Days of data ending on the current day.

I hope this information helps. Let me know if I should try anything else.

[NinjaTrader_JoshP]

daqu40,

I am unable to reproduce a data load simply by right click>Chart. Can you please provide exact steps you take? Please attach whatever chart templates you may be using as well. Thank you.

[daqu40]

Certainly Josh,

Exact steps:
1. Backtest strategy.
2. Right click on trade in Trades tab of Strategy Analyzer.
3. Select Chart...
4. NT 7 does the rest

• Chart opens in my template
• I see data and my trade
• I see Loading Data in upper left hand corner
• chart goes blank
• chart returns scrolled to the last day of trading data I have and all of my Mark and Text for the trades are gone.
  • The strategy is set to run March 14 to March 21, but the chart ends up with data until June 11
  
  

Let me know if you need anything else to troubleshoot this.


[IMG]file:///C:/Users/Dan/AppData/Local/Temp/moz-screenshot.png[/IMG]

[IMG]file:///C:/Users/Dan/AppData/Local/Temp/moz-screenshot-1.png[/IMG]

[NinjaTrader_Bertrand]

daqu40, thanks for those steps and the report - will I was not able to reproduce this exactly I saw an issue with with the default chart template being used in the SA, which we will look into.