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B17 (and earlier) errors with Strategy Analyzer running Renko

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    B17 (and earlier) errors with Strategy Analyzer running Renko

    I'm receiving crazy results analysing $EURUSD for certain brick sizes and normal results for another brick size for the same analysis data and period. For example brick=48 gives normal results, brick=50 errorneous.
    Looking at a graph, there are no errors in Renko bricks, they look normal.
    I had the same problem with Beta 15.
    Now (but not always) it happens for midnight crossing bar.
    Please let me know what to send to you to recreate a bug.

    Addendum:
    I run the same with brick=70 and received an inifnity in results. I exited NT7, entered again. I'm running analyzer with the same conditions (again brick=70) , this time the analyzer stalls, but more and more memory is allocated to NT. Also NT takes all available CPU time for 1 core in my 2-core CPU. Eventually, after a long time, the analyzer terminates, I'm receiving 0 trades. NT allocated 1.5 GB RAM, a crash sound is heared, but no message window.

    Restarting NT7 , the same conditions:
    This time I'm receiving illogical results almost immediately, but no infinity and no stall.

    It's spurious and irreproducible.
    Last edited by xTrader1; 06-25-2010, 09:26 AM. Reason: Addendum:

    #2
    Hello,

    Does this erroneous results occur with the SampleMACrossOver strategy?

    I look forward to assisting you further.
    BrettNinjaTrader Product Management

    Comment


      #3
      Originally posted by NinjaTrader_Brett View Post
      Hello,

      Does this erroneous results occur with the SampleMACrossOver strategy?

      I look forward to assisting you further.
      No, but I have no programming errors. No division by zero. I see in my log max price gap exceeded when running my strategy.

      Well, running SampleMACrossOver 2-nd time, I'm running to the memory leak , backtest stall and CPU lock.
      Last edited by xTrader1; 06-25-2010, 09:35 AM.

      Comment


        #4
        Hello,

        Ill look into this with the SameplMACrossOver to see if I can duplicate the second issue, as far as your first issue there something thats going on with what your using in your strategy thats causing the issue. Can you please send us your strategy to support at ninjatrader dot com and please simplify the strategy as much as possible that still keeps the same results so that we may narrow down what is causing the not expected results.

        Thank You.
        BrettNinjaTrader Product Management

        Comment


          #5
          I prefer not to send my proprietary code, but I think I can play with SameplMACrossOver to receive errors. As for my data, it's a tick data for 5 months.I can pack and send.

          Comment


            #6
            Sounds good. I will wait for your email! Also please put ATTN: Brett in the subject line.

            Thank You.

            I look forward to assisting you further.
            BrettNinjaTrader Product Management

            Comment


              #7
              I just started my own thread. But, then did a search to see if others were having issues with Renko charts. I guess I should of searched before starting a new thread.

              Anyway, I'm having these exact same problems. Except.. I can easily reproduce with default strategies. I wonder if the OPer still has the problems??

              Comment


                #8
                I have no problems with NT native renko.

                Originally posted by lookOutBelow View Post
                I just started my own thread. But, then did a search to see if others were having issues with Renko charts. I guess I should of searched before starting a new thread.

                Anyway, I'm having these exact same problems. Except.. I can easily reproduce with default strategies. I wonder if the OPer still has the problems??
                The problems were corrected in B19 (if I remember) and it had something to do with 0 volume ticks. The problems I had demonstrated themselves in crazy (and sometimes negative) Renko bar values.This bug disappeared.

                I have problems with no native Renko bar types, as WickedRenko , sbsRenko etc... , but they are not supported and I am on my own.

                In addition, there is a big problem with backward testing of all Renko bars. The results are not reliable, but rather biased toward trading success. This is not a software bug, but a feature arising from Renko definition.
                There is a very good discussion of this issue on bigmiketrading forum. See:
                Reviews, Strategies, Indicators & more | NexusFi community forum

                and

                Comment

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