Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

graphical bug in performance overview

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    graphical bug in performance overview

    I was simulating 4 strategies on the same instrument for 2 days, everything was fine, at the same time I managed somehow to crash NT with a detailed backtest of another instrument while loading data to fill the performance overview information.

    After restart I flattened all positions and restarted the strategies by enabling them - There was a discrepancy between realtime and realtime & historical performance - on the the 2 days it was running! In the perf. overview things (still) look messy in the performance graphs tab. Eventually NT crashed with a big red X, after 2.nd restart managed a screenshot.

    I had encountered this problem in previous versions but hard to reproduce since NT must crash somehow during real time strategy simulation.

    Edit: This bug seems not only to be graphical since the results in the performance overview are also different.
    Attached Files
    Last edited by azuul; 07-09-2010, 01:19 PM.

    #2
    Hello,

    What version of NInjaTrader 7 beta are you using. This is located in the control center->Help->about to the right of the NinjaTrader logo.

    I look forward to assisting you further.

    Comment


      #3
      7.0.0.18

      I can enable and disable the strategy, this problem with weird lines persist, also the P&L for historical/real-real time is not reflecting the truth anymore. After removing the strategy and adding it new things seem normal, but the result for real-time performance is of course also lost.
      Last edited by azuul; 07-09-2010, 05:28 PM.

      Comment


        #4
        azuul,

        We will need your log/trace files as Brett has requested. Can you please also send in your .SDF database? Thank you.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Hello,

          I am able to reproduce any time the following, seems to be a bug:

          1. enable a strategy in simulation mode with real time data. (take e.g. MA crossover) - wait for some executions
          2. terminate NT via taskmanager (= simulate a NT /PC crash for whatever reasons)
          3. restart NT and enable the same strategy again - check for strategy performance Historical&Realtime: it is not consistent anymore, chart tab shows why: In addition to real time trades, historical trades are added even during the "real-time trading time - this behavior continues after the restart while new trades are recorded.

          If you simulate for serveral days and then crash, the lines in the chart tab of the performance overview can be very weird and while watching /scrolling back a few days, eventually NT can crash with a big red X

          I encountered this behavior every time after an improper NT shutdown and just "simulated" it the way I described it. Not sure if you looked into it yet, if not please try to reproduce.

          It seems important, because the strategies can be recoverd after a crash, but the combined performance shown is not true anymore if you reenable the strategies.
          Last edited by azuul; 07-20-2010, 07:51 AM.

          Comment


            #6
            azuul,

            We will still need your database to be able to test what you are seeing. Please ensure the database contains trades from SampleMACrossOver so we can test with that strategy and have an exact match, otherwise we will also need the strategy you ran so we can replicate the same scenario. Thanks.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              its is about 90MB in size - and about 99.9999% of the content irreleavant for the problem. I think it is easier and faster if you try reproduce yourself, it does for sure not take longer than uploading /downloading 90MB
              Last edited by azuul; 07-21-2010, 07:26 AM.

              Comment


                #8
                azuul, I have been able to reproduce this behavior and I will submit my findings to development and see what they have to say.
                Attached Files
                AustinNinjaTrader Customer Service

                Comment


                  #9
                  azuul,

                  Development has informed us this is a limitation. When re-enabling the strategy from the grid it will get all "live" executions from the previous instance. These executions from the prior instance might interfere with the historical executions from the current instance thus creating the criss crossing.

                  For the red x crash, can you please try updating to B19 and trying again? We were able to reproduce on B18, but on B19 we are no longer able to so believe it should be fixed.
                  Josh P.NinjaTrader Customer Service

                  Comment

                  Latest Posts

                  Collapse

                  Topics Statistics Last Post
                  Started by guyonabuffalo, Yesterday, 10:01 PM
                  2 responses
                  17 views
                  0 likes
                  Last Post guyonabuffalo  
                  Started by thumper57, Yesterday, 04:30 PM
                  5 responses
                  14 views
                  0 likes
                  Last Post thumper57  
                  Started by reynoldsn, 05-10-2024, 07:04 PM
                  5 responses
                  26 views
                  0 likes
                  Last Post NinjaTrader_BrandonH  
                  Started by llanqui, Today, 11:10 AM
                  1 response
                  16 views
                  0 likes
                  Last Post NinjaTrader_BrandonH  
                  Started by llanqui, Today, 10:29 AM
                  1 response
                  12 views
                  0 likes
                  Last Post NinjaTrader_BrandonH  
                  Working...
                  X