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period and distribution not in line

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    period and distribution not in line

    Hi,
    please check attached images to see that period under strategy analyzer - periods tab is not in line with distribution. It is likely that it is in line with exit time and not entry times while there is no option to change it.
    N.
    I see it did not upload all files I saved from NT7. In case you do not see the error from this, write me, I can send it in email.
    Attached Files

    #2
    Hello nicknamed,

    There is an option to base Distribution on entry times. Please see the attached screenshot.
    Attached Files

    Comment


      #3
      I know perfectly - that is what I sent in screenshots, I just wanted to inform you that in period in different tab than Graph- Distribution , it is simply different, see the attached xls files to see the difference iom different times, they are not in line simply. so I just wanted to inform you about a bug.

      Comment


        #4
        Can you please set the Account Performance-tab to 'Mode = Currency'. Subsequently check if the 'Cum Profit' column in the Periods-tab resemble the values displayed in the Graphs-tab-->Distribution when it uses 'Exit Time'.

        Comment


          #5
          yes

          yes, it does, see attachments
          Attached Files

          Comment


            #6
            Hello nicknamed,

            Unfortunately it is as expected that the Distribution graph will not display the same values under the Periods-tab when you set 'Time base' to 'Entry Time'.

            When you set the Distribution graph to 'Entry Time', it indicates the PnL of all trades that started a certain hour and display the average cumulative profit of these trades.

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              #7
              obviously you did not catch the point, never mind

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                #8
                when you click on periods and see hourly distribution that is NOT in line with half hour view (simply does not correspond, does not make sense) as the hour view shows exit times and half hourly entry times the same way as distribution graphs do, I think then something is wrong. both should be entry or exit and it should be noted somewhere as one might think that both are to entry (in the periods tab, not the distribution graph view, where you can change it), but currently one is according to exit time, and the other to entry time, try it, see, it. if I could attach the csv files that NT generates, that would help. but ...whatever
                probably it is just whole misunderstanding on my side
                Last edited by nicknamed; 07-30-2010, 02:02 PM.

                Comment


                  #9
                  nicknamed,

                  Periods tab is always Exit based. Periods tab does not have an option to be Entry based. Only the Distribution graph has the option to be Entry based and when you set it to Entry based it would not be the same report as you have on the Periods tab. If you set it to Exit based in the Distribution graph, then it would match the Periods tab.

                  Attached screenshots I have 10:30 highlighted. You can see they are exactly the same on the Distribution graph and the Periods tab when used in Exit based mode for the Distribution graph.
                  Attached Files
                  Josh P.NinjaTrader Customer Service

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