Strategy Analyzer – Custom Draw Object and „Trade” TAB

[tamas]

Hello,

please try this:

- Create custom draw objects in any kind of sample strategy.
- Run backtest (selected „Trades” TAB)
- Click Chart.
Result: there are no custom draw objects on the chart.
- Click Summary TAB.
- Click Chart TAB.
Result: custom draw objects are on the Chart
- Click Summary TAB.
- Click Trades TAB.
- Click Chart TAB.
Result: there are no custom draw objects on the chart.

Best regards,
Tamas

[NinjaTrader_Jason]

Hello Tamas,

I tested your strategy on my end, however it displayed the drawing objects immediately when I selected the Chart-tab.

Can you please ensure you have version 7.0.0.20 installed. You can check the version at Control center-->Help-->About.

[tamas]

Hmmm ... interesting.

Please check this: DrawObjects.wmv

Tamas

[tamas]

My NT version: 7.0.0.20

[NinjaTrader_Jason]

Are you able to reproduce it each time on your end? I tested it again using the EURUSD but drawing objects appeared when I selected the Chart-tab for the first time.

I also tested an instrument in a custom created instrument list but it worked as expected as well.

[tamas]

I will come back ...

[tamas]

Good morning Jason,

i do not really understand, what should be the cause that it is not reproducable at your end. To answer your question it is absolutely reproducable at my end. To be on the safe side I tested it on another computer (virtualpc) with clean install.

You can see here: DrawObjectsVirtualPC.Wmv
(I uploaded in zip, if it is easier.)

I think, if you do the same as it can be seen on the movie, it has to be reproducalble at your end also. (I realised this a few NT version before, but i could not know exactly how to present/reproducable it.)

Tamas

[NinjaTrader_Jason]

I noticed in the video you compiles your NinjaScript files before you perform the backtest. I could not check if the NinjaScript files were compiled successful - did you hear a sound when you compiled the files?

I see that the drawing objects appear the first few times in your video. Only when you select the Trades-tab, subsequently perform a new backtest and then select the Chart-tab, it does not display the drawing objects. I can reproduce this on my end as well.

Thank you for reporting. I will forward your findings to Development.

[tamas]

I noticed in the video you compiles your NinjaScript files before you perform the backtest. I could not check if the NinjaScript files were compiled successful - did you hear a sound when you compiled the files?

Yes, i just switched off the audio during the record.

I see that the drawing objects appear the first few times in your video. Only when you select the Trades-tab, subsequently perform a new backtest and then select the Chart-tab, it does not display the drawing objects. I can reproduce this on my end as well.

I'm happy that you found at your end.

Thank you for reporting. I will forward your findings to Development.

Would it be possible to come back with answer?

Have a nice weekend,
Tamas

[NinjaTrader_Austin]

Tamas, yes, we will come back with an answer once we hear from development, which could take a few days.

[NinjaTrader_Christian]

Hi tamas !

The bug you reported in post #1 is fixed and the fix will be available with next update of NinjaTrader.

Thanks for reporting,
Christian

[tamas]

Christian, thanks your feedback.

Tamas

[tamas]

Hello,

i will post here two other interesting problems. Here because these are connected to this sample file (in post #1) and draw objects.

Tamas

[tamas]

Problem 1: exception in NT

I dont know, if it is bug or not. It does not come out at SampleMACrossOver, only if draw objest are used. The same sample file: in post #1.

- The backtest ran and chart TAB opened. (Eg. EURUSD)
- Click another instrument. (IT HAS NO HISTORICAL DATA! In movie: EURSGD)
Result: empty chart TAB --> OK
- Click back EURUSD.
Result in output window:
Error on calling 'OnBarUpdate' method for strategy 'SampleMACrossOverDrawObjects/41597a7c074443c3ad998e8cf65ebcdb': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

I realised it with random click away.

Because of the easier repducable here is the recorded movie (wmv and zip), log, trace. In first two minits you can see the problem, later you can see wtih my own code:

2010-09-04 11:04:55:582 ERROR: AW: ------ Error
2010-09-04 11:04:55:582 ERROR: AW: System.Collections - ArrayList - get_Item()
2010-09-04 11:04:55:582 ERROR: AW: System.ArgumentOutOfRangeException
2010-09-04 11:04:55:582 ERROR: AW: Index was out of range. Must be non-negative and less than the size of the collection. Parameter name: index
2010-09-04 11:04:55:582 ERROR: AW: ------ Error

Best regards,
Tamas

[tamas]

Problem 2: slower backtest

I think this is bug. It does not come out at SampleMACrossOver, only if draw objest are used. The same sample file: in post #1.

- Run backtest --> Dataseries: 60 minute. (Eg. EURUSD)
Result my end: ready immediatelly.
- Run backtest --> Dataseries: 1 minute. (on same instrument)
Result my end: ready a bit slower.
- Run backtest --> Dataseries: 60 minute. (on same instrument)
Result my end: ready after 2.5 minutes.

Because of the easier repducable here is the recorded movie (wmv and zip), log, trace.

I realised it, in a bigger timeframe as it can be seen in the movie. I thought that it was frosen, but because of timeframe it was waiting longer minutes. Strategy Analyzer window does not answer and statusbar does not update ("Running backtest on ....") in Main window.

Best regards,
Tamas