backtest drawing, stats & monte carlo

[greg814]

Hi,

I have a few questions concerning backtesting on lists in NT 7.0.0.20.

1) Since in my strategy I am running a few checks related to Fibonacci Retracements I would like for them to be displayed in the chart. I'm trying to achieve this like that:

DrawFibonacciRetracements("fib"+CurrentBar, true, Fib1Ind, Fib1, Fib2Ind, Fib2);

Works perfect for backtest on the single instruments, but the same charts get messed up when running on a list. Can you reproduce that problem? (The stats are the same, so apparently everything else is not affected.)

2) Combined stats in Summary: Is there a reason why no merged trade collection with all graphs and proper stats (rather than some dubious weighted means) are available for the "Combined" entry? That would be much more insightful and a great thing to add!

3) Thanks for the Monte Carlo Simulation, it is a very helpful tool to work with! My problem is that because of 2) it is not possible to run it on the trade collection of a list. I'm running my strategy on the whole Forex but for an individual currency pair I'm having only small trade samples even over two years backtesting which makes the MC Sim meaningless. And also, of course, I am interested in how the whole list performs. If all trades were listed in one merged collection the sample would be big enough to produce the (statistically significant) results I am after.

Thanks for your great work!

[NinjaTrader_Bertrand]

Hi Greg, thanks for your kind words and suggestions, those are already on our feedback for future consideration.

I'll look into reproducing your drawing issues shortly here.

Thanks for reporting in to us.

[NinjaTrader_Bertrand]

Greg, I saw this drawing issue when backtesting a list, too - we'll look into.