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Strategy Analyzer pushing wrong price for close

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    Strategy Analyzer pushing wrong price for close

    I was doing backtests and I log all mine in a database for analysis when I saw a price that should not occur. My strategy is very complex so making a sample is very hard but I wanted you to see the error happening. If you pull up the charts for the day/time in question you will see that price is not available. I have tested this on 3 machines and they all produce it making me believe it is a bug on your side. I did an exit 20 secs before which gave me the right price for the first order but the 2nd one was done with just the "ExitLong" and the fromSignalname which resulted in a price that is way outside the list of prices (almost 8 pts)

    Symbol: ES 03-16
    DateTime: 12/31 1:56 EST

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    Last edited by MarketAlly; 09-19-2016, 09:17 PM.

    #2
    Hello,

    Thank you for the post.

    I wanted to check, you noted if we pull up the instrument time we could see the missing data.

    Can you provide the Timeframe you are using along with Data provider being used? The chart series type along with data provider would be important to be able to see the same set of data. If there is missing data, depending on the data provider, I may be able to report missing historical data.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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