Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Wierd Backtest Results
Collapse
X
-
Wierd Backtest Results
I just started working with multi contract strategies and i'm getting some wierd results from the strategy analyser. Sometimes when looking at the percent gain the number will be red but be positive, this seems to happen when there is a net loss in terms of points but a gain in terms of percent, which really doesn't make sense to me. After examining the results it seems that percent changes are not weighted according to the size of a trade. i.e a 1% gain on one contract is the same a as a 1% gain on 10 contracts. Is there any way to modify the strategy analyser settings so that %changes are weighted?Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by poplagelu, Today, 05:00 AM
|
0 responses
3 views
0 likes
|
Last Post
by poplagelu
Today, 05:00 AM
|
||
Started by fx.practic, 10-15-2013, 12:53 AM
|
5 responses
5,407 views
0 likes
|
Last Post
by Bidder
Today, 12:22 AM
|
||
Started by Shai Samuel, 07-02-2022, 02:46 PM
|
4 responses
98 views
0 likes
|
Last Post
by Bidder
Today, 12:11 AM
|
||
Started by DJ888, Yesterday, 10:57 PM
|
0 responses
8 views
0 likes
|
Last Post
by DJ888
Yesterday, 10:57 PM
|
||
Started by MacDad, 02-25-2024, 11:48 PM
|
7 responses
160 views
0 likes
|
Last Post Yesterday, 10:23 PM |
Comment