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Strategy Analyzer not working?
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Strategy Analyzer not working?
I tried using the Strategy Analyzer and when I run it, the analyzer does nothing. I do not see any trades show up even though I have debugging statements that prints out in the output window before the trades are being executed. Any idea on what would cause it to not work?
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I set TraceOrders = true and there were no changes in the output windows. There are also no errors in the log. According to my debug statements, there should have been a bunch of trades, and yet the summary all reads 0, there are no executions, no trades, no orders.
I am also using Zen Fire and according to the graph, Zen Fire supports historical data. I am also not checking for Historical either.
And the strategy does work because it has been running in real time without any problems.Last edited by mazachan; 07-10-2007, 04:58 PM.
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How about adding adding something like:
Print(Time[0].ToString());
as the first line in the OnBarUpdate() method. Then backtest it --> You should see DateTime output in the Output window. If you do not, then you do not have any historical data while running a backtest.RayNinjaTrader Customer Service
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Yes, I do have data as it has been printing out the market open and close times. I just tried this and it has historical data going all the way back to march for the ES 09-07.
Could it be that I am executing an ATM strategy as opposed to simple longs and shorts? Has anyone else had any issues like this? I tried this on another computer and I still get the same result.
I have attached 2 screenshots from the strategy analyzer after running the back test. There are no warnings or errors under the log tab.
I tried running the back test with the SampleMACrossOver strategy and that appears to work fine. However the SampleAtmStrategy produces the same results.Last edited by mazachan; 07-10-2007, 06:22 PM.
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