Backtesting Multi-Timeframe does not match real market data.

[KBJ]

Optimization of bar Intervals

how would you go about optimizing these values since NT does not support optimization on bar intervals?

The way I've been doing it is in the attachment.

I defined a parameter called BarsPerPeriod, and it may be used to select any time frame and may be varied by the Optimizer.

For more info, the file actually is commented -- let me know if its adequate to your understanding.

Best regards,

KBJ

[NinjaTrader_Dierk]

Sorry what you're trying does not work. NT is not designed to take an "BarsPeriod" parameter in the Initialize method to run it by the optimizer.

It may appear so, but it will not work and you will hit the wall "here or there". We recommend not trying that.

Note: Fixed "BarsPeriod" values are fine.

[richa61416]

Yup. Dierk is right. When it come to determining whether your strategy would work best on a different time frame, Ninja trader cannot help you with that, You actually have to input them yourself, and then optimize on different parameters for your indicators.