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Wrong results on simplest of backtests

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    Wrong results on simplest of backtests

    Hello,

    I am running a backtest on the SampleMACrossover strategy but I seem to be getting the wrong results... Specifically, Entry and Exit points are erroneous.

    Are you aware of any problems using Strategy Analyzer on NT 7.4?

    Help please, I am REALLY frustrated.

    Thanks,

    Stopped

    #2
    Hi stopped,

    Can you please let us know how you feel the entry and exit points are erroneous? It may help to walk us through what you're doing in the platform, what you expect to see, and what you are seeing instead.
    Ryan M.NinjaTrader Customer Service

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      #3
      Ok, here is just one example (see attached): The Exit at 1301 (red circle) does not seem right. If I understand this strategy correctly, a short trade as in this case would only close and reverse into a buy trade if and when the Fast MA closes above the Slow MA. This did not happened at that point.
      Attached Files

      Comment


        #4
        That exit is due to ExitOnClose handling, an available property when running any strategy. You can disable this by setting to false.
        Ryan M.NinjaTrader Customer Service

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          #5
          Great, problem solved, thank you for pointing this out

          Comment

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