Strategy Analyzer BarsBack

[cdcaveman]

i need a better explanation as to what "BarsBack" means.. and maybe an example.. i don't understand..

[NinjaTrader_Bertrand]

cdcaveman, are you referring to the Strategy Analyzer or Strategy Wizard here?

MinBarsRequired means: how many bars to skip as the chart begins to give calculations enough data to initialize properly.

MaximumBarsLookback means: how many historical data points are accessible for custom DataSeries objects in your code, normally ok if you leave it on the default 256 setting to have a lower memory use

[cdcaveman]

Min bars required then means.. that your skipping bars to to reduce the amount of imput giving to compute? so if you say.. 5 .. every 5 bars its checking to see if parameters are met?

[NinjaTrader_Bertrand]

No, this would just ignore then for example the first 20 bars on the chart and start all calculations from this point on, it will not skip any bars throughout the running testing.

[cdcaveman]

No, this would just ignore then for example the first 20 bars on the chart and start all calculations from this point on, it will not skip any bars throughout the running testing.

i'm a little confused as to the reason why one would wanna start a particular number of bars back..

[NinjaTrader_Bertrand]

As an examlpe consider you instruct NT to backtest a strategy on 3000 bars going back from today.

What will happen with a MinBarRequired of 20 is this - the backtest will start on bar 20 and will work through each bar until it hits the last date.

The first 20 bars of non trading will give indicators the chance to start up their values to provide a meaningful output for strategy trading them.

[cdcaveman]

oh ok.. so basically in order for the signals to be generated there has to be a certain number of bars to get the signal generated from.. makes sense now

[NinjaTrader_Bertrand]

Yes, that's correct - for many strategies that's a good approach to make sure indicators had some time to initialize.

[cdcaveman]

on the Condition Builder... theres a "Bars ago" field.. . whats that mean?

[NinjaTrader_Bertrand]

If you setup a condition to compare SMA value for example, you can specify which value to compare with, the current one (index 0) or for example the one 3 bars ago.

[cdcaveman]

If you setup a condition to compare SMA value for example, you can specify which value to compare with, the current one (index 0) or for example the one 3 bars ago.

i'm still not clear on that.. can you give me an example??

[NinjaTrader_Bertrand]

If you would like to express - for a buy my MA value now has to be great than the one 3 bars ago, then this filed would let you express it, you would set this to 3 to indicator to check this value 3 bars ago and not on the current bar worked with.

A simple example would be for example under the 2nd section here -

http://www.ninjatrader.com/support/helpGuides/nt7/condition_builder.htm

[cdcaveman]

i understand that... so say for a SMA crossover it has to have happen. say 3 bars ago.. not currently.. or 10 bars ago whatever that barsback parameter you put is.. thanks