Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Strategy Analyzer has serious problem

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Strategy Analyzer has serious problem

    Hi ninjas,

    Doing backtest, I've found out an error that affects the trust that I could have on results from Strategy Analyzer.

    This issue is pretty simple. In the jpg file attached, you could see in the trade initiated at 2:41:18, a long for EURUSD 100.000 at 1.3564, sold at 1.35685, which gave a profit of us$ 40, BUT in the row of cumulative profit, you could see that the accumulative of total profit is carried wrong, in this case: last balance before the trade 15.180, then that plus 40 = 15190 ???

    This issue really gave me a very umconfortable lack of trust in all my studies.

    Please address this issue in a very urgent upgrade.
    Attached Files
    Last edited by pstrusi; 10-15-2013, 03:42 PM.

    #2
    Hello pstrusi,

    Thank you for your post.

    This appears to be due to when that position was opened and closed. A position that is opened before it at 23:25 the previous day closes after the position in question. I would sort by Exit Time to see if the Cum. Profit is more accurately portrayed, also try sorting by the Trade number.

    Please let me know if sorting by Exit Time or Trade number shows expected accumulation of profit.

    Comment


      #3
      Thanks for your response Patrick.

      This issue is really driving me crazy. I've just uploaded a new jpg file. There you could see that actually is shown in a weird way. For example, the highlighted trade, has a entry time of 3:09:48 and a crazy Exit time of 2:41:18.
      I can understand that depending on sort input, you will have different screen, but in the case of the commented trade, how is possible that a trade is been closed before its entry time? that doesn't make sense at all.

      Please check it out and let me know

      Comment


        #4
        Hello pstrusi,

        Thank you for your response.

        Yes, that is unexpected. Do you see the same similar irregularities in the results using the SampleMaCrossOver strategy for the same settings in the Strategy Analyzer?

        I look forward to your response.

        Comment


          #5
          When I did the test using the SampleMaCrossOver there was not any issue like this.

          Let me give you some additional info, that could be the origin.

          My script uses a simultaneous Bar range, but in a very simple way, I mean, the script calls the right bar using BarsInProgress and do a simple math and then takes a position. It's just four different bars, so having in mind that the script is pretty simple, it doesn't have sense.

          Any ideas and how to debug this issue ?

          Comment


            #6
            Hello pstrusi,

            Thank you for your response.

            What are the bar series in the strategy as well as the primary bar series the strategy is applied to?

            Comment


              #7
              An upgrade of status:

              With the same input, I've tried again and I got logic results, ordered as it should be. I didn't make any change in the script, or input..etc and I didn't re-start NT or anything similar. This is very weird. This shows that the script is not the cause of this issue

              Comment


                #8
                Main bar is 12, the others 16, 18, 22.

                Never mind Patrick, I continue to get results shown correctly. If I had issue again, I´ll let u know

                Thanks for your attention
                Last edited by pstrusi; 10-15-2013, 04:42 PM.

                Comment


                  #9
                  Hello pstrusi,

                  Thank you for your response.

                  I agree I do not believe it is directly related to the script, as it is working properly now. This item is covered at the following link as well: http://www.ninjatrader.com/support/f...ad.php?t=33496

                  Comment

                  Latest Posts

                  Collapse

                  Topics Statistics Last Post
                  Started by bsbisme, Today, 03:42 PM
                  0 responses
                  1 view
                  0 likes
                  Last Post bsbisme
                  by bsbisme
                   
                  Started by renner1984, Yesterday, 01:50 PM
                  3 responses
                  10 views
                  0 likes
                  Last Post NinjaTrader_Jesse  
                  Started by Vikuno1, 06-15-2024, 10:22 PM
                  6 responses
                  33 views
                  0 likes
                  Last Post Vikuno1
                  by Vikuno1
                   
                  Started by DonMiguelo, Today, 02:19 PM
                  1 response
                  7 views
                  0 likes
                  Last Post NinjaTrader_ChelseaB  
                  Started by merc410, 05-02-2024, 03:41 AM
                  5 responses
                  208 views
                  0 likes
                  Last Post BonnPlayer  
                  Working...
                  X