Timing With Pairs Strategy

[cems1]

I recently downloaded Perry Kaufman's "Timing With Pairs" strategy from the March 2014 issue of TASC from the NinjaTrader link file named March2014SC.

When I try running it in Strategy Analyzer and select it in the backtest dropdown menu, none of the parameters populate. It just retains the parameters from the last strategy that was selected as if the Timing With Pairs strategy doesn't exist.

I'm running NT on two separate machines and the same thing happens on both. I haven't come across this problem before. Any suggestions?

Mike

[NinjaTrader_CalH]

Hello Mike,

Thank you for your note.

I tested the strategy on my end and was able to get the parameters to show.

Can you please go to (My) Documents -> NinjaTrader 7 -> Templates -> Strategy and delete and XML files that are in this folder and retest the Strategy Analyzer.

[cems1]

Thanks for the reply, Cal.

I don't have any XML files in that folder. Still no change.

[NinjaTrader_PatrickH]

Hello cems1,

Thank you for your response.

When this occurs in the Strategy Analyzer please check the Log tab of the NinjaTrader Control Center. Do you see any errors? If so, what do they report?

[cems1]

Hi Patrick,

Here is my log...

Thanks for your assistance.

[NinjaTrader_PatrickH]

Hello cems1,

Thank you for your response.

This is a programming issue with the TimingWithPairs and StressFunction. I will need to implement a fix for this code and I will update the file sharing section and this thread when complete.

[cems1]

That's what I suspected, but why did it work for Cal if it's the same file?

Anyway, thanks again for looking into this.

Mike

[NinjaTrader_PatrickH]

Hello Mike,

Thank you for your response.

It is also works on my end, the reason it is malfunctioning is the call to BarsPeriod in the Initialize() method. The bars are not guaranteed to be loaded in Initialize() it is only afterwards. I am going to add in some additional parameters to alleviate this issue.

[NinjaTrader_PatrickH]

Hello Mike,

Thank you for your patience.

I have updated the TimingWithPairs and StressFunction at the following link: http://www.ninjatrader.com/support/f...d=5&linkid=609

[cems1]

Excellent! Working fine now, just had to change the default instrument from "SPY" to "AAPL" in the strat code because I couldn't pull up SPY in Instrument Manager. I've since, however, figured out how to add new instruments and can now use SPY.

Thanks again to you and Cal for taking the time!