Possible bug on NT strategy Analyser chart dates

[Sidhartha]

Hi Guys,

I'm looking at a very small backtest from 01/01/2008 to 20/03/2008. Daily bars on the ES 03-08 contract. The strategy is in development, but I have noticed that the dates on the chart on the Strategy Analyser are not in line with those plotted on a seperate chart. As you can imagine it's making it harder to debug my strategy - which is why I noticed I guess.
The strategy analyser seems to be about 10 days or so behind where it should be, date wise.

Anyway, here are some screen shots... notice the cross hair and the date that it highlights on the x-axis in each case... and notice how far apart the relevant bars are. Clearly something weird going on.

Many Thanks

[NinjaTrader_JoshP]

Not sure what you mean. The data on both charts look exactly the same.

[Sidhartha]

Yes the data is the same Josh. But the dates displayed by the cross hairs on both charts are different. Look at the dates highlighted on the x-axis displaying where the cross hairs are located.

One is displaying 01/02/2008 (mm/dd/yyyy) and one is displaying 01/03/2008 (mm/dd/yyyy) - I tried to get them to display exactly the same date but this wasn't possible since NT greyed a date out, perhaps another bug - But anyway, the dates are a day apart, and you can see from where I'm positioned on the chart I'm actually about 13 bars apart... not one.

I've seen this before on strategy analyser... basically it highlights the wrong dates on the cross hair... which is clearly a pain if you are using th crosshair to track entries & exits in order to debug code...

[NinjaTrader_JoshP]

Unfortunately I could not reproduce on my end. Could you try again with the SampleMACrossOver strategy. If that strategy still persists with the behavior you are experiencing please try uninstalling NT6.5, uninstalling .NET 2.0, reinstalling .NET 2.0, reinstalling NT6.5.

[Sidhartha]

Ok Josh. Running the SampleMACrossover seemed to show the correct dates. I then re ran my strategy on the same data and the date problem seemed to have corrected itself. Weird.

No idea why.

[Sidhartha]

Josh. There is a definate bug here... Actually not just within strategy analyser. I also see it now occuring in the chart occasionally. It just loses track of the dates somehow... or they get offset by an amount anyway. I have no idea what's triggering it, and I don't see anything in the logs.

Anyway, I have also just noticed another bug. This one you should be able to replicate very easily. Again, just call up the ES 03-08 from 01/01/2008 to current date... and plot and EMA(5) on it... Notice the bar that the indicator starts plotting on th chart... It should start 5 bars in, but it actually starts 21 bars in. I have no idea if this is connected with the offsetting date problem.... But I've just been trying to debug my own indicator to see why it wasn't appearing sooner on the chart and it seems that it's not just my indicator.

Do let me know if you see it...??

I enclose a screenshot.

[NinjaTrader_JoshP]

Indicators by default plot after 20 bars (essentially on bar 21). The option to change this through the property BarsRequired.

http://www.ninjatrader-support.com/HelpGuideV6/BarsRequired.html

Have you tried my previous suggestions in the other post? If you are able to find exactly what is happening I would be glad to assist, but there is little I can do until I can reproduce on my end. Thanks for your efforts.

[Sidhartha]

Ahh. Didn't realise this Josh. Understand. Thanks.