Same strategy, different ninjascript, different results

[NGorodzhiy]

My friend created a strategy for me and then I made a simple version out of it but the results are different. Can you please tell me why the results are different. This is his strategy:

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class Nikita : Strategy
{
#region Variables
// Wizard generated variables
private int movAvgLength = 200; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
Add(SMA(Close, movAvgLength));

}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
SMA MovAvg = SMA(movAvgLength);
RSI rsi = RSI(2, 1);

if(Close[0] > MovAvg[0] && rsi[0] <= 10)
{
EnterLong(DefaultQuantity, "Long");
}

if(Close[0] < MovAvg[0] && rsi[0] >= 90)
{
EnterShort(DefaultQuantity, "Short");
}

if (rsi[0] > 50)
ExitLong();
else if (rsi[0] < 50)
ExitShort();

}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int MovAvgLength
{
get { return movAvgLength; }
set { movAvgLength = Math.Max(1, value); }
}
#endregion
}




This is how I coded it:

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// RSI(2) w/ MA.
/// </summary>
[Description("RSI(2) w/ MA. ")]
public class RSI2MA : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//Enter long
if(CrossAbove(Close, SMA(200), 1) && RSI(2, 0)[0] <= 10);
{
EnterLong(DefaultQuantity, "Long");
}
//Enter short
if(CrossBelow(Close, SMA(200), 1) && RSI(2, 0)[0] >= 90);
{
EnterShort(DefaultQuantity, "Short");
}

//Exit long
if(RSI(2, 0)[0] > 50);
{
ExitLong("Exit Long", "");
}
//Exit short
if(RSI(2, 0)[0] < 50);
{
ExitShort("Exit Short ", "");
}
}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}

[NinjaTrader_PatrickH]

Hello NGorodzhiy,

Thank you for your post.

The only difference I see is that the smooth is 1 in the other strategy where it is 0 on yours.

[NGorodzhiy]

It is not that because I have changed the smooth period to 1 in my period and the results are still drastically different.

[NinjaTrader_PatrickH]

Can you provide some examples for comparison? If you can, please provide screenshots.

[NGorodzhiy]

Here it is: http://imgur.com/a/8zbPm

The first one is using my friend's ninjascript, second results are using my ninjascript.
Same instrument(SPY) and same length.

[NinjaTrader_PatrickH]

Can you attach the two files to your response for the strategies? And please attach screenshots of the settings used for the backtest.

[NGorodzhiy]

Radin is using my friend's ninjascript,
Nikita is using my ninjascript.

[NGorodzhiy]

The files seem to be too large in dimensions, I will upload them again.

[NGorodzhiy]

Radin is using my friend's ninjascript,
Nikita is using my ninjascript.

[koganam]

Your friend's code:

protected override void OnBarUpdate()
{
SMA MovAvg = SMA(movAvgLength);
RSI rsi = RSI(2, 1);

if(Close[0] > MovAvg[0] && rsi[0] <= 10)
{
EnterLong(DefaultQuantity, "Long");
}

if(Close[0] < MovAvg[0] && rsi[0] >= 90)
{
EnterShort(DefaultQuantity, "Short");
}

if (rsi[0] > 50)
ExitLong();
else if (rsi[0] < 50)
ExitShort();

}

is not at all similar to your code:

protected override void OnBarUpdate()
{
//Enter long 
if(CrossAbove(Close, SMA(200), 1) && RSI(2, 0)[0] <= 10);
{
EnterLong(DefaultQuantity, "Long");
}
//Enter short 
if(CrossBelow(Close, SMA(200), 1) && RSI(2, 0)[0] >= 90);
{
EnterShort(DefaultQuantity, "Short");
}

A "close above" is a very different condition from a "CrossAbove".

[NGorodzhiy]

What exactly do I have to change to match my friend's code?

[sledge]

What exactly do I have to change to match my friend's code?

Copy it. Don't change anything.

[NGorodzhiy]

But I want to know what exactly I need to change, because if not I will never learn. Please help. Thanks.

[koganam]

What exactly do I have to change to match my friend's code?

Use "Close" where he uses "Close". Why did you change it to "CrossOver"?

[NGorodzhiy]

I do. CrossAbove and CrossBelow is his version of ">" and "<".