Backtesting vs attaching a strategy to a chart

[ArmKnuckle]

I am having a problem with backtesting a multi-timeframe strategy. (3, 6, 15 minutes)

I can see results on a 3 minute chart when I attach a strategy to said chart, but when I backtest on the same instrument, date, and time frame my results are all **zeros**.

Is there a way to remedy this?

NT8 - 8.0.0.11 (Beta) - 64 bit

[NinjaTrader_ChelseaB]

Hi ArmKnuckle,

For future reference, below is a link to the NinjaTrader 8 Beta section of the NinjaTrader forums.
http://ninjatrader.com/support/forum...splay.php?f=59

Are you able to reproduce this behavior using the SampleMACrossOver script?

May I have screenshots of the parameters in the Strategy Analyzer and a screenshot of the parameters used for the script on the chart (from the Strategy Window and the Data Series window)?

[ArmKnuckle]

The backtesting results of the SampleMACrossOver do not match what appears on the chart.

X - 3 minutes - June 24, 2016

At least I see some results on the Backtest with SampleMACrossOver.


Attached are the images you requested.

[NinjaTrader_ChelseaB]

Hello ArmKnuckle,

The settings are not the same in the screenshots.

The amount of data being tested on the chart is 30 days.
(June 1st through June 30th)

The amount of data being tested in the Strategy Analyzer is 1 day.
(June 24th)

The session template of the chart is US Equities RTH.

The session template of the Strategy Analyzer is <use instrument settings>.
(Since you must have made this instrument yourself in the Instrument window (or by loading on a chart which automatically creates a new instrument in the Instrument window with blank and default settings), its very possible this is using the Default 24 / 7 template)

For any trades made in real-time the Chart has the strategy running OnEachTick (meaning that OnBarUpdate is triggering in real time on each time).

The Strategy Analyzer is running OnBarClose (meaning that OnBarUpdate is triggering once on every 3 minute bar).


No, the results will not be the same when you are testing over completely different data, with different session templates.

[ArmKnuckle]

Such a quick response.

You have inspired me to attack this situation with all the ferocity that my mind/body can endure.

Thanks for the info!