Strategy analyzer multi time frame chart discrepancy

[marc.newlin]

Hello,

I have two questions about how the strategy analyzer deals with order entry and exit times in a multi time frame strategy.

In this case, the base time frame is 1 minute, but the strategy will also place orders against other time frames. I open positions using EnterLongLimit and EnterShortLimit, and set barsInProgressIndex to the index of the Bars array that generated the entry signal.

I've noticed that the entry and exit times listed by the strategy analyzer appear to only increment by the time frame of the Bars array passed in to EnterShortLimit. So, for an order that was generated by a 60 minute signal, the entry and exit times will always be listed as xx:00. When an order is closed before the end of one bar, the entry and exit times are then the same. Is this the intended behavior? I just want to be sure that I understand this correctly so I'm not misinterpreting test results.

Because a 60 minute order is displayed on the 1 minute chart, when the order closes during the same 60 minute bar, it shows up on a single 1 minute bar like this:



Is this anything for me to worry about, or can I simply ignore how it's displayed?

[NinjaTrader_Ben]

Hello,

Yes, this is expected behavior. The data that is available in any bar in progress is limited to that bar series that is in progress at that time.

[marc.newlin]

Ben,

Thanks for the clarification. In the case of a multi time frame strategy, do the all the bar series share the same generated tick data?

Marc Newlin

[NinjaTrader_Ben]

Hello,

Yes, the do have the same underlying tick data, but the strategy analyzer works off of close bar information. This link may help:

http://www.ninjatrader-support.com/HelpGuideV6/Overview37.html