Backtest Problems

[Phaseshifter]

Hello Ninja Trader Support Team,

I have a very big problem with the backtesting tool.
I have developed a strategy which is basically doing this:

only buy long if sma1 > sma2
only buy short if sma1 < sma2

if (SMA(25)[0] > SMA(50)[0]
     && Stochastics(3, 5, 2).D[0] < 55
     && Stochastics(3, 5, 2).K[1] < 30 || Stochastics(3, 5, 2).K[2] < 30)
            {
                EnterLong; 
            }

but the strategy is still doing short orders when the short sma (turquoise) is on top of the longer sma (orange).

please see attached screenshot.

on this screenshot you will notice the second problem I have - see that long entry at 9550 at 19:39 in the middle of the screen? price has not touched this entry but the entry marker is there. Include commission is set to false.

I am using latest ninja trader Version (6.5.1000.12)

[NinjaTrader_Austin]

Hi Phaseshifter, the code you posted only deals with the long entries. What are you using for short entries?

Regarding your second problem, have you read the page describing the differences of backtesting?

[Phaseshifter]

hi austin!
thanks for your fast response.

here ist the short entry:

            // Condition set 2
            if (SMA(25)[0] < SMA(50)[0]
                && Stochastics(3, 5, 2).D[0] > 45
                && Stochastics(3, 5, 2).K[1] > 70  || Stochastics(3, 5, 2).K[2] > 70
)
            {
                EnterShort; 
            }

for me it looks like that if there are more condition sets NT sometimes "forgets" about one or more conditions. is this somehow possible??

how can I avoid this behaviour and make sure only short trades are entered during a downtrend defined by the moving averages?


Concerning the second question I still can't answer why the order gets filled outside the bar's (high or low). For my understanding the bar should always reach the trade's price, or am I wrong here??

Taken from your link - "During a backtest assumptions are made on the fill price of an order is based on the OHLC of a bar and the price of the order itself."

[NinjaTrader_Austin]

            // Condition set 2
            if (SMA(25)[0] < SMA(50)[0]
                && Stochastics(3, 5, 2).D[0] > 45
                && Stochastics(3, 5, 2).K[1] > 70  || Stochastics(3, 5, 2).K[2] > 70
)
            {
                EnterShort; 
            }

for me it looks like that if there are more condition sets NT sometimes "forgets" about one or more conditions. is this somehow possible??

NT doesn't forget about conditions. It is possible for the conditions to not be nested right, so it appears NT forgets. Please try the following code for a method to work out when code triggers:

// first check SMA stuff
if (SMA(25)[0] < SMA(50)[0])
{
    Print("SMA 25 < SMA 50");
    
    // then check current Stoch stuff
    if (Stochastics(3, 5, 2).D[0] > 45)
    {
        Print("Stoch.D[0] > 45");

        // lastly, check past stoch stuff
        if (Stochastics(3, 5, 2).K[1] > 70  || Stochastics(3, 5, 2).K[2] > 70)
        {
            Print("past stoch stuff checks out, enter short");
            EnterShort();
        }
    }
}