Output Problem.

[Drakmyre]

Hey Everyone,

I've made a strategy based on an indicator I posted about on this site. When I use the Strategy Analyzer to backtest it, even though on the chart it outputs correctly on the readout after the backtesting all I get is losses. Anyone know what's going on?

[Baruch]

First you don't need to exit short to enter long! NT does it by itself.

[Baruch]

Second, all losses is good, very good. Just reverse your positions.

[Drakmyre]

Baruch,

I would expect some variation in the returns though.

And I added those commands to see if they made a difference, they didn't. .

[NinjaTrader_Bertrand]

Please post also the updated script you have now running - are the Draw Arrows plot as you would expect based on the rules set?

[Drakmyre]

Arrows.

Hey Bertrand,

It does display the arrows correctly.

I've noticed that when I don't include commissions it's fine but when I do it's not.

[NinjaTrader_Bertrand]

Then I would suggest checking into your commission values setup -

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

[Drakmyre]

Hello,

It works on the other strategies. Maybe since it's volume based and not price based?

[NinjaTrader_Bertrand]

Sorry I don't follow - if the indicator uses volume and your underlying data has none to offer, of course calculations would be off...from the screenshots trades are entered as expected, but I had a hard time spotting any winning trade...

[Drakmyre]

Hey Bertrand,

There are two small ones. If I do it without commissions then it does it fine. I was just guessing that maybe since they might not have volume data for back then, it may not work. But it does work, just not when I ask to include commissions.

[NinjaTrader_Bertrand]

Then as noted earlier I would suggest playing around with the entered commissions, with 2 small winners and too high commissions, all trades would be easily negative...