tying exits to entries

[TheCD]

I have written a strategy which works quite well on historical data, allowing me to open two or more positions in the same direction, each having their own targets and stops, and each exits when their own conditions are met.

However, when I attempt to backtest this in the Strategy Optimizer, the links of exits to their respective entries are broken. Can anyone explain this, or how to get around it.

Screenshots attached.

[NinjaTrader_Ben]

Hello,

What in your screen shot indicates the link is broken?

[TheCD]

The partial exit on the third bullish candle in the circled area, at 1.0876, should be tied to the "BUY 20090603 705" entry. In the historical data, it is correct. But in the chart shown in the strategy analyzer, and in the associated orders and trades, it's getting tied to the earlier entry, thus throwing off the partial exits. I've checked in Visual Studio debugging, and it is setting the limit order with the correct fromEntrySignal parameter.

From my searches, i think it might be related to what has been called a bug in v6.5. I am just trying to find out if i should wait for v7, or try to find a workaround now.

http://www.ninjatrader-support2.com/vb/showthread.php?t=22834&highlight=fromentrysignal

http://www.ninjatrader-support2.com/vb/showthread.php?t=22758

[NinjaTrader_Bertrand]

TheCD, which NT 6.5 release version are you runnning currently? You can check under Help > About.

[TheCD]

6.5.1000.14

[NinjaTrader_Bertrand]

I checked into things and you're correct, you've run into a bug we fixed for NT7.

[TheCD]

Is there any word on when v7 is being released?

[NinjaTrader_Bertrand]

TheCD, our beta testing is going very well - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

Historically this phase takes 2-3 months for us, so we target Jan 2010 for NT7's first production release and as this point we don't see it changing.