Bug Report 2

[aytacasan]

Hello again,

Plese consider previous post http://www.ninjatrader.com/support/f...ad.php?t=60092. At this post there is a strategy running tick by tick. In this strategy position.marketposition checking with if statements. I mean;

if (Position.MarketPosition == MarketPosition.Long) { Do someting }
if (Position.MarketPosition == MarketPosition.Flat) { Do someting }

if i change this code like this;

if (Position.MarketPosition == MarketPosition.Long) { Do someting }
else if (Position.MarketPosition == MarketPosition.Flat) { Do someting }

test results are trades, entry/exit times, profits, losts are same but in performance report there is little difference; only average MAE, MFE and ETD values are different, all other values(porift, loss, net profit, profit factor, trades counts etc.) for performance report are same.

I think there is general floting point problem but i wory about is this normal; for example first test average MAE is $60,21 and for second test average MAE is $60,42. I think, this difference is so big. Isn't it?

Have a nice day.

[NinjaTrader_Lance]

Do you have a simple sample script, test settings, and test period that replicates the issue you are seeing so that I can test on my end?

Located in (MY)Documents\NinjaTrader 7\bin\Custom\Strategy

[aytacasan]

Hello Lance,

Sory, this strategy will use for commercial purposes. I can't share it but maybe draft will be useful for you.I think entry/exit conditions are not important in this situation. I think more important things are, using short term chart for example 2 min chart and generate almost 1000 trades. Actually these average values not very important for, I just wanted to let you know.

Thanks.

[NinjaTrader_Lance]

Ok, In order for me to test it, it would need to be a script simplified down as far as possible that can replicate the issue.

So just let me know if you'd like me to look further into this.