A weird situation with BarsRequired and CurrentBar

[pstrusi]

Hi Ninjas,

I'm trying to understand a confusing situation despite I have some experience and this should be a really point to understand.

I have a code, pretty simple actually, that has a loop to calculate a simple average in the form:

for ( int d = 1; d <= length; d++ )
{
Do sum
}

Previous to this calculation, I have the following requirement:

if ( CurrentBar< BarsRequired )
{
return;
}

Ok, here's the deal:

When I do a backtest, I've always set a BarsRequired >= Length, in order to allow calculations, BUT the weird thing is that results could vary greatly depending on the number of BarsRequired, and it has not sense at all, cause if I submit the minimum necessary, all calculations and result should be the same; so, why is this happening ?

I've trying to change "Maximum Bars Look Back" but the results are the same; they only will change upon a change in the minimum BarsRequired

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your post.

Are you detailing that the results are different if you use the same BarsRequired on two tests? Or that the results vary when using different BarsRequired?

[pstrusi]

Using different BarsRequired, the minimum necessary or greater, and it's thought that if BarsRequired is at least the minimum, rising a bit, it shouldn't vary much. Anyway, it's not an emergency, just a curious issue. Thanks

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your response.

What is the calculation that is being performed?

[pstrusi]

A simple sum that triggers a Buy or Sell order, that simple

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your response.

Is the sum based on any price data or changing variables?

[pstrusi]

Actually price data from a simple Range Bar chart

[pstrusi]

I'd like to ask you:

If you want to do a long backtest, which instruction would you use to count a minimum of BarsRequired for each day after the ExitOnClose of everyday?

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your patience.

The Bars Required will be from the left most bar. So changing the BarsRequired parameter to a larger value means you are viewing data starting a different point and thus the calculations will be different.

To calculate a number of bars after the session open you can use BarsSinceSession: http://www.ninjatrader.com/support/h...ncesession.htm

[pstrusi]

Thank you for that tip Patrick, it works as expected

Regards
PS