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Strategy backtest works and then doesn't

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    Strategy backtest works and then doesn't

    I have been back testing a strategy today; it's been taking each and every trade and then all of a sudden it's now just taking one trade and then stopping (despite having done nothing). Any thoughts as to what might cause that to happen?

    PS. To clarify with a larger test period it previously had taken 1,000 trades and now takes 13.
    Last edited by darrentate; 02-26-2015, 01:09 PM.

    #2
    Hello darrentate,

    Thank you for your post.

    I would not have any ideas based on the information you provided.

    Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

    Were the previous trades on historical data or backtesting?

    Comment


      #3
      It's not producing any errors to the output screen or the log.

      I previously had this problem; I removed some code that produced a 30 minute VPS heartbeat and it worked fine. Now suddenly it's gone back to how it was (the code is still out) taking barely 10% of the trades.

      The script is multitime frame and contains barsinprogress and a barssinceentry clause (which I have removed to no avail). It's running using historical data in the strategy analyser.

      The only weird thing I've noticed that occurs is that at the very end it producedssome output showing that's its running again but on another instrument (that's not even selected nor mentioned in the code). Just a few lines and nothing else.

      Comment


        #4
        Hello darrentate,

        Thank you for your response.

        Please send me your log and trace files for today so that I may look into what occurred.

        You can do this by going to the Control Center-> Help-> Mail to Platform Support.

        Please reference this thread in the subject of the e-mail: "http://www.ninjatrader.com/support/forum/showthread.php?t=72254"

        Comment

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