Testing Strategies on different Instruments

[Zoechmeister99]

Hey guys,

I wrote a strategy and it performs really well on the ES, so I tested the same strategy on other Instruments.

The weird part now is, that on some it performs as well as on the ES, but on others it crashes completely.

My question now is, should I be worried about that, or is it normal that a strategy does not perform on all Instruments?

Best regards
Stefan

[NinjaTrader_ChrisL]

Hello Stefan, thanks for your post.

When you run the strategy on different instruments the platform crashes to the desktop or do you mean the strategy performance is not good?

Do you see any errors in the Log tab of your Control Center? If so what do those errors say?

I can provide more instruction if you clarify if the strategy is causing the entire platform to crash to desktop, or if you are seeing something different.

Best regards.

[Zoechmeister99]

Hey Chris,

I ment the strategy performance. On the ES Chart I have a 90% winnrate with 50% reward to loss ratio (Same on 4 different instruments). On the 6E on the other hand I have a 40% winnrate and only 30% reward to loss ratio.

Should I be concerned or is it normal that a strategy does not perform as well on other instruments?

Thanks for helping!
Stefan

[NinjaTrader_ChrisL]

Hello Stefan, thanks for your reply.

It's entirely dependent on the data and the logic happening in the script. You would need to analyze the exact details of why it performs well on one instrument and does not perform well on the other. Start by looking at the trades the losing strategy took, why the conditions became true to cause a trade in that case, and why the trade was a loser after the exit was performed and what could be changed to prevent that.

In the Strategy Analyzer, you can optimize a strategy parameters automatically upon many different instruments:
https://ninjatrader.com/support/help...a_strategy.htm

Please let me know if I can assist any further.

[Zoechmeister99]

Hey Chris;

thank you for your help! It worked.

Are there limitations on the amount of contracts that I can buy at once, or are they "limitless"?

And also I had some weird problem with my playback from last week, some Instruments have significantly less bars on one hour for a period of a view days.
I played it on 1min HeikinAshi, others were fine in thies period.
What could be the problem?

Best regards,
Stefan

[NinjaTrader_ChrisL]

Hello Stefan, thanks for your reply.

The only limit to the number of contracts you can buy at once is the Cash Value balance in the account you are trading on. Also, the Entries Per Direction setting of the strategy will limit the number of entries you can have in 1 direction.

For the playback data, try removing the data and re-downloading this data. There is not much that could be done except for refreshing the data from the servers. If you continue to get the issue please let me know exactly how to reproduce the problem.

Best regards.