Different Results Relative to contract sizes

[hdge4u]

Running the playback AND Backtest to find that [everything else equal] except change 1 Contract to 3 Contracts where order management considers entry parameter for [defaultquantity]
see screenshots below. Item labeled and ending in 1 is 1 contract, and item ending in 3 is contracts. please advise.

[NinjaTrader_BrandonH]

Hello hdge4u,

Thank you for your post.

To clarify, are you wanting to know why there are more trades placed when the contract quantity is changed from 1 to 3?

Increasing the quantity of contracts traded would also increase the quantity of trades made when running a backtest on the strategy.

Please provide a brief description clarifying your question(s) so we may accurately assist.

Thanks in advance, I look forward to your reply.

[hdge4u]

please compare the trade blotters on the two pictures and tell me what you see.

[hdge4u]

If i increase contract size from 1 to 3. Photo one should be EXACTLY 3X the amount, not the mess that is Photo 2.

[hdge4u]

the system is trading different contract size, NOT 3 Entries. Please advise. Only the size changed, nothing else.

[NinjaTrader_BrandonH]

Hello hdge4u,

Thank you for your notes.

The tests are not going to be the same because the quantity is higher for one of the tests. It shouldn't be expected that the results for the test with 3 contracts are 3x the amount exactly across the board. You can see on trade 3 that the entry time is different so either something was logically different between tests to cause that or the fill engine decided that with a quantity of 3 that this is when it would have filled. This may also be a part fill causing other values for the average entry or when it overall exits.

Since trade 3 was different, this would be a good starting point to understanding if the tests may still become more similar to match better. Or, if that is because of the new quantity and how that overall effects fills and your strategy's logic.

If the test had different data or anything different besides the quantity it may be related to that as well. We cannot tell from two screenshots if these are actually identical tests with just the quantity changed. You could investigate this by using prints in your strategy and making sure the logic of your script is happening expectedly between tests.

See the forum post below for information and examples of adding prints to your script to evaluate how it is behaving.
https://ninjatrader.com/support/foru...121#post791121

Please let us know if we may assist further.