Backtest vs chart enable strategy

[eleven]

Hello,

I have a strategy that utilizes 8 different Long Entries each with a different signal name. Each exit corresponds with a specific entry signal.

When I back test the strategy in the strategy analyzer, the exit match up with the entries. (See below)

Entry name Exit name
LEn1 LEx1
LEn8 LEx8
LEn5 LEx5
LEn6 LEx6
LEn5 LEx5
LEn4 LEx4
LEn4 LEx4
LEn1 LEx1
LEn9 LEx9
LEn1 LEx1
LEn9 LEx9
LEn5 LEx5
LEn8 LEx8
LEn5 LEx5
LEn8 LEx8
LEn4 LEx4
LEn9 LEx9
LEn9 LEx9
LEn5 LEx5
LEn5 LEx5
LEn5 LEx5
LEn6 LEx6
LEn6 LEx6

When I open a chart (same settings as back test) and enable my strategy, I get a different results. The exit signal names don't match up with the entry signal names. (See below)

Entry name Exit name
LEn8 LEx1
LEn1 LEx8
LEn5 LEx5
LEn4 LEx6
LEn4 LEx5
LEn6 LEx4
LEn5 LEx4
LEn1 LEx1
LEn9 LEx9
LEn1 LEx1
LEn9 LEx9
LEn5 LEx5
LEn8 LEx8
LEn5 LEx5
LEn4 LEx8
LEn8 LEx4
LEn9 LEx9
LEn9 LEx9
LEn4 LEx5
LEn5 LEx5
LEn4 LEx5
LEn6 LEx6
LEn4 LEx6
LEn6 LEx6

I would like to understand why my strategy works as expected in backtesting mode, but not when enabled on a chart.

Thanks,
eleven

[NinjaTrader_ChelseaB]

Hello eleven,

When the strategy is run a chart, may I confirm you are viewing the Strategy Performance and not the Trade Performance window?

https://ninjatrader.com/support/helpGuides/nt8/index.html?running_a_ninjascript_strategy.htm#RunningAninjascriptStrategyFromAChart

Are you viewing both historical and real-time in the strategy performance window?

[eleven]

Yes. I'm viewing the Strategy Performance (historical only) in chart and not the Trade Performance Window.

[NinjaTrader_ChelseaB]

Hello eleven,

The historical data on a chart is the same as a backtest on the Strategy Analyzer.

The only difference would be that you can open the strategy performance for real-time instead of just historical.

May I test the script?

To export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...-us/export.htm

Once exported, please attach the file as an attachment to your reply.

[eleven]

Chelsea,

Here is my strategy that exhibits that behavior.

Thanks,
eleven

[NinjaTrader_ChelseaB]

Hello eleven,

I am not able to reproduce this behavior.

I have backtested the script over the last week of data, then added the strategy to a chart over the same date range, and the net profit, number of trades, and all the trades match.

https://drive.google.com/file/d/1yhZ0uDvoTf47OJQwstMnoECBuj04nX4C/view?usp=drivesdk

I am not seeing differences in the trades on the chart and strategy analyzer.

To confirm, if you follow the exact steps in the video the behavior is different on your end?

Are you using the latest release of NinjaTrader 8.0.26.1?

[eleven]

hmmm....I copied exactly what you did and same thing as before. I could not replicate what you observed in your video. The strategy back test entries/exit match up, but on chart they do not. I upgraded to the latest version of NT8 as well. Any ideas on how to fix or reset this on my end?

[NinjaTrader_ChelseaB]

Hello eleven,

I would suspect something is different in either the Data Series or Strategy parameters.

May I have screenshots of the Strategy Analyzer parameters, the Data Series parameters from the chart, and the Strategy parameters from the chart?

[jdghostacct]

Test for Chelsea

[eleven]

Chelsea,

Here are screenshots of my settings. Please let me know what you see. Thanks, eleven

[eleven]

Chelsea,

I tried this strategy on a different computer with the same result. Can you run the strategy on a year of daily bars and check again?

Thanks,
Tom

[NinjaTrader_ChelseaB]

Hello Tom,

I am seeing that the Strategy Analyzer is pairing executions in the trades correctly but the Strategy Performance from the chart is not pairing the correct executions in the trades.

The executions themselves appear to the be same, so the strategy execution is the same. Its just the Strategy Performance pairing that appears to be incorrect.

I'm inquiring more with our development.

Thanks for your patience with this.

[eleven]

Thanks Chelsea. This doesn't impact executions but thought I'd point it out.

Thanks,
Tom

[jmagaia]

I think I could be here my other question:

In Ninja 7 when I test a strategy if the historical date I do not have it, the N7 automatically download, but not occur in Ninja 8,
I have to download in chart the data and only after I have to test the strategy.
Have some parameterize to solve this a problem?

[NinjaTrader_ChelseaB]

Hello jmagaia,

The Strategy Analyzer loads data the same as a chart.

Restart NinjaTrader to ensure there is an active connection to the historical data servers.

Connect to a data feed that provides the historical data for the data type.

Ensure Tools -> Options -> Market Data -> 'Get data from server' is checked an enabled.

Delete the historical data to cause this to reload.

https://ninjatrader.com/support/helpGuides/nt8/index.html?editing.htm#HowToDeleteHistoricalData