Strategy Analyzer more trades on single day vs in range

[iantriestrading]

I'm having trouble with my strategy in Strategy Analyzer:

• Test with date range like 3/3 to 3/21, and 3/17 has 4 trades.
• Test ONLY 3/17 and it has 9 trades.

I do have some logic for things like trailing max drawdown limit, daily max loss, etc but can't see evidence of those affecting this.


I use SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit to help me track daily PnL:

double previousStartOfDay = startOfDayCumProfit;
startOfDayCumProfit = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit;​

Are there any gotchas that would cause the behavior I described? I'm just stumped right now

[NinjaTrader_ChelseaB]

Hello iantriestrading,

Changing the data can change the values being processed by the logic.

It's completely possible that by adding or removing days of data that this completely changes the performance.

In the Strategy Analyzer there are not any gotchas I can think of related to SystemPerformance.

If you would like to know what is causing differences, print or write to file the condition and data information to compare.

https://support.ninjatrader.com/s/article/Developer-Guide-Comparing-Strategy-Results

[iantriestrading]

Hi Cheslea, I just want to make sure I undrstand what you are saying.

It sounds like you're saying it changes the data when I add more to a date range. But you mean it adds to the data, correct?
So if I originally select just 3/17 for testing, but then I change to 3/3-3/21, I'm adding data, not changing any, right?

[NinjaTrader_ChelseaB]

Hello iantriestrading,

Adding or removing days would be changing the data. Changing the start and end dates would be changing the data.

If more days are added, the data set is not the same. If days are removed, the data set is not the same. If the amount of days are the same but the start and end date have changed, the data set is not the same.

It's possible changing the bar the script starts processing with can change all subsequent order submission and fill times.

[iantriestrading]

I'm not saying the data set is the same if more days are added.
Just making sure we are talking about it the same way. All clear now.
I think the problem may be related to something in how my strategy tracks trailing max drawdown, or the bias decisionmaking.

[NinjaTrader_ChelseaB]

Hello iantriestrading,

The debugging output would provide that information.

[iantriestrading]

Yes, I am aware. Thank you