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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

 
 
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Old 04-28-2007, 11:22 AM   #1
KBJ
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From reading the help, it seems like setting EntryHandling and EntriesPerDirection should affect the operation of a strategy.

My testing shows that changing these values...

Quote:
protected override void Initialize()
{
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
}
...does not affect the operation of the program, as they are instead overridden by the values specified as backtest parameters (see attachment).

I used the following code to verify this...

Quote:
if ((EntryHandling != EntryHandling.AllEntries) // Correct settings?
|| (EntriesPerDirection != 1))
{ // No...
Print( "**** Error - Entry handling is not set to AllEntries 1" );
return; // Exit, effectively killing strategy.
}
Although I haven't tested this during live operations, I suspect it may work the same, as the same "Order Handling" properties exist in the "New Strategy" parameter selection screen.

KBJ

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