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output to the OUTPUT window

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    output to the OUTPUT window

    My question relates to sending output to the OUTPUT window (NinjaTrader 6.5.1000.18).

    I have written a NinjaScript strategy (using EOD daily bars data) which I’m backtesting against all NASDAQ 100 stocks.

    All 100 of these NASDAQ 100 stocks are assigned to a group within Instrument Manager (as per the default set-up of NinjaTrader).

    I backtest the strategy against all 100 instruments by selecting this “NASDAQ 100” group within Strategy Analyzer and then running the backtest.

    My NinjaScript code is set to output (to the Output Window) the value of 12 calculated parameters on the last bar of each backtest for each instrument (i.e. for the bar corresponding to yesterday).

    Therefore, by running the backtest over the whole “NASDAQ 100” set of instruments, I expect to get these 12 parameters outputted 100 times (i.e. once for each instrument).

    However, this is not what happens ... Although I can see that the backtest runs successfully over all 100 "NASDAQ 100" stocks, only the 12 parameters for the first 16 instruments are output successfully to the Output window.

    Can you suggest why this might be the case?

    Am I running up against some "capacity" limit of the Output window in NT 6.5?

    Thanks.

    #2
    AnotherTrader, I'm not aware of a limitation in 6.5's output window, we introduced one in NT7 for performance reasons.

    Any errors in the log tab you would notice?

    Have you tried on a smaller list, like DOW 30?
    BertrandNinjaTrader Customer Service

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      #3
      Thanks for the helpful response.

      Originally posted by NinjaTrader_Bertrand View Post
      ... Have you tried on a smaller list, like DOW 30?...
      I tried with Dow 30, and all worked fine (and so I was able to conclude there was nothing magical about “16” instruments outputted to the Output window).

      I tried reloading my NASDAQ 100 EOD data (in case it was a data problem), and then all worked fine for NASDAQ 100, too!

      Looks like I didn't have the EOD data correctly loaded up.

      So, many thanks for the help!

      Comment


        #4
        Glad to hear you've got it working for you
        BertrandNinjaTrader Customer Service

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