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Results Change by Changing a Bars Object I never use....

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    Results Change by Changing a Bars Object I never use....

    In my strategy I have added a 1 tick series.
    All my conditions and ALL my orders reference this second data series only.
    The primary is never accessed for anything in my code.

    When I backtest, I run the primary at 1 or 5 min bars typically. Gives me nice candles to look at.

    Today I set the primary series to 1 tick as well, and my results changed.

    Why?

    ...Thanks

    #2
    Thanks for the report waynewright33, so you would only see this if you run the script on exactly the same series which you added in for internal processing? So if you were to for example change to a 5 tick, results would be back to what you expect?

    For the order methods, you submit specifically to a BIP for all, correct? So no Set's in the mix here?

    Thanks,
    BertrandNinjaTrader Customer Service

    Comment


      #3
      It would be hard for me to know what to expect if I changed one to a 5 tick series. Even though the concept I'm working on is rather simple, it's taken me hours and hours to make it work right in NT. I have a ten hour test loaded in my results right now so I can't test whether or not it's having the primary and my added series the same that's changing the results, or if they're just changing with modification of the primary series.

      Correct the primary series is never referenced in anyway and all orders are BIP 1.

      This is really confusing me, and has me again questioning that my code is running correctly.
      Last edited by waynewright33; 06-28-2013, 02:16 PM.

      Comment


        #4
        Thanks for the clarification. I would the suggest focusing on a smaller subset of data and comparing your trades / executions seen for the two scenarios to help better understand. If you're not using any Set methods in your orders you would not be working with any other series than the passed in one. If you would use to give a sample script a run for comparison, then please get in touch via support at ninjatrader dot com.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          The only get set's I'm using are the ones in the parameters used to change optimization variables declared under strategy.

          Comment


            #6
            Ok, yes those property get / sets would not matter in this context.
            BertrandNinjaTrader Customer Service

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