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

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Old 05-22-2009, 03:13 AM   #1
anothertoy
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Default In strategy analyzer backtest, trades stopped

executing.

any reason why that would happen?
i am using data from 1 dec 08 until 25 feb 09. The strategy works well (executing twice a day) from 1 dec 08 until 29 dec 08. Then there are no trades between 29 dec 08 until the last bar on 25 feb 09. The chart shows that there is data between those dates.
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Old 05-22-2009, 04:07 AM   #2
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anothertoy, are you sure your conditions for trade execution should trigger during that period? Is the same happening when you start this from a chart? Do you see any errors in the Log tab of the Control Center?
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Old 05-22-2009, 08:45 AM   #3
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Thanks. Checked the error log (didn't know about it) and found some bad data which created a divide by 0.
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Old 05-22-2009, 11:05 AM   #4
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I think the error log needs to be made more obvious. We definitely don't want a modal dialog with each error, but there should be some indication in the strategy chart, backtest run results, etc. that indicates there were problems, and clicking that indicator takes you to the error details. If there was one of the fairly common out of memory errors during an optimization, for example, the optimization results can't be trusted, and it is absolutely critical to know that.
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Old 05-22-2009, 11:15 AM   #5
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Thank you for your thoughts. I have forwarded them to development.
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Old 05-22-2009, 05:45 PM   #6
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how do you get strategy anlyzer to run with saved chart layouts. each time i run it i have to add the indicators again. it doesnt seem to allow the chart template to stay loaded when it runs
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Old 05-23-2009, 07:19 AM   #7
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trader1512, not sure I follow - to work with chart templates the normal Charts are more convenient, as the Strategy Analyzer will help you visualize the particular strategy you're testing currently.
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Old 05-25-2009, 08:59 AM   #8
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i am testing a strategy which i employ manually. i use multiple indicators to determine setup and entry. i have programmed them into a strategy so i can backtest and refine my MANUAL routine.

i use a saved chart template with my indicators on it. when i run the strategy analyzer it wipes out the indicators and reloads the basic chart.

i am trying to determine if there is a way to run the backtest on the strategy while using the saved chart so i dont have to reload my indicators each time i run a test?
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Old 05-25-2009, 01:20 PM   #9
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Have you tried setting the template as the default template to be loaded?

http://www.ninjatrader-support.com/H...Templates.html
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Old 05-25-2009, 01:50 PM   #10
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how do i change the default template in strategy analyzer? thats where the chart comes up after i run the backtest and click on chart button within analyzer
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Old 05-26-2009, 07:09 AM   #11
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Unfortunately this is not possible in the Strategy Analyzer chart window, it will always display the indicators (if you have chosen to do so) associated with the strategy you backtest. So best option would be to add the indicators you need in your strategy code -

http://www.ninjatrader-support2.com/...ead.php?t=3228
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Old 05-26-2009, 07:18 AM   #12
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thanks. i checked the help guide but could not find how to do this. the strategy uses the indicators, how would i put them in the code so they display.

also, is there a way to backtest the strategy using the ATM strategy i use when trading.
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Old 05-26-2009, 07:28 AM   #13
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found the link am trying it now.

can the atm strategy be incorporated?
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Old 05-26-2009, 07:28 AM   #14
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Please check the link I posted in my prior post, or if you're in the strategy wizard, please set 'Plot on chart' to true in the indicators you use in your conditions.

No, ATM strategies can unfortunately not be backtested.
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Old 05-26-2009, 07:42 AM   #15
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any chance you could provide a sample of the actual code used for the link.

i could not get it to compile by just adding the code snippets,.
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