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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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Thread Tools | Display Modes |
01-22-2012, 03:48 PM
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#1 |
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Junior Member
Join Date: Dec 2011
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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entry the trade between tick
Hello,
today i get a new error i had never met before. entry price in strategy analyzer is between tick price. how i can fix this problem? http://gyazo.com/5d628d9b8ad86c9f867791c37995ce58 it is not the data problem, i have similar results on CL http://gyazo.com/e46f0c1f44ef78a4fd84d013ba556b6b other strategies work correctly, i have problems only with this one |
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01-22-2012, 07:23 PM
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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mr_moneymaker,
I am happy to assist you. The fill algorithm and your historical data would specify what price you are filled at. Could you possibly post your strategy so I may test on my end? It would help in explaining immensely. Please let me know if I may assist further.
Adam P.
NinjaTrader Customer Service |
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01-23-2012, 09:42 AM
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#3 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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Please note that this issue is caused by having fractional Limit/Stop orders. Please use a tick filter to round to the nearest tick.
Adam P.
NinjaTrader Customer Service |
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01-23-2012, 11:40 AM
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#4 |
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Junior Member
Join Date: Dec 2011
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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it helped, thank you
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01-23-2012, 11:44 AM
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#5 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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mr_moneymaker,
No problem. It is generally a good idea to round to the nearest tick as orders can be rejected in live trading if you don't do so. Please don't hesitate to contact us should you require additional assistance.
Adam P.
NinjaTrader Customer Service |
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| Tags |
| error, strategy analizer, tick |
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