Axis labels out of line on graphs in strategy performance module

[adamus]

I'm uploading a chart here to demonstrate that the x axis labels on the monthly net profit graphs are out of line.

This test period ended in July where there was only one trade which makes the small bar on the far right, so I have a reference point which shows that the x axis labels are placed under the wrong bar.

[adamus]

I'd also like to make a feature request - it would be great to have "Month of year" as a selection in the Performance - Distribution graph's x-axis scale dropdown. For long tests, you can see it makes sense!

[NinjaTrader_Jason]

Hello adamus,

The X-axis month labels are correct for the first 3 months, but it starts getting out of synch in 2009.

Did you create the graph in the Strategy Analyzer or Account Performance-tab?

Please send me your database if you created the graph in the Account Performance-tab.

You can send it to support[at]ninjatrader[dot]com. Please put 'Attn Jason' in the subject header and reference this forum thread. Zip the database file as well. If the file is larger than 3 MB, please use www.filexpressit.com to send the file.

I performed a random backtest in the Strategy Analyzer spanning multiple years, however the bars are time stamped as expected in the Monthly Net Profit report.

Are you able to reproduce the issue if you perform the same backtest using the SampleMACrossover strategy?

In addition, I will forward your suggestion to include such selections to Development to put it on the list of future considerations of the software.

Thank you for your feedback.

[adamus]

bar chart for SampleMACrossOver

Hi Jason,

look at this one then on SampleMACrossOver.

The last month is again July 2010 where there were 2 trades (end of test period was 2010-06-30)

So that makes the vertical gridline on the bar chart land between March and April, but it is labelled as 1/2010.

I see that the first gridline and label come after the bar, i.e. the first bar on this chart is Jan 1998 and then comes the gridline to its right.

So yes, this chart definitely gets out of whack on long test periods.

It's also confusing that the x axis gridline label is placed here centered under the gridline, but if you look at the first chart I uploaded, the label is placed to the right of the gridline, and in fact it seems to be justified right as well so it looks like the label for the next gridline which exaggerates the problem.

[NinjaTrader_Jason]

The X-axis should display the time stamp of the last bar in the grid. Your last screenshot confirms as well. The last bar in each grid section will be used to display the time stamp of that grid section.

So far I cannot reproduce the screenshot at post #1. All Monthly Net Profit graphs time stamp their bars as expected on my end.

Can you please tell me what steps you performed that resulted in the screenshot at post #1.

[adamus]

Hi Jason,

I set up the Strategy Analyzer with the strategy in Optimize mode, and I gave all the parameters but with only one possible parameter value to optimize on. I hit Optimize. The run finished after the one run with those values and show one line of results. I right-clicked the line and chose 'Performance Viewer'. The Performance window opened up and I navigated direct to the graph and it looked like the screenshot.

Do you want any other details? If so, which?

Hope that helps.

[NinjaTrader_Jason]

Am I correct you optimized the SampleMACrossOver strategy? How much historical data was used in your optimization?

I tested the SampleMACrossOver strategy a few times, however I could not reproduce the issue so far.

Can you please tell me what exact optimization settings you used.

[adamus]

yes, exactly. It might sound like a waste of time but I optimized it with one parameter so that I can open a Performance View window. You can't do that with a backtest on one instrument and the graphs and charts in the Strategy Analyzer window are restricted in size by the other panels.

I ran it on SampleMACrossOver from 1998-01-01 to 2010-06-30. No special steps involved - just the quickest route, select Optimize, select the strategy, the instrument and the dates and hit the button.

[NinjaTrader_Jason]

What instrument do you optimize?

I cannot reproduce the duplicate timestamp you display in your first screenshot. I do notice that sometimes the time stamp does not refer to the last bar in the grid. However it refers to the second last bar.

[adamus]

GBP/USD

The main thing I noticed is that the grid lines had labels that were incorrect, neither the bar before the grid line nor the bar after it.

Secondarily, the gridlines and the labels become misaligned below when showing long time periods so that it appears as if the label is for the next gridline along.

[NinjaTrader_Jason]

Please note I am troubleshooting the duplicate monthly time stamps as per your first post.
The monthly time stamps in your third screenshot (post #4) are as expected. The grid line is time stamped as per the bar left from it. There is no time stamp for the last bar, since that grid is not completed.

I tested the GBP/USD but I cannot reproduce the duplicate monthly time stamps. Please let me know if the issue recurs and subsequently create a screenshot of your Settings-tab, so I can perform the same optimization.

[adamus]

Hold on a minute! There are more bugs than that. My first post contained the image that illustrated duplicate month labels, but I didn't notice that until now. What I noticed first is that the labels are just totally wrong for the bars on the right hand side of the graph. So my post #10 is just as important as the bug you just decided to focus on.

It's probably the same bug, just different manifestations.

[NinjaTrader_Jason]

I do not see anything wrong as per the screenshot in post #4.

"The X-axis should display the time stamp of the last bar in the grid. Your last screenshot confirms as well. The last bar in each grid section will be used to display the time stamp of that grid section."

The time stamp is reflected under each grid line and refers to bars left from the grid line.

[adamus]

All I can do is point out what is wrong - and if you repeatedly deny it despite my different explanations then I'm obviously wasting my time.

So one last attempt to explain it: the graph shown in #4 is wrong because the time stamp of the last bar in the grid and the label of the gridline are not the same. The last bar is March. The label says January. Sorry you can't reproduce it. Do you want me to post the info from the trades tab or the periods tab?

[NinjaTrader_Jason]

The last time stamp of that screenshot does not reference the last bar. The time stamp refers to bars on the left side of the grid line when you display many bars in the Graph tab.

Since the grid that contains the last bar is not completed, it does not reflect a time stamp.

I will forward your feedback to include the time stamp of the last bar even if the grid is not completed to Development to put it on the list of future considerations.