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Optimizer Avg Time in market field

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    Optimizer Avg Time in market field

    It looks like the values returned in the column "Avg. time in market" int the optimizer results grid is wrong. It is completely different than what it show in the summary page of the report.

    #2
    Hi GrumpyTrader,

    Are you finding any other results that are incorrect?

    In the optimize results, if you open a result in a new window and then run the backtest again, does this change the values that are shown in the summary?

    Are you able to reproduce this behavior using the SampleMACrossOver strategy that is included with NT8?

    Is there a secondary data series in the script you are testing?
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hi Chelsea,
      I'm not sure if they are incorrect or just or just in a different scale than the summary report. Same for any strategy. See picture for example. I haven't check all the other metrics. Just stumbled across this one.
      Attached Files

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        #4
        Hi GrumpyTrader,

        I wanted to let you know I am attempting to reproduce this behavior so that I may submit this to our development department.

        Currently I am unable to reproduce using the SampleMACrossOver script. I will continue attempting to reproduce using this script.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hi GrumpyTrader,

          What operating system are you using?

          (Currently, I am unable to reproduce using Windows 7 to test)
          Chelsea B.NinjaTrader Customer Service

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            #6
            Hi Chelsea

            Win 10 x64

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              #7
              Hi GrumpyTrader,

              I have created a strategy to test the Avg Time in Trade field.

              I made a video while I was testing this.
              http://screencast.com/t/0rkrCjop

              While I have seen some items with the Strategy Analyzer and Windows 10, the Avg Time in Market / Trade is so far not one of those items.

              I would like to you test this script on your end and let me if the results of the two trades are unexpected values.
              Attached Files
              Chelsea B.NinjaTrader Customer Service

              Comment

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