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Incorrect calculation of trades per day in volume bar backtest

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    Incorrect calculation of trades per day in volume bar backtest

    Attaching the two images from the Strat Analyzer. Performance report shows 1.45 trades per day, but only 16 trades were found over a 3 month contract.

    And the limitations on the file size upload won't allow me to send the copy of the Performance screen which I mailed to myself through the "right click, email image" process.. Let me know where you would like me to send it.
    Attached Files

    #2
    Did you have the complete 3 months worth of data? If you do not have all the data then your manual calculation for "# of trades per day" will change based on how many days the backtest actually contained.

    Please backtest and scroll to the beginning of the chart to see the actual start date. Then figure out how many days was actually backtested against by going to the end of the chart and getting that date as well.
    Josh P.NinjaTrader Customer Service

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