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Different Results from Ported Stratagies

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    Different Results from Ported Stratagies

    I ported the strategy according the migrate function.

    The problem arises during back-testing. The results are very different. The trades dates are different, the number of trades were halved etc...

    I tested porting a simple strategy with simple parameters.

    See attached results from 6.5 and 7
    Attached Files

    #2
    Oil_Trader, are you using the same / comparable session definitions? Please note, NT 6.5 uses 24 hrs per default, where NT7 uses the default cash hrs of the symbol, so the actual trading time in the backtest could be way shorter than you expect compared to 6.5

    For 6.5 default behavior in NT7, please work with the Default 24 / 7 session template.
    BertrandNinjaTrader Customer Service

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      #3
      Bingo!

      That is it....I inspected the charts and they stop end during the day's close...

      How can I make the default 24/7?

      Comment


        #4
        Great, please go to the Instrument Manager and set your default template for the master instrument as you need.
        BertrandNinjaTrader Customer Service

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          #5
          24/7 Default settting

          I can't seem to find this setting in Instrument Manager however there is a 24/7 "Default setting on Session Manager...is this what you are referring to?

          I notice it is already on default 24/7
          Attached Files

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            #6
            I found it and it WORKED!
            Attached Files

            Comment


              #7
              Next Problem - Charts 24/7 Display

              Now I am inspecting the individual trades, yes they do the trades for 24/7 but I cannot view them in the intraday Charts. Each day It ends at 4pm EST
              Last edited by Oil_Trader; 08-19-2010, 08:57 AM. Reason: found solution to the problem

              Comment


                #8
                Oil_Trader, are you referring to the Strategy Analyzer, Trades > Chart tab using the RTH sessions? This is currently an issue we're looking into on our NT7 B20.
                BertrandNinjaTrader Customer Service

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                  #9
                  Yes this is in the Strategy Analyzer, when I inspect a trade and open a chart it only displays to 16:00

                  but the built in chart inside the analyzer, it is 24 hours.

                  The separate Open Chart from the main control window...i can adjust the session to 24/7 and it displays 24 hour charts

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                    #10
                    Ok thanks for the clarification - this is currently being looked into by our dev team.
                    BertrandNinjaTrader Customer Service

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