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Different Results from Ported Stratagies

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  • NinjaTrader_Bertrand
    replied
    Ok thanks for the clarification - this is currently being looked into by our dev team.

    Leave a comment:


  • Oil_Trader
    replied
    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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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.

    Leave a comment:


  • Oil_Trader
    replied
    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

    Leave a comment:


  • Oil_Trader
    replied
    I found it and it WORKED!
    Attached Files

    Leave a comment:


  • Oil_Trader
    replied
    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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    Great, please go to the Instrument Manager and set your default template for the master instrument as you need.

    Leave a comment:


  • Oil_Trader
    replied
    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?

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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.

    Leave a comment:


  • Oil_Trader
    started a topic Different Results from Ported Stratagies

    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

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