The problems include:
1) The current backtest uses the high of a new "O" column and the low of a new "X"
as "open" no matter what the reversal and box size settings are. In real-time, NT7
starts the new column correctly once the price has reversed by what's specified in the
box size and reversal settings. The backtest is frequently off by "reversal" x "box
"size"; for a 3-box reversal chart with a box size of 2 that's 12 ticks per round-trip. As
soon as profit targets and stop losses get added to the mix, there can be trades
showing up during backtesting that didn't show up in real time for the same period,
and the other way around. This makes the backtest feature pretty much useless for P&F charts.
2) Sometimes two "O" columns are being drawn next to each other; with P&F charts
that's not supposed to happen. This problem is not limited to the backtest and seems
to show up mostly around trading breaks.
3) The backtest allows to wait for the completion of a specified number of bars before
starting to place trades in order to give the indicators time to get up and running.
Unfortunately it takes this time out of the backtesting period instead of adding it in
front of the backtesting period. This makes it impossible to backtest individual trading
days without having to revert to spreadsheets.
While NT support has by now acknowledged that these bugs are real - and has supposedly put them on the list of things that need to be fixed - so far there is no commitment to a time line for actually fixing these bugs. This is about as useful as no commitment to fix them at all.
That's why I'm posting this message to the support forum now to
- make other traders aware these bugs exist, and
- to get Ninjatrader to commit to a clear time line to get these bugs fixed
Is there anybody else out there interested in getting the backtest to work properly?
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