Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

trades outside time range and outside PNL range

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    trades outside time range and outside PNL range

    Hi

    I have been doing some testing with the backtester....
    there are 2 filters for taking a trade ( see attached)
    time within 93000 and 110000
    and pnl <200 and pnl >-200
    these 2 checks are observed when running a replay
    it stops where it is supposed to...however...

    why is it that the backtester ignores them?
    when i run the backtester
    i get trades after 110000 (11am)
    and trades are also taken when it surpasses the daily upper target.

    I have included a simple autotrader created from some of the resource library examples that shows the problem.
    Very gratefull if someone can point out what i am doing wrong when using the backtester versus doing a replay

    thank you in advance

    Regards
    Sammy
    Attached Files

    #2
    Sammy, for the time - which chart are you running on here? Works for me here on 1 min chart for example, does yours offer enough granularity to trigger the timestamp checks coded in?

    For the PNL, for backtesting working with the RealtimeTradeCollection will not be sufficient, you will need to work with AllTrades here to include the historical ones.
    BertrandNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by lorem, Yesterday, 09:18 AM
    3 responses
    13 views
    0 likes
    Last Post lorem
    by lorem
     
    Started by cmtjoancolmenero, Yesterday, 03:58 PM
    12 responses
    42 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by FrazMann, Today, 11:21 AM
    0 responses
    5 views
    0 likes
    Last Post FrazMann  
    Started by geddyisodin, Yesterday, 05:20 AM
    8 responses
    52 views
    0 likes
    Last Post NinjaTrader_Gaby  
    Started by DayTradingDEMON, Today, 09:28 AM
    4 responses
    27 views
    0 likes
    Last Post DayTradingDEMON  
    Working...
    X