Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Wrong results on simplest of backtests

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

    Wrong results on simplest of backtests

    Hello,

    I am running a backtest on the SampleMACrossover strategy but I seem to be getting the wrong results... Specifically, Entry and Exit points are erroneous.

    Are you aware of any problems using Strategy Analyzer on NT 7.4?

    Help please, I am REALLY frustrated.

    Thanks,

    Stopped

    #2
    Hi stopped,

    Can you please let us know how you feel the entry and exit points are erroneous? It may help to walk us through what you're doing in the platform, what you expect to see, and what you are seeing instead.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Ok, here is just one example (see attached): The Exit at 1301 (red circle) does not seem right. If I understand this strategy correctly, a short trade as in this case would only close and reverse into a buy trade if and when the Fast MA closes above the Slow MA. This did not happened at that point.
      Attached Files

      Comment


        #4
        That exit is due to ExitOnClose handling, an available property when running any strategy. You can disable this by setting to false.
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Great, problem solved, thank you for pointing this out

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by RideMe, 04-07-2024, 04:54 PM
          6 responses
          31 views
          0 likes
          Last Post RideMe
          by RideMe
           
          Started by tkaboris, Today, 05:13 PM
          0 responses
          2 views
          0 likes
          Last Post tkaboris  
          Started by GussJ, 03-04-2020, 03:11 PM
          16 responses
          3,281 views
          0 likes
          Last Post Leafcutter  
          Started by WHICKED, Today, 12:45 PM
          2 responses
          19 views
          0 likes
          Last Post WHICKED
          by WHICKED
           
          Started by Tim-c, Today, 02:10 PM
          1 response
          10 views
          0 likes
          Last Post NinjaTrader_ChelseaB  
          Working...
          X