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Kinetick Data for OJ
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Kinetick Data for OJ
Seems as if the OJ##-## data is incorrect when doing a backtest using Kinetick data. Actually it seems as if the tick $ value is off by maybe a few decimals even. Could you verify? I am developing a system to trade the soft commodity markets and I need to be able to test it with OJ.
Thanks!Tags: None
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I'm sorry, I should have been more specific. I'm noticing it in the strategy analyser when backtesting.
For example:
I'll run a back test on my system on 5 markets: CT, CC, SB, KC, and OJ.
I'll have roughly 100 trades in each commodity over a period of time, with a similar profit factor, etc., but the total net profit, gross profit, gross loss numbers are 10 x that of the others.
I'd send you a screen shot, but I'm not sure how.
Please advise. Thanks.
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Let's compare oranges with oranges here. The other markets you're looking at have nothing to do with oranges.
The instrument is configured in the instrument manager.
Click Tools > instrument Manager
Search for OJ and edit.
I've checked a few different values and they all match with the contract specifications listed on the exchange site. If there's something you would like for us to look into, please let us know what value and a source showing the discrepancy.Ryan M.NinjaTrader Customer Service
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Thanks for your clarification...You are correct, they don't, but they are all soft commodities and that's the system I am currently developing is for the soft markets.
It must have something to do with the Strategy Analyser then. I know how to properly choose an instrument and this is the only symbol that seems to have an issue in the Strategy Analyser.
It is telling me that from 1/10/12 to today, when backtesting my system, that it made only 105 OJ trades, yet the Total net Profit comes out to $507,977.94, Gross profit of $3,881,152.50, Gross loss of $3,373,174.56. This does not compute.
How can you see, what I see. I can't seem to take a screen shot. I need to resolve this because it's messing up my figures.
Please advise. Every other commodity makes sense.
Thanks.
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To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
For detailed instructions please visit the following link
Let's look at the details of a trade, so please send us a screenshot with entry price, exit price and PnL visible for 1 or 2 trades.
You can also right click > grid to copy details into the clipboard.Ryan M.NinjaTrader Customer Service
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Thanks for the screenshots. We'll be changing this for Release 10 but you can change in your platform now to these settings.
Tick Size = .05
Point Value = $150Last edited by NinjaTrader_RyanM1; 04-02-2012, 11:03 AM.Ryan M.NinjaTrader Customer Service
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