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Analyzer not working?

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    Analyzer not working?

    I have used the Strategy Analyzer to back test various strategies on ES and it appears to work fine. However, when I attempted to run a back test with a known strategy on an equity, i.e. CAT, nothing happens? Testing the same strategy for CAT by using the "strategy" tab in the order center, however, seems to work properly. What am I doing wrong?

    I have one further question: when a strategy is designed and an input is defined as an integer, am I correct in assuming that each numerical increment equates to one tick? And if this is so, will it not interfere with the results when the strategy is applied to end of day data?

    Thank you in advance,
    Ron
    Last edited by ron7797; 03-31-2012, 05:24 PM.

    #2
    Originally posted by ron7797 View Post
    I have used the Strategy Analyzer to back test various strategies on ES and it appears to work fine. However, when I attempted to run a back test with a known strategy on an equity, i.e. CAT, nothing happens? Testing the same strategy for CAT by using the "strategy" tab in the order center, however, seems to work properly. What am I doing wrong?

    I have one further question: when a strategy is designed and an input is defined as an integer, am I correct in assuming that each numerical increment equates to one tick? And if this is so, will it not interfere with the results when the strategy is applied to end of day data?

    Thank you in advance,
    Ron
    Ron,

    Unfortunately I wouldn't be able to comment further here without seeing your strategy code.

    It would only equate to one tick if you are using the integer for defining ticks in some other method. How are you using the integer?
    Adam P.NinjaTrader Customer Service

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      #3
      Thank you for your reply.
      In regards to my first question, in re the S Analyzer, I managed to get it to work.

      The strategy setup, however, used the integers to define what I had hoped to be the number of bars before a certain action was applied. And since I am using end of day data to back test, I am concerned that my results will be misinterpreted if the integers relate to ticks and I am thinking, or working in terms of bars? And if the integers do indeed relate to ticks, is there a way to convert them to bars? Of course, since I am a newbe to NT it is quite possible that I have misunderstood the nature of the end of day chart?

      Comment


        #4
        ron,

        Could you possibly post some screen shots or get your strategy code and post? Its located in My Documents / NinjaTrader 7 / bin / custom / strategy.

        It will be a .cs file.

        Alternatively, you can take some screenshots of the strategy wizard : http://take-a-screenshot.org/
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Not sure I can post a screen shot, since I am using a Mac keyboard—via KVM switch—with my Falcon. But I will endeavor to post the code.

          Below is the file:


          KeltnerCross.cs
          Attached Files
          Last edited by ron7797; 04-02-2012, 09:22 AM.

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