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Back Testing with commissions enabled causing problems

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    Back Testing with commissions enabled causing problems

    I apologize for re-posting, but there have been no replies to the original.
    With regards to the Strategy Analyzer, if I connect to Kinetick end of day, then go to the options menu and add a minimum commission to the Kinetick option and subsequently attempt to run a strategy in the analyzer with "include commission" set to "true," the strategy will not run. In fact, I get the distinct impression that the strategy module has crashed! Why? Because after going back to the options menu and resetting the commissions tab to "0" and attempting to run the same strategy with commissions now set to false, nothing happens. The only approach that allows me to run the strategy analyzer after that sequence of events is to shut NT7 down and restart the program. I have tried to do the same thing (i.e. add commission) with the built-in strategy--simple MAcrossover--with the same distressing result. I am running the latest version of NT7 on Windows 7 with an i7 processor and 16GB ram.

    In addition, on one occasion I attempted to run the strategy analyzer as above, but had neglected to connect to Kinetick first. Upon realizing my omission I connected to Kinetick but my charts remained blank, i.e. would not update or load data. Once again, shutting down NT7 and restarting the software resolved the issue. But the commission thing seems to be having an adverse effect on my software and I'm wondering if it's just my installation, or if others are experiencing similar difficulties?
    Last edited by ron7797; 04-28-2012, 11:24 AM.

    #2
    ron,

    Could you possible send us your Log/Trace? This may include some private information, so you could submit a support request to support at ninjatrader dot com and we could look at it there.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Same problem

      I'm having the same problem.
      I've added a new computer and the problem is only on that one.
      I get the feeling it has something to do with some configuration I've over looked. Cold thatbe it?

      Originally posted by ron7797 View Post
      I apologize for re-posting, but there have been no replies to the original.
      With regards to the Strategy Analyzer, if I connect to Kinetick end of day, then go to the options menu and add a minimum commission to the Kinetick option and subsequently attempt to run a strategy in the analyzer with "include commission" set to "true," the strategy will not run. In fact, I get the distinct impression that the strategy module has crashed! Why? Because after going back to the options menu and resetting the commissions tab to "0" and attempting to run the same strategy with commissions now set to false, nothing happens. The only approach that allows me to run the strategy analyzer after that sequence of events is to shut NT7 down and restart the program. I have tried to do the same thing (i.e. add commission) with the built-in strategy--simple MAcrossover--with the same distressing result. I am running the latest version of NT7 on Windows 7 with an i7 processor and 16GB ram.

      In addition, on one occasion I attempted to run the strategy analyzer as above, but had neglected to connect to Kinetick first. Upon realizing my omission I connected to Kinetick but my charts remained blank, i.e. would not update or load data. Once again, shutting down NT7 and restarting the software resolved the issue. But the commission thing seems to be having an adverse effect on my software and I'm wondering if it's just my installation, or if others are experiencing similar difficulties?

      Comment


        #4
        Talolard,

        Could you clarify your issue? Is it exactly what Ron described or are there any differences?
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Hi Adam,
          Its really the same.
          I can backtest fine when I leave include commissions off. As soon as I enable it and run a backtest it seems to "hang" That is I can click on the run back test button but no results show - instead the strategy analyzer window says "back test in progress"
          Also, NT isn't saving the commision levels I enter each time.
          This is only happening on one machine, on my other computer backtesting works fine.

          Comment


            #6
            talolard,

            Please submit a support request to support at ninjatrader dot com along with :

            ATTN : Adam 643527 http://www.ninjatrader.com/support/f...ad.php?t=49452

            In the message body. If you know how to attach log/traces please do so as well, however I can give you instructions once you send the initial email.
            Adam P.NinjaTrader Customer Service

            Comment


              #7
              Hi,

              I have the same problem as describer here. With the latest release 11 of NT7. Using InteractiveBrokers data and commissions setting. When I try to backtest with Include Commission set to True, it never returns.

              And it does not matter whether I am in connected mode or not. There is no message in the main status bar.

              When I quit NT7 and start again. The setting I had in Options/Commission is gone from there (I had put 4 in the Minimal commission in Futures-Interactive Brokers).

              Can you let me know what to do with this? Are there any logs we can check?

              Comment


                #8
                martin,

                Please submit a support request to support at ninjatrader dot com describing your issue, as likely we can help you better there.
                Adam P.NinjaTrader Customer Service

                Comment


                  #9
                  Furthermore, even without running backtest the Commission setting disappears when NT is restarted. I am using 64bit NinjaTrader 7 on Win 7 64bit.

                  Comment


                    #10
                    Thanks for the support!

                    The directory My Documents/Ninja Trader 7 needed to be set to read/write and the resident shield in antivirus needed an exception created for this directory.

                    Best regards,
                    Martin

                    Comment

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