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Problems with Strategy Analyzer and custom AND default strategies

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    Problems with Strategy Analyzer and custom AND default strategies

    Hi There,

    I'm having the following issues with Strategy Analyzer:

    - Backtest AND Opimize not producing any result running custom strategy strategies or SimpleATM (optimizing data series) with any instrument (see attachment #1),

    They Backtest AND Opimize work with SampleMACrossover, SampleMultiInstrument and SampleMultiTimeFrame.

    As you can see in the attachment the Strategy doesn't generate any trades regardless of period, I've tried different time frames from days to years, changing tested parameters from 1 to all, and using default and genetic optimizer, in simulated trading my Custom strategy did in fact generated trades.

    NT 7.0.1000.14 (Live)
    Window 7 64-Bits
    Kinetic Live data feed

    #2
    Hello egabriel2001,

    Welcome to the NinjaTrader Support Forums.

    The SampleAtmStrategy is not going to produce any Historical results because using an ATM Strategy inside of an Automated Strategy will only work with real-time data.

    As for your custom strategy, this maybe due to conditions that you have set to enter and exit a trade. Are you verifying that your conditions are being hit inside of your Strategy?

    Happy to be of further assistance.
    JCNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_JC View Post
      Hello egabriel2001,

      Welcome to the NinjaTrader Support Forums.

      The SampleAtmStrategy is not going to produce any Historical results because using an ATM Strategy inside of an Automated Strategy will only work with real-time data.

      As for your custom strategy, this maybe due to conditions that you have set to enter and exit a trade. Are you verifying that your conditions are being hit inside of your Strategy?

      Happy to be of further assistance.
      Thanks JC,

      I've tried with every single parameter and the very same dates (7/8/2013 to 7/11/2013) that the strategy in default ran in simulated mode and in fact generated trades

      Comment


        #4
        Hello egabriel2001,

        When you were running the Strategy who were you connected to?

        Also, what was "Calculate on bar close" (COBC) set to?
        JCNinjaTrader Customer Service

        Comment

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