Strange results in Analyzer

[YevhenShynkarenko]

Hello all!

Found some interesting and strange things in analyzer when backtesting my strategy.
Look on this screenshots and I will explain.
Look on the first enter - entered & closed on the same bar. Looks like everything OK on 15m chart.




Here is this trade in statistics


But what I found when I opened 1m chart and found this bar.
The price doesnt was there after enter.


So, can anybody explain me how can I resolve this problem, cause I have many examples of this issue. I need REAL results of backtesting, because in such way as now I cant know what result is correct.
Thanks!

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your post.

You are viewing the historical trade performance of the strategy over the 15 minute bars, this is a backtest. This means that the orders report a fill on the close of the bar, as the 15 minute bar shows a range from 1187 to around 1199 it shows a fill within the bar.

If you want to try to simulate intrabar fills when backtesting please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if you have any questions.

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for your post.

You are viewing the historical trade performance of the strategy over the 15 minute bars, this is a backtest. This means that the orders report a fill on the close of the bar, as the 15 minute bar shows a range from 1187 to around 1199 it shows a fill within the bar.

If you want to try to simulate intrabar fills when backtesting please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if you have any questions.

I added Tick Timeframe as in example. But nothing changes. What can be the problem?

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your response.

Are you submitting the orders to the secondary series now?

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for your response.

Are you submitting the orders to the secondary series now?

Yes.
i have Primary timeframe is 15 minute
and i add new timeframe using Add(PeriodType.Tick, 1);

EnterLong and EnterShort writed in
if(BarsInProgress == 1){
....EnterLong("someEnterLong");
.....
....EnterShort("someEnterShort");
}
and i try using
EnterLong(1, 1, "someEnterLong")
EnterShort(1, 1, "someEnterShort")
Result was be same as i using BarsInProgress == 1

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your response.

Can you provide the performance results?

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for your response.

Can you provide the performance results?

Sure. Here is 1 year results.

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your response.

Unfortunately, the image did not upload. If you prefer you can send the image to platformsupport[at]ninjatrader[dot]com with this thread in the subject line: "http://www.ninjatrader.com/support/forum/showthread.php?t=73974"

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for sending over the image.

Can you provide a screenshot of the executions and the charts as you did in the original post? This way I can see what is occurring with the executions as you are submitting these to the secondary series.

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for sending over the image.

Can you provide a screenshot of the executions and the charts as you did in the original post? This way I can see what is occurring with the executions as you are submitting these to the secondary series.

Yes.
Here is the executions and screenshots of Trades tab. Examples:
1st

http://gyazo.com/3585b8ec08725f0045e622e3b9025349

http://gyazo.com/2e036690e91473db7b33448f857a80a5

2nd

http://gyazo.com/69703d29d76e441a24b757f3bee261d2

http://gyazo.com/5270bfe99d424c3aaf36d2c58eafbd15

3rd

http://gyazo.com/c30b7c438fbe98f3143698e532c4a463

http://gyazo.com/b3836e6fcbcaf45dc0b23ba89bdb1f7b

As you can see - enter time can be any, but exits are always on 15m chart like 0:15;00, 0:30:00 ...

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your response.

SetStopLoss() and SetProfitTarget() will execute on the primary series. If you want to exit on the secondary series you need to use the Exit methods.