Can't figure Analyzer out.

[Briansstocks]

Hello,

I just can't figure out how to make Strategy Analyzer do anything, I have a very slow connection where I am currently so couldn't search a bunch of topics.

I read the help document and watched the video linked in it..

#1. When running Strategy Analyzer do I need to be connected to my data feed or Market replay or other? I'm pretty sure I need to be connected to my data feed.

#2 The On the fly option appears to do absolutely nothing. Clicking on it and then clicking back test gives me the pop up window for the strategy parameters but there is always a default ES 06-15 for the instrument. It allows me to change this but then what contract date should I enter when I enter an instrument? I have tried a few but I am apparently not doing something correctly. All I get is a chart that appears to have about an hour and 15 minute bars. I have selected 5 minute bars.

I show no trades at all just a chart.

#3 I am completely lost in how to add a list of instruments. When the pop up appears It asks for a master instrument. WTF is that supposed to be? Also If I try to enter an instrument It actually asks me to chose the exchange also. You can't be serious, I have to know every instruments exchange and everything just to put a list of instruments in a list. Also tick value, point value? There is nothing about this in the Strategy Analyzer section, is there somewhere else I need to look to actually put a list of instruments in there?

[NinjaTrader_Jason]

Hello Briansstocks,

1. Yes, please connect to your data feed when performing backtests. The Market Replay cannot be used for the Strategy Analyzer.


2. Can you please select the ES 12-15 instead.

What strategy do you backtest? Do you see results if you use the SampleMACrossOver strategy?

What From and To dates are selected in the backtest settings?


3. You can create instrument lists in the Instrument Manager. Please see the link below.

http://ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Once you created an instrument list in the Instrument Manager, it will show up in the Strategy Analyzer.

You do not have to select the exchange each time. Once the instrument list is available in the Strategy Analyzer, please right click any instrument on it and select Backtest. Subsequently setup the backtest settings as you like and click Run Backtest.

[Briansstocks]

Thanks Jason,

Not sure if ES would not work for me because I only have a futures account but was able to run a quick test on NQ.

The whole instrument management looks completely ridiculous in how you have to update it all the time to the current front month. I was able to change NQ from 06 to 12 by just clicking the arrow to move it out then just clicking the arrow to put it back in.

I did not have use historical bars set to true and that seems to have been causing most of my problems.

I will read up on how to create an instrument list and hopefully not have any problems.

Is changing the front month something that has to be done manually every time or will this automatically change somehow?

[NinjaTrader_Jason]

Unfortunately you will need to roll over futures manually in the Instrument Manager.

This will be improved in NinjaTrader 8, which allows you to roll over all instruments in instrument lists and all windows in your workspaces in one go.

[Briansstocks]

Jason,

I believe I have the basics figured out and that is good enough for now.

I have a quick question about the optimizer. Since it was there I decided to run a quick test. I ran it for almost 24 hours and it did not show anything in the progress bar. The test was from the beginning of the year till now. I realize that's a long time frame so I shortened the test today for just September. After an hour it shows no progress in the progress bar. I know there are a lot of factors to consider but how long does it take to run an optimizer test in general?

Also considering the time it takes to run an optimizer test how do the results compare to manually testing with Market replay? Would I come to the same results as the optimizer?

[NinjaTrader_Jason]

It is hard to say how long it runs. It depends on the strategy you optimize (if it makes complicated calculations, it will take longer), the amount of optimization parameter combinations and the amount of historical data. Do you see results if you optimize the SampleMACrossOver strategy?

You will see differences between the Market Replay and Strategy Analyzer. Please see the link below.

http://ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm