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UniRenko Intrabar testing

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  • YevhenShynkarenko
    started a topic UniRenko Intrabar testing

    UniRenko Intrabar testing

    Hello!
    Having some interesting moments with backtesting. I'm using UniRenko bars type with my strategy, but having issue on Analyzer (comparing to real-time and market replay data).
    Analyzer doesn't looking on intrabar moves of price, but I already wrote Add Tick timeframe with value 1.
    My main logic is calculating on main TF in Barsinprogress == 0, and enters are set in BarsInProgress == 1 section which is Tick 1 Series. When I tried to put Print price of BarsInProgress 1 - it shows every tick price with right time.
    The question - why analyzer calculating every tick, but still don't showing right (different) results from Replay and Realtime tests? And how can I resolve this problem?

    In the most cases I have difference in exits - (most of enters are on the same points on Analyzer and Replay). I'm using SetStopLoss and SetProfitTarget in Initialize section for set them.

    Thanks!

  • NinjaTrader_PaulH
    replied
    Hello otislauwaert,

    Thanks for your post.

    The original poster did not respond on this thread and I have not been able to find any related e-mail to this thread from 3 years ago.

    If this is the same subject as this thread https://ninjatrader.com/support/foru...ad.php?t=68886 then we have responded to you in post #8 of that thread.

    Leave a comment:


  • otislauwaert
    replied
    Was this issue resolved? I'm interested in knowing how this was dealt with as I am facing the same issue.

    Leave a comment:


  • NinjaTrader_PaulH
    replied
    Hello YevhenShynkarenko,

    Thanks for your post.

    Please post a couple of screenshots showing your replay verses strategy analyzer charts where you see the difference in the exits.

    If you would prefer not to post this, please feel free to send this into platformsupport[at]Ninjatrader[dot]com With atten Paul in the subject line and a link to this thread.

    Leave a comment:

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