Backtest malfunctioning when too many trades

[emoryhu]

It seems to me that whenever my strategy trades in high number of times per day, the backtest doesn't give me correct results. When trading in low number of times, it's normal.

It should be one buy then one sell, whether it's profit taker or stop loss. But in backtest, it keeps on buying and then in the next interval, it sells everything it has bought at the same time at the respective profit taker or the stop loss prices. As a result, I can't tell whether the script is working properly.
If it is tested in real time data, it functions just fine. One buy, then one sell whenever the profit taker or stop loss triggers.

Also, historical data sometimes miss a couple intervals of data. Not too critical, but kind of annoying.

And is there a way to look at a different time intervals in the performance chart?. For instance, I'm trading using the 5 min chart, and in the performance chart I want to look at the say 1 second chart, so that I can see exactly where it transacted.

[NinjaTrader_MichaelM]

Hello emoryhu,

Thank you for writing in. Any logic that you have in the OnMarketData method will not trigger when backtesting. I would need to see your code to give you a more specific answer as to exactly what is happening. If you would like to send in your code, please feel free to email platformsupport[AT]ninjatrader[DOT]com with the subject line "ATTN: Michael M http://www.ninjatrader.com/support/forum/showthread.php?t=78524" and be sure to attach your code to the email.

Unfortunately you cannot change the chart period shown in a backtest after you have run the backtest. You can however zoom in and zoom out. You can always print the specific variables you need to have the exact values for in your strategy and then view them from an Output window. They will print to the output window when a backtest is run.

Please let me know if I may be of further assistance.