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Errors in backtesting

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    Errors in backtesting

    Hello, guys!

    When I try to backtest my strtaegy, NinjaTrader may show big loss, but it's not connected with real trades. For instance, maximum loss is 200$, but sometimes it may show 10000$, how can I improve it?

    Thanks!

    #2
    Hi, thanks for your note.

    It depends on what the strategy is going that causes losses. All the strategy analyzer does is inject your script and run it over the selected data span. If you wanted the strategy to stop after a certain about of loss we have a reference sample for this here:



    Please let me know if I can help any further.
    Chris L.NinjaTrader Customer Service

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