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Strategy Anlyzer doesn't produce any results other than the built in MA strategy

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    Strategy Anlyzer doesn't produce any results other than the built in MA strategy

    Hello,
    as stated the Strategy Anlyzer doesn't seem to produce any results other than the built in MA strategy. Even the other built in sample strategies do not produce any trades. I've tried all sorts of basic things and nothing. The results are that when run is pressed it looks like it is doing work, and then after a moment nothing. no trades, nothing on the chart, just the start and end date and a sharpe and sortino ratio of 1.00.

    Any suggestions that might help please?

    I've tried connecting to various data feeds, and they produce all the charts one could want but no strategy analyzer results.

    Thanks!



    video, sharing, camera phone, video phone, free, upload
    Last edited by tlmq_73; 03-01-2020, 12:21 PM.

    #2
    Hello tlmq_73,

    Welcome to the NinjaTrader forums!

    The Sample ATM strategy only works in real-time, does not work in historical (backtest meaning it will not work in the Strategy Analyzer), and only works if you have an Atm Strategy template named AtmStrategyTemplate saved.

    The Sample multi-instrument adds MSFT 1 Minute in the code and requires that you have historical minute data for equities available.

    The Sample mult-timeframe adds a 5 Minute and 15 Minute series in the code and requires that you have historical minute data for whatever the primary series selected is.

    Who are you connected to for data?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hello ChelseaB,
      Thanks for responding. The data feed is from forex.com. Ok that is interesting. So what about a simple strategy created by the user with the strategy builder? none of those seem to working either. I am referring to just any simple example without indicators that is meant to test if its working. Do those not work with historical data also, or will the strategy analyzer work ?

      Thanks

      Comment


        #4
        Hello tlmq_73,

        I would expect the Sample multi-timeframe strategy work with a forex instrument as forex.com does provide historical minute data.

        When testing with a forex instrument you are seeing there are 0 trades in the summary?
        What is the date range you are testing over?
        Do you see all of the data in that range appearing on the Chart display in the Strategy Analyzer?

        With a custom written script, it depends on what is written into the script, but if created with the strategy builder will likely be processing historical data (unless explicitly written to only place orders in real-time).
        You can use prints and TraceOrders to find out why condition is not evaluating as true or why an order was ignored or cancelled.
        https://ninjatrader.com/support/foru...121#post791121
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hello again,
          yes it shows 0 trades. Many date ranges have been attempted, a month, a year, etc. and on many different time scales, daily, 1 hour, 1 minute. I've tried checking the trace orders box but it still hasn't shown any trades listed. Yes the chart loads all the data. The look back period is set correctly also. The script used by the startegy builder could be something as simple as , buy at
          the open and sell at the close or something like that, still nothing.
          Its so strange because the sample MA strategy works just fine.

          Thanks for the help. any other ideas?

          Comment


            #6
            Hello tlmq_73,

            This is while testing the Sample multi-timeframe included with NinjaTrader?

            Below is a link to a video of me testing this script with EURUSD 1 Minute from January 1st to today.


            If you take the exact steps shown in the video are you experiencing different behavior?

            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Hello Chelsea B.,
              ok that did actually work. so now its just a matter of figuring what is going wrong while using the strategy builder ?

              Comment


                #8
                Hello tlmq_73,

                If a strategy has no trades in a backtest it either:
                1. Does not have any historical data
                2. Did not have conditions evaluate as true and did not submit any orders
                3. Place orders that were ignored or cancelled

                You can use prints and TraceOrders to find out why condition is not evaluating as true or why an order was ignored or cancelled.
                Below is a link to a forum post that demonstrates how to use prints to understand the behavior of a strategy.


                I am happy to assist with analyzing the output from the prints if you would to provide this.
                Chelsea B.NinjaTrader Customer Service

                Comment

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