Strat Analyzer High Resolution

[algofy]

I just moved my strategy over to NT 8 because I've been having issues with testing quality with replay in NT 7, I think I've determined my issue in testing using market replay is the 1 sec intervals doesn't always work well with stops and targets in fast moving markets where price changes in-between the 1 sec interval set in market replay. If there's a way to make the prices come in "tick by tick" in replay that would be nice to know. Although that isn't my main question here.

Please see attached screenshot. In NT 8 Strategy Analyzer, I'm using a strategy that is based on 10 tick range bars and I'm wanting to test at 1 tick granularity. What I noticed though when testing at 1 tick resolution as shown in screenshot is that the profit target is set to take at 4 ticks but every profit trade is actually showing as 5 ticks of profit. Being the 4 tick limit order is placed, there shouldn't be 5 tick winners. When I adjust the granularity down to 10 ticks, most of the profits are coming in correctly at 4 ticks but it throws all the trade numbers out of whack.

1st attachment will be 1 tick resolution and 2nd will be 10 tick resolution and look at the difference in the number of trades and profit. Something just doesn't feel right.

Thanks in advance for looking into this.

[NinjaTrader_JessicaP]

Hello algofy,

I am just reproducing the post from the other thread here for reference. I will be addressing this momentarily.

I've noticed several really buggy things in Strat Analyzer where data and numbers seems to either get stuck or randomly change, here is an example.

I ran the selected strategy at the bottom on the attached picture and it yielded a net profit of $940.00. Later I reran that same strategy with the exact same specification and I ended with a profit of $600.00 (the very top of the log attached). When I right clicked the $940 profit run in the log and added to the strat analyzer tab, now it shows net profit of ($553.00). What in the world is going on please?

Attached Thumbnails

Last edited by algofy; Today at 04:45 PM.

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[NinjaTrader_JessicaP]

Would it be possible to answer as many of the following questions as possible so that we may better assist?

• Do you see erratic results when running similar tests on the SampleMaCrossOver strategy in NinjaTrader?
  
• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
  
• Are you connected to your data feed provider when running this test?
  
• What instrument(s) (and expiry if applicable) have you selected?
  
• What From and To date is selected?
  
• Is your strategy a multi instrument or multi time frame strategy?
  
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?