NT8.0.3.1 - Playback-MR - Strategy Performance dates are wrong

[sledge]

Control Center->Strategies tab->Select Strategy Name ->right click->Strategy Performance->Real Time or Real Time+Historical.


The replay period is 1/20/2014 to 1/27/2017.

Not 1/15/2014 to 1/20/2014...


New ->Strategy Performance-> was not an option as I had multiple strategies running over 3 years.

[NinjaTrader_JessicaP]

Hello Sledge, and thank you for your question. I wasn't quite able to see the same thing on my end as you were seeing on yours. In addition to the steps you recommended, I used the SampleMACrossover strategy, I downloaded historical data between January 1st 2014 and today, and I ran my strategy on a chart with the attached data series settings, getting the attached results. Could you review these settings and let me know what I would need to change to see the same thing on my end? I look forward to assisting further.

[sledge]

It looks like the only thing we did different was that I used actual replay data, not historical.
I ran the replay from 1-20-2014 till 1-27-2017, in ES ##-## folder that I constructed from replay data from each contract.

I'll do a quick test tonight with something more current replay wise. (In 03-17 and ##-##)

[NinjaTrader_JessicaP]

Thank you for this additional information sledge. I am currently loading and testing 3 years worth of replay data and will return when I have more information.

[sledge]

nt8.0.3.1 - Playback-MR - OnRender - System.InvalidOperationException

Silly me, I didn't restart market replay.

I ran replay for 3 years. I got my reports saved. I disconnected replay. I connected to replay. I changed my ES chart from 15 second to 5 minutes. I changed the start date to 2 weeks ago. I added the SampleMACrossover. I hit play at MAX speed.

Not even by mid-day it blew up.

Will try again.

2017-01-30 18:33:22:020 (Playback Connection) Cbi.Account.OrderUpdateCallback: orderId='aee356b8ef524ccbb0fb51786619e386' account='Playback101' name='Sell short' orderState=Accepted instrument='ES ##-##' orderAction=SellShort limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=0 averageFillPrice=0 time='2017-01-17 00:30:00' statementDate='2017-01-17' error=NoError comment='' 
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Account.OrderUpdateCallback: orderId='aee356b8ef524ccbb0fb51786619e386' account='Playback101' name='Sell short' orderState=Working instrument='ES ##-##' orderAction=SellShort limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=0 averageFillPrice=0 time='2017-01-17 00:30:00' statementDate='2017-01-17' error=NoError comment='' 
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Simulator.Fill1: orderId='aee356b8ef524ccbb0fb51786619e386' maxFillQuantity=1 price=2266.25 thread=37
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Simulator.Fill2: orderId='aee356b8ef524ccbb0fb51786619e386' fillQuantity=1 price=2266.25
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Account.OrderUpdateCallback: orderId='aee356b8ef524ccbb0fb51786619e386' account='Playback101' name='Sell short' orderState=Filled instrument='ES ##-##' orderAction=SellShort limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=1 averageFillPrice=2266.25 time='2017-01-17 00:30:00' statementDate='2017-01-17' error=NoError comment='' 
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Account.ExecutionUpdateCallback: executionId='16d1b0c64efa441f9ecddf729c24067b' account='Playback101' instrument='ES ##-##' exchange=Globex price=2266.25 quantity=1 marketPosition=Short operation=Add orderID='aee356b8ef524ccbb0fb51786619e386' isSod=False time='2017-01-17 00:30:00' statementDate='2017-01-17'
2017-01-30 18:33:22:020 (Playback Connection) Cbi.Account.PositionUpdateCallback: instrument='ES ##-##' account='Playback101' avgPrice=2266.25 quantity=1 marketPosition=Short operation=Add
2017-01-30 18:33:22:032 [B]Gui.Chart.ChartPanel.OnRender: System.InvalidOperationException: Collection was modified; enumeration operation may not execute.
[/B]   at System.ThrowHelper.ThrowInvalidOperationException(ExceptionResource resource)
   at System.Collections.Generic.List`1.Enumerator.MoveNextRare()
   at System.Linq.Enumerable.FirstOrDefault[TSource](IEnumerable`1 source, Func`2 predicate)
   at NinjaTrader.Gui.Chart.ChartTrader.GetChartTraderPosition()
   at NinjaTrader.Gui.Chart.ChartScale.CalculateMinMax()
   at NinjaTrader.Gui.Chart.ChartPanel.CalculateMinMax()
   at NinjaTrader.Gui.Chart.Direct2DForm.RenderInit()

[sledge]

Thank you for this additional information sledge. I am currently loading and testing 3 years worth of replay data and will return when I have more information.

I did a Sample MA Crossover (default settings) test of 1 week on an ES ##-## chart

See image. It used the week before I started dates.

https://www.screencast.com/t/LzyxHNllI

[sledge]

1 final test, in ES 03-17.

Same thing.

Also did Strategy Performance from both the Control center and From the Chart->Strategy Performance (same thing).

https://www.screencast.com/t/swFpo2i5

[NinjaTrader_JessicaP]

I appreciate helping us narrow down the initial test case directly. Would it be possible to get the data series settings for the strategy you used? I believe with this information I will have everything I need to see the same thing on my end.

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
Click here for instructions
Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
Click here for detailed instruction

[NinjaTrader_JessicaP]

As an aside these two threads have been combined, please let us know if they were addressing separate reports.

http://www.ninjatrader.com/support/forum/showthread.php?t=95669

http://www.ninjatrader.com/support/f...ad.php?t=95724

[NinjaTrader_JessicaP]

After some more testing I believe the reasons I am seeing something different is that I am not testing for the same thing. I had assumed the reported issue was that the strategy's shown dates did not reflect the data series. Is it the case that the reported issue is that the strategy's reported date does not reflect the market analyzer from / to dates, and should be the narrower of the data series and market analyzer region dates? I am following up with the product management team if this is the case, and no further action will be needed from you. If it is not, please clarify what I should be looking for. Otherwise I will return when I know what the expected behavior in this situation should be.

[sledge]

See image attachment

Also 8.0.4.0

[NinjaTrader_JessicaP]

Thank you for confirming that you expect the date range shown by the strategy analyzer to be the narrower of

• the data range specified in the data series settings
• the data range specified in the playback controller

I am following through with the product management team to see what the behavior of Ninja should be. I will report back with a feature request or bug fix ID. Should this be treated as a feature request, we will ensure the current behavior is documented so that users know what to expect.


No further information will be required at this time. Thank you once again for your report. I will return shortly.

[NinjaTrader_JessicaP]

Hello sledge,

This feature is being reviewed by the product management team and has been assigned the following unique tracking ID


SFT-1566


Please let us know if there is any other way we can help.