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Partner 728x90

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why 60 second vs 1 minute strategy performance difference

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    why 60 second vs 1 minute strategy performance difference

    I run a strategy in two charts with all the variables same except one chart I use 60 second time frame and the other chart I use 1 minute time frame. The two strategy performance results are different and even the # of orders run different. Why is this happened? Thank you guys

    #2
    Hello alala8090,

    Thank you for writing in.

    This likley has to do with certain times of the day there is no trading at that second, thus bars are being grouped together differently.

    What I suggest to understand this is go to the first trade both strategies made, dig into why the strategy took a trade and the other didn't, look for differences in the bars, compare high lows, look for missing bars, compare how many bars are on the chart before both. Look for errors in the log tab.

    Second charts are built off tick data and minute data is built off minute data, how ticks are grouped into bars during periods of low activity likley has to do with what you're seeing.

    You could also add prints to the strategy to compare the inputs causing the order trigger,

    I’ve provided a link to a youtube video which covers an example of using prints to understand behavior:
    https://www.youtube.com/watch?v=K8v_...tu.be&t=48m45s

    I’ve provided a link covering debugging which you may find helpful.
    Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Thank you Alan!

      Comment

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