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Same strategy causes different results depending on using index or stock data

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    Same strategy causes different results depending on using index or stock data

    Dear NT8 support team,

    I created the following simple straegy with the NT8 strategy builder:
    if time series = time value 15:33
    enter long position
    if time series = time value 21:58
    exit long position
    As you can see in attachment 1, with data for the DJIA the strategy worked as expected
    By using stock data with the same granularity (I tried several stocks) and same time stamps I got unexpected results, pls see attachment 2.
    Then the strategy opened all trades for the choosen period in advance and closes it out one by one by every exit event.
    Is there a solution?
    Thanks for your support in advance,
    cheers, Joerg
    Attached Files

    #2
    Hello Traderjoe2017,
    Thanks for your post.

    Your results are different for a variety of reasons. I suspect that the biggest reason is the order quantity in your screenshots. AXP was submitted with a quantity of 100 and the Index had a quantity of 1.
    Josh G.NinjaTrader Customer Service

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