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Strategy analyzer error

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    Strategy analyzer error

    Hello,

    I keep getting this error every time I try to optimize a strategy on minute data. I do not get an error on tick or daily data with the same strategy. I have tried deleting and redownloading all of the data, repairing the database, resetting the database, and doing a "repair" reinstallation. I cant find anything about a strategy.performance.add error anywhere. Nothing shows up in the log at all. Any idea to get me started??




    #2
    Actually it looks like it can happen with daily data too, it seems to be happening at a certain iteration of the backtest, and there were more trades with minute data than daily data. So with minute data it gets 5-10 interations in before this happens. With a new daily test I just tried it got to iteration 149 before the error.

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      #3
      the same thing happens if I apply the strategy to a chart and enable it. While calculating the strategy it will generate the error UNLESS there are no trades that occurred historically. This is a strategy that I have had running successfully for months on futures tick data without any issues, and I am trying to adapt it to stocks. In case that is useful at all.

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        #4
        I figured it out. I just had an error where a variable that was being set to 0 was being used to set the number of shares traded. So every time the strategy tried to place a limit order for 0 shares, it would crash the program.

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          #5
          Hello RobotSyndicate,

          Thank you for your posts.

          What exactly do you mean by crash the program - would just the Strategy Analyzer freeze, would the whole platform freeze, would the platform entirely shut down? We would not expect a crash after an invalid order quantity, so we would want to reproduce this behavior and report it to our development team if that is in fact the case. I haven't been able to reproduce this in my testing - would you be able to provide a reduced sample script that we can test on our end? All code unnecessary to reproduce should be removed.

          Thanks in advance; I look forward to assisting you further.
          Kate W.NinjaTrader Customer Service

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            #6
            Hello Kate,

            By crash the program, I mean NT8 would terminate entirely, as if I force quit the program. I will work on a reduced same script to reproduce the error.

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