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Optimizer equity curve calculation

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    Optimizer equity curve calculation

    Hi, I am having a recurring issue with the calculation of my equity curve in optimizations. I've attached pictures of the equity curve spike and the trades taken in the time window. Click image for larger version

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    thanks
    Attached Files

    #2
    Hello Bmatarese,

    Are you using 8.0.23.2? (Help -> About)

    Can you reproduce this with the Sample MA Crossover included with NinjaTrader?

    In the trades, are you finding the entry and exit order prices are correct and are correctly paired with each other?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Yes, I am using the latest version of ninja. The trades, aside from that huge spike, are accurate. For some reason I keep getting a 40k spike in net profit early in the ETHUSD and BTCUSD backtests. It does not happen with the MA crossover but it only happens when using my custom script on those two symbols^^.

      Comment


        #4
        Correction, the trades on the chart are not matching up with the results report.

        Comment


          #5
          Hello Bmatarese,

          This is Jim responding on behalf of Chelsea who is out of the office at this time.

          Could you attach an example version of this strategy that generates these results so we can test and have a close look? Please also include screenshots showing how the test should be set up. We ask that the test be made as simple as possible for us to better assist.

          Also, what time zone and data provider are you using so we can run the same test with the requested example?

          You may also send it in directly to scriptingsupport [at] ninjatrader [dot] com with the text "Attn Jim 2930280" and a link to this thread.

          I look forward to hearing form you.
          JimNinjaTrader Customer Service

          Comment

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