Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Strategy does not backtest under timeframe anymore

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Strategy does not backtest under timeframe anymore

    Hello, google didn't help so I'll hope someone here can.
    I had a strategy on the minute 1440min Bars. couple of weeks ago everything worked like a charm, now out of a sudden not. I tried the Sample MA Crossover and it doesn't either. It works though on every other timeframe /bars like 60min 15min or 1daily.
    Is there anything I'm leaving out? I am fully connected to continuum, all green in the left corner. The Log doesn't give an error. Just when I choose 1440min bars instead of daily or 60min there are no trades, though there are signals.
    Thanks and best regards!

    #2
    Hello rasmusrocks,

    Thank you for your post.

    If the expected trade(s) are not appearing, this would indicate that the condition to place the order is not evaluating as true or the order is being ignored for other reasons.

    To understand why the script is behaving as it is, such as placing orders or not placing orders when expected, it is necessary to add prints to the script that print the values used for the logic of the script to understand how the script is evaluating.

    In the strategy add prints (outside of any conditions) that print the values of every variable used in every condition that places an order along with the time of that bar. Prints will appear in the NinjaScript Output window (New > NinjaScript Output window).

    Also, enable TraceOrders which will let us know if any orders are being ignored and not being submitted when the condition to place the orders is evaluating as true.

    Backtest the script and monitor the Output window after adding prints and enabling TraceOrders to determine how the strategy is behaving.

    Below is a link to a forum post that demonstrates using prints to understand behavior and including a link to a video recorded using the Strategy Builder.
    https://ninjatrader.com/support/foru...121#post791121

    Please let me know if I may further assist with analyzing the output.
    Brandon H.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by DJ888, Today, 10:57 PM
    0 responses
    1 view
    0 likes
    Last Post DJ888
    by DJ888
     
    Started by MacDad, 02-25-2024, 11:48 PM
    7 responses
    158 views
    0 likes
    Last Post loganjarosz123  
    Started by Belfortbucks, Today, 09:29 PM
    0 responses
    7 views
    0 likes
    Last Post Belfortbucks  
    Started by zstheorist, Today, 07:52 PM
    0 responses
    7 views
    0 likes
    Last Post zstheorist  
    Started by pmachiraju, 11-01-2023, 04:46 AM
    8 responses
    151 views
    0 likes
    Last Post rehmans
    by rehmans
     
    Working...
    X