UniRenko Walk Forward/Backtest Chart Shows 0

[CMillz]

I continue to have an issue when I run backtests and walk-forward optimizations with a unirenko chart showing 0.

This is incredibly problematic as it messes up the walk forward optimizations and generates totally unrealistic profits. Why is this continuing to occur?

The chart attached can't scroll any further right, but the trade is showing a short and then covering the short at 0

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to check, does this also occur on a similar bars type like the Renko or is this specifically the unirenko only that this happens with?

In the case this is specifically the unirenko, are you seeing any errors in the log tab of the control center when running the test? If so can you provide them for my review?

If there are no errors and you just see the zeros, it would seem the bar type may be failing to generate bars when running in this situation. This is likely a problem with the bar types logic. Could you tell me is the unirenko you have the following item?

https://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=9&linkid=714

I look forward to being of further assistance.

[CMillz]

I haven't seen this error with other bar types yet.

Yes, these bars are from the download link you provided on the NT forum. To my knowledge I haven't seen errors generated when running the optimization/backtest, so it seems like it may be failing to generate the bars as you indicate.

Any idea why this may be happening, and what could be done to fix?

Thanks

[NinjaTrader_Jesse]

Hello,

Thank you for confirming that for me.

Could you test this bar type with the SampleMACrossOver using the same general settings to see if this happens still? If so, can you provide an image of the settings used for me to test?

I tried the linked unirenko briefly after my last post, but without the specific settings, I did not see the zeros. If I am able to recreate the situation, we could likely relay those details to the author of the script for a solution. If only you are seeing this, we may want to further review your installation.

I look forward to being of further assistance.

[tolisss]

I can also confirm the case I have tested the MA cross strategy and does not work for walk forward

[tolisss]

my apologies I did not used the correct settings thats why I got no results, it is now working fine at least for me.

[CMillz]

Could the last lines of code have anything to do with the backtests showing 0 on occasion:

public override string ChartLabel(DateTime dateTime)
{
return dateTime.ToString("T", Core.Globals.GeneralOptions.CurrentCulture);
}

public override double GetPercentComplete(Bars bars, DateTime now)
{
//return 1.0d;
return 0;
}

[NinjaTrader_Jesse]

Hello CMillz,

I am not sure this would be related, this is also set as 0 in the default Renko bars. If this was the case we should also see this testing the standard Renko as well.

This could certainly play into a problem if this was used in the logic of the bars type in some way and was looking for a value other than zero, I don't see this is reused in the Unireko though.

I look forward to being of further assistance.