Go Back   NinjaTrader Support Forum > Historical Beta Archive > Historical NinjaTrader 6.5 Archive > Historical NinjaTrader 6.5 Beta Threads

Thread Tools Display Modes
Old 01-13-2008, 08:54 PM   #1
Join Date: Sep 2007
Posts: 72
Thanks: 0
Thanked 0 times in 0 posts
Default Bars are wrong on strategy performance (negative bars)

Getting some strange "bars" results on running a "historical and real-time" performance on a running strategy. See the attached graphic, trade 2 and 3 are wrong. This is a strategy running on 1 minute bars.

This is with the latest beta, downloaded tonight.

Attached Images
File Type: png bars.png (24.8 KB, 19 views)
woodside is offline  
Old 01-13-2008, 09:04 PM   #2
Join Date: Sep 2007
Posts: 72
Thanks: 0
Thanked 0 times in 0 posts

Related to the above post, in my strategy I have the following code to wait 15 bars before entering a trade after exit. This seems to work fine in real time, but in back testing it doesn't. Using the following in my multi period strategy:

&& (BarsSinceExit(0,"ShortLimit", 0) > 15 || BarsSinceExit(0,"ShortLimit", 0) == -1 )

If you look at trades 7 and 8, trade 8 entered before trade 7 closed, and when I do a right-click chart of trade 7, it doesn't appear, only trade 8. See attached chart.
Attached Images
File Type: jpg YM 03-08 1_11_2008 (1 Min).jpg (59.4 KB, 17 views)
woodside is offline  
Old 01-13-2008, 11:22 PM   #3
NinjaTrader Product Manager
NinjaTrader_JoshP's Avatar
Join Date: May 2007
Location: Denver, CO
Posts: 17,459
Thanks: 1
Thanked 354 times in 106 posts

Hmm. Could you send me a simple as possible strategy that highlights the issues you are experiencing? I would like to run some tests based on your environment. Thanks for the help.
NinjaTrader_JoshP is offline  

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
can someone suggest what I'm doing wrong? coolmoss Indicator Development 7 12-06-2007 05:23 PM
Forex trading - wrong reporting, wrong Close action, connecting jcervinka Platform Technical Support 2 08-30-2007 09:42 AM
Momentum bars or Price Range Bars Akros Indicator Development 7 06-10-2007 04:55 AM
[NT6 bug?] Compiles the wrong indicator FireFly General Development 2 04-28-2007 06:45 PM
PnL wrong display PrTester Platform Technical Support 6 03-05-2007 11:24 AM

All times are GMT -6. The time now is 12:34 AM.

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

CFTC Rules 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

This website is hosted and operated by NinjaTrader, LLC (“NT”), a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform. NT is an affiliated company to NinjaTrader Brokerage (“NTB”), which is a NFA registered introducing broker (NFA #0339976) providing brokerage services to traders of futures and foreign exchange products. This website is intended for educational and informational purposes only and should not be viewed as a solicitation or recommendation of any product, service or trading strategy. No offer or solicitation to buy or sell securities, securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, is made, given, or in any manner endorsed by any NT affiliate and the information made available on this Web site is not an offer or solicitation of any kind. Specific questions related to a brokerage account should be sent to your broker directly. The content and opinions expressed on this website are those of the authors and do not necessarily reflect the official policy or position of NT or any of its affiliates. 

Vendors along with their websites, products and services, collectively referred to as (“Vendor Content”), are independent persons or companies that are in no manner affiliated with NT or any if its affiliates. NT or any of its affiliates are not responsible for, do not approve, recommend or endorse any Vendor Content referenced on this website and it’s your sole responsibility to evaluate Vendor Content. Please be aware that any performance information provided by a vendor should be considered hypothetical and must contain the disclosures required by NFA Rule 2-29(c). If you are interested in learning more about, or investigating the quality of, any such Vendor Content you must contact the vendor, provider or seller of such Vendor Content. No person employed by, or associated with, NT or any of its affiliates is authorized to provide any information about any such Vendor Content.