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Merging Data Strategy Analyzer Woes


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Merging Data Strategy Analyzer Woes

  #1 (permalink)
 zwentz 
Austin, TX
 Vendor: www.ninjaterminal.com 
 
Experience: Advanced
Platform: NinjaTrader
Broker: Optimus Futures/Rithmic
Trading: Futures [ZB]
Posts: 36 since Sep 2009
Thanks Given: 12
Thanks Received: 22

Alright maybe I am terrible at merging data, but I can optimize on one set of merged data, and then run the previously optimized strategy on the previous contract month and get entirely different results. Down to per month. Does anyone else have this problem?

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  #2 (permalink)
 
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 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662

Hard to say just based on that, but there are lots of bugs. I reported a bug that happens if you span more than one calendar year to NT over a year ago... so if you are spanning a new year (ie: nov - march) that might be it.

Mike

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Last Updated on November 14, 2009


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