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Merging Data Strategy Analyzer Woes
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Merging Data Strategy Analyzer Woes

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

Merging Data Strategy Analyzer Woes

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)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,230 received

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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