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NINJATRADER PERIODS TAB BEWARE
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NINJATRADER PERIODS TAB BEWARE

  #1 (permalink)
Trading Apprentice
Charlotte, NC. USA
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: ES, BRN
 
Posts: 5 since Dec 2013
Thanks: 2 given, 1 received

NINJATRADER PERIODS TAB BEWARE

Hey guys, I havent been active here, and I just got switched over to Ninjatrader about a month ago. I was going through some stategies I had developed and running them on different time periods over a 6 month period to see how they performed. I then looked under the "PERIODS TAB" to see what time of day they best performed... logical, right? I then sent a request to see if there were a way to isolate just those trades in the specific time frame and just view a taget group. It was then I learned that the "PERIOD TAB" said when the trades ENDED, NOT STARTED!!!!!!!! I cant help but wonder how many people have backtested strategies thinking they could run them at certian times... only to see the results come out different than they expect... WHY WOULD NINJATRADER SAY WHEN THEY ENDED, NOT INITIATED.... IT DOESENT MAKE SENSE!!!!!

everyone should know this prior to running strategies........ Period, this is just ass backwards......

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  #2 (permalink)
Quick Summary
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Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,644 since Feb 2013
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Forum Reputation: Legendary

Click-down box

Answer
This post has been selected as an answer to the original posters question Answer


You can switch to the entry time using the click-down box (where Exit is default).

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  #4 (permalink)
Trading Apprentice
Charlotte, NC. USA
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: ES, BRN
 
Posts: 5 since Dec 2013
Thanks: 2 given, 1 received

I have not seen this drop down box.. could you show me where it is?

Thanks

Scott

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  #5 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
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PM

saw your PM first ...
plz copy the pic that I sent you so that other searchers also find the answer ;-)

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  #6 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
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Once again

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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The following 2 users say Thank You to choke35 for this post:
 
  #7 (permalink)
Elite Member
San Jose, CA, USA
 
Futures Experience: Intermediate
Platform: NinjaTrader, RCG/Continuum
Favorite Futures: GC,CL
 
Posts: 89 since Dec 2013
Thanks: 14 given, 89 received

Answer is wrong?

I just stumbled upon this thread. I was looking for a way to adjust
how profits were being calculated in the Periods tab, I suspected
the Entry/Exit times were being used to decide which Period the
trade belonged to -- I mean, if the Entry/Exit times cross a
Period boundary, what controls which Period the trade belongs
to?

So, this thread appears to provide the answer, so I try it, but it
does not work (not surprising, see my PostScript below).

But, maybe I am doing something wrong?

On the "Graphs" tab in Strategy Analyzer I select "Exit Time" in the
dropdown for "Time Base", per the suggestion in the screenshot.

However, this does not update the output seen in the "Periods"
tab (which I have set to Daily).

Am I missing something?

PS: Seems odd to me that a setting in the Graphs tab would be used
to affect the output on the Periods tab, so I suspect the selected answer
is actually wrong, as it doesn't address the OP's question (which asked
about how to define periods via Exit/Entry time on the Periods tab only).

@Jetro @choke35

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  #8 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,644 since Feb 2013
Thanks: 4,904 given, 6,441 received
Forum Reputation: Legendary

Hi @bltdavid,

one critical requirement for this procedure is the session template,
which decides if and when an entry/exit crosses the boundary. With
the corresponding session template set, nothing "odd" remains with the
output chart - the graphing unit only contains the output parameters.

Depending on your goal, one more remark: The evaluation of trades has
some pitfalls and shortcomings at the moment, which is why many traders
use other/additional tools like R or Matlab for backtesting/evaluation purposes.
NT already announced many changes for backtesting and evalution in NT8
(next Webinar scheduled May 12th).

Good trades.

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  #9 (permalink)
Elite Member
San Jose, CA, USA
 
Futures Experience: Intermediate
Platform: NinjaTrader, RCG/Continuum
Favorite Futures: GC,CL
 
Posts: 89 since Dec 2013
Thanks: 14 given, 89 received


choke35 View Post
Hi @bltdavid,
one critical requirement for this procedure is the session template,
which decides if and when an entry/exit crosses the boundary. With
the corresponding session template set, nothing "odd" remains with the
output chart - the graphing unit only contains the output parameters.

You may be confused.

This is not about the Graphs tab, this is a thread started by the OP that
asks about the Periods tab.

The session template has nothing to do with whether Entry or Exit times
are used in the Periods tab.

The settings on the Graphs tab do not affect the output on the Periods tab.

NT support has confirmed that, on the Periods tab, the Exit time is always
used to decide which period the trade belongs to. This is simply an NT7
limitation for how the Periods tab works.

NT support has also confirmed that NT8 will allow the user to select Exit
or Entry time for the Periods tab, ala what the Graphs tab has today in NT7.

See here:
NinjaTrader Support Forum - Periods Tab

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  #10 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,644 since Feb 2013
Thanks: 4,904 given, 6,441 received
Forum Reputation: Legendary


That is exactly why the answer was about the graph tab:
It is the solution to the problem of the OP that is not solvable with the period tab in NT7.
So if you expect any result, you use the bypass until NT8.

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