Castle Pines N, CO.
Experience: Advanced
Platform: NinjaTrader
Broker: Amp Futures/Zen-Fire)
Trading: ES
Posts: 201 since Jul 2009
Thanks Given: 196
Thanks Received: 132
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Here is what my testing has shown about Ninja Strategy Analyzer , its a joke(too bad the jokes on us!)... There are 3 types of data Ninja has,, Real Time(same as sim mode during the day, wether trading live or not), this is where the rubber hits the road... The next best data is recording the daily files and doing a playback,, course less u can keep ninja up 24hrs a day(lots of luck),, u can only test one day or so at a time.. The historical data (Strategy Analyzer) is just a joke.. The further u move away from daily bars the less accurate things get,, by the time U get to 1 min bars forget it.. All the other types of charts , range , vol, tic, etc..--- Forget it on the historical testing..
. I sent in a suggestion that NT7 spend more time with the ability to merge the daily recorded files and forget about that historical trash...
Do a test so u dont fool yourself.. Let your strategy run in sim mode during the trading hours,,,, be sure to print out before u disconnect the data,,, the daily stats on the strategy(real time).. If u disconnect the data all the real time is merged ((and lost) with the historical and becomes worthless...
1. So now u got a printout of today real time..
2. Reload Historical chart data,, print out the stats again (this is what u would see with the strategy analyzer,
3.. Do a replay of the data for the day u recorded (this will be closer or almost right on
what ur first real report said...
4. Run the Strategy Analyzer and feel bad about all the time u wasted with historical data.
If u look at the charts the differences are so minute that ur eye cant pick it up.. So u really need to test code in like a bot strategy and let it go..
A tic here and a tic there,, but since this is a game of tics-------------------------
If anyone has had any better luck with this,, please post.. I can post screen shots of a strategy I run on range 2 bars and v2000. These totally stink on the Strategy Analyzer and u would be afraid to trade but make money every month for me... If u ask Ninja they have a convenient link that seems to say, dont trust any of this...
Turning on the traceorders = true (output window),, checking the log and trace file will give u a clue as to what is blowing up on ur order entry problem,, I have had similar issues,, and it is usually a stop order blowing up or placing the wrong type of order for where the current price is.. I have had that happen to me ,, get in one trade only then gets out end of day...
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