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chart shiftet the orderarrow and text to the right


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chart shiftet the orderarrow and text to the right

  #1 (permalink)
siscop
germany
 
Posts: 19 since Sep 2009
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Hi,
I have a question regarding the Chart on back testing the daily chart on Ninjatrader.
I have a programmed a stradegie und backtestet it on a daily chart and this came out.
The text and the arrows are shiftet one bar to the right.
e.g. see the attachment on the daily chart from the 4th.
It said that it entered a short position at 63,- and closed it at 61,62. This happened at the 3rd and NOT on the 4th
Output window confirmed that it happened on the 3rd including ALL other trades so why does NT chart shifted all the arrows and the tradingtext in the chart to the right?
Is this a bug or my logical problem?
Btw the position is closed at the end of the day so this might be easier to see the attachment bug(shiftbug).

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  #2 (permalink)
 
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 Big Mike 
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siscop View Post
Hi,
I have a question regarding the Chart on back testing the daily chart on Ninjatrader.
I have a programmed a stradegie und backtestet it on a daily chart and this came out.
The text and the arrows are shiftet one bar to the right.
e.g. see the attachment on the daily chart from the 4th.
It said that it entered a short position at 63,- and closed it at 61,62. This happened at the 3rd and NOT on the 4th
Output window confirmed that it happened on the 3rd including ALL other trades so why does NT chart shifted all the arrows and the tradingtext in the chart to the right?
Is this a bug or my logical problem?

Is normal. NT looks at the "CurrentBar" --- THEN --- makes a decision. That decision cannot come until the "CurrentBar" is closed and is therefore no longer the current bar. So the markers show up on the next bar.

BTW, don't use Limit orders with strategies unless you have a lot of experience. Many, many, many bugs, including fill on the same bar because the OHLC order is unknown. Filter your backtest results by # of bars. Any trades 1 bar in length should be considered losers, even though ninja will consider them winners.

Mike

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  #3 (permalink)
siscop
germany
 
Posts: 19 since Sep 2009
Thanks Given: 16
Thanks Received: 4



Quoting 
Any trades 1 bar in length should be considered losers, even though ninja will consider them winners.

thanks for the hint. i programmed this for a 1 min bar and just took a 1day chart to get an better overall look. the strategie itself however took the 1 min bar :-) (BarsInProgress == 2)(1 min) that is where the programm is working on (BarsInProgress == 0) (dailychart) to get an better look on the chart

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Last Updated on September 6, 2009


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