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Strategy Analyzer Error


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  #1 (permalink)
 jeffbg123 
Chicago
 
Experience: Advanced
Platform: Other
Posts: 35 since Feb 2010
Thanks Given: 3
Thanks Received: 1

Can you explain this chart?

https://www.postimage.org/image.php?v=gxAuhxi

I am using default fills. 1 Tick chart. How could this possibly happen?

It is filling me at 2 different prices, none of which are the current tick. The tick is 1079.50, and I am filled at 1080 and 1080.50....

How does this make sense?


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  #3 (permalink)
kandlekid
College Point, NY (Queens)
 
Posts: 63 since Nov 2009
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Not sure. The only thing that comes to mind is that you appear to be running a backtest as if it were real time. Will CalculateOnBarClose = true let you run a backtest on 1 tick chart ?

Maybe NT can't figure out if it should fill at the start or close of the bar. Anyway, I'm confused. You're testing the limits of my knowledge.


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  #4 (permalink)
 phyzfer 
Chicago
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus/Zen-FIre
Trading: GC, ES
Posts: 73 since Mar 2010
Thanks Given: 40
Thanks Received: 33

All,

Is this true? Can we NOT run NT backtests on 1-tick data?
I have a strategy that is tick dependent. I ran the backtest, but it took forever (I'm not sure if NT would have even finished the backtest).
I'm researching how I should backtest/optimize my strategy.

Also, is there any way to see an estimated time left on a backtest?


Any insight?


thanks!


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Last Updated on April 8, 2010


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