Order left open after M/M Daily P/L targets hit & BB remembers previous backtest Daily net P/L. (Resolved)

When in back test mode I set net max profit to $300 and net max loss to $200.  I ran a back test and it worked fine.  Then I changed the net max profit to $100 and reran the back test.  The resulting message on the attached chart shows that it remembered my old $300 profit and also mentions the $100 net max profit.

Also, notice that when the max profit is hit during the inter-day session, trading stops as it should, but at the close of the session a trade is made again and adds more profit or loss to the day session.  This makes it hard to determine the overall profits or loss for multiple days of trading.  I would want to see just the profit for each day totaled when the trading stops and not include that last trade at end of day.

 

 

Trace file not attached because it was too big a file

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8 Comments

  • 0
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    Zac

    Hi Bob,

    Q:  When in back test mode...

    A:  BB is designed to persistently remember the current day's P/L, incase you need to shut Ninja down in the middle of the day.  Therefore, when running backtests the Account Performance values need to be reset before starting a new backtest.

    Q:  ...when the max profit is hit during the inter-day session, trading stops as it should, but at the close of the session a trade is made again and adds more profit or loss to the day session.

    A:  BB uses the bar's date (eg. May 9th, or May 10th) to determine when the day ends to reset the daily P/L.  If your timezone changes date that may be the cause.  Please provide exact time of day the last trade is occurring, your timezone, what time does the session close, and any other time of day information you can provide.

  • 0
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    Bob Kost

    Thanks for clearing that up for me in your first response. I remember you talking about that in the webinar but forgot.   On the 2nd question I am in the EDT time zone. I re-did the strategy with the same conditions using my other computer and attached the chart. I am using the Nymex RTH in this example and $200 net max profit.  The chart shows the trade closing to be 2:29:59 pm on 05/09/2015.  I don't know why this did not happen on 05/10/2015.  It looks like it worked properly but I suspect it will show up tomorrow when a new day starts.  However, you can see on 05/05/2015 it happens again in the attached performance chart 2 where the closing time is 2:29:57 pm.  The session NYMEX RTH time close is 2:30 pm.  It didn't happen on 05/06 because the profit never hit the $200 level.  This same problem occurred on the 24 hour chart that I submitted in the original submission above. I see this problem all the time on my charts when I set  a max net profit for the day.  Hope this helps.  Let me know if i can give you anything else to help.




    closing_time_in_blue_2_29_59_pm.png
    Nymex_RTH_time__$200_max_net_profit.png
    performance_chart_2.png
  • 0
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    Zac

    Hi Bob, I am missing DonchianChannelClose indicator.  Can you email it to support.  Or, can it be downloaded from Ninja or BigMike's?

  • 0
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    Bob Kost

    Zac, I don't have this indicator.  I could not find it on Big Mikes either.  Did you send this to the wrong person since I don't use the DonchainChannel indicator in my trading.  Just wondering why I got this message?

  • 0
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    Zac

    Hi Bob, you must have it, because it is used the Bar closees at high or low.bht file that you attached in the first post above,  It is used in a Comparison solver named 'Close=DonchClose(40)'.

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    Bob Kost

    Oh I added my strategy to the same template that Daniel Roe uses for divPro by mistake so I left it there.  The attached pictures show that my Bar closes at high or low does not use the DonchClose indicator.  I should have made a new template and not attached it to Daniels template.  Sorry for the confusion. I hope this helps.




    logic_bar_closses_at_high_or_low.png
    bloodhound_bar_closes_at_hgh_or_low.png
  • 0
    Avatar
    Zac

    Q:  ...when the max profit is hit during the inter-day session, trading stops as it should, but at the close of the session a trade is made again and adds more profit or loss to the day session.

    A:  When this happened what data feed was Ninja connected to, Live or Market Replay?  Here is something I noticed about the Strategy Performance reports you sent in ...  http://screencast.com/t/kPGqfLdC

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    Bob Kost

    The data feed is in Market Replay when this happens.  I am doing back testing of a strategy when this happens.  So instead of the Performance summary showing $200 dollars profit for the day it shows the additional profit or loss for a trade taken at the time when the $200 profit ( a long or short) and the time at session close. I am not sure what you meant when you say "these trades did not open at the close of the session".  I would expect them to close at the session close and not open.  

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