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Plausibility check Any/All EntryModuleMode
25.06.2021 04.01

Creating Flexible Strategy Architecture in NinjaTrader 8

CHRIS W.

Hi Yuri, I am still working through the various concepts demonstrated in the Trade system architecture course. As I understand the ALL/ANY function as defined in the code: The backtest result for the following scenarios 1 and 2 should be identical:

1) ALL node ON and all encircled variable turned OFF

2) ANY node ON with all the encircled variables  turned ON. Correct?  


Could you please explain why differences occur? Thank you very much. 


  • Yuri Zolotarev
    28.06.2021 21:56

    Hey,

    Possible that you didn't understand the ALL and ANY mode correctly...

    If ALL mode is on then ALL entry signals need to inline and happen at the same time in order for the trigger to occur. If ANY is selected, only one of the signals that are turned would be required.

    Also, as far as I remember, the filters don't care about the all or any mode...

    It has been some time so I might be missing something...

    Hope this helped.

  • CHRIS W.
    29.06.2021 00:16

    Hello Yuri, 

    thank you very much for your reply.

    I do understand what ALL and ANY mode means.

    The ALL mode as defined in the Architect strategy does not seem to work entirely correct.

    Lets focus only on the entry signals:

    As I understand your system, I can can select one, two or three entry signals and group them. By selecting the AND or OR node I decide whether the selected entry signals have to happen at the same bar (AND node) or  whether only one of the signals would be required (OR node). Thats fine and seems to work.

    What I am struggling with:

    ALL mode with NO entry signals clicked: When running the backtest,  it calculates something. That seems to be wrong. Instead it should return nothing. Correct? Otherwise what is calculated there, when no entry signal is selected? 

    ANY mode with NO entry signals clicked: When running a backtest, it returns nothing. Which is supposed to be correct.


  • CHRIS W.
    29.07.2021 13:01

    Hi Yuri,

    i am coming back to the issue with the ALL mode in the MyEntryModule I raised earlier in this thread.

    There is an bug in your script. Please find the error description in the attachment.

    So far I did not find a solution to correct this. Could you please support.

    Thank you very much.