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Backtesting of FDAX from time ago

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    Backtesting of FDAX from time ago

    Dear all.

    How can i perform a back testing of fdax from old time?. I´m using merge back adjusted and the connection data is based on kinetic(end of day) and google data.

    The maximum time that i can make a back testing is from may. the other months (april, march, etc) are emptys

    Thanks in advance and best regards

    #2
    Hello memonic,

    I understand 'Merge policy' at Control Center-->Tools-->Options-->Market data is set to 'Merge back adjusted'. Could it be 'Do not merge' is used for the FDAX individually? Please go to Control Center-->Tools-->Instruments. Double click the FDAX futures and check its individual merge policy setting.

    If you create a new daily chart for the FDAX 09-17, do you load the requested data in the chart? If so, please perform a new backtest and check if the requested data is loaded there as well.

    Please note that futures are not supported with Google, only stocks are supported with Google. The Kinetick EOD connection does support historical daily data for futures.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hello NinjaTrader_Jason.

      No, i cannot view the FDAX, beyond the march of 2017.

      It´s due to de conection (only google and kinetyc, EOD)?

      Best regards

      Comment


        #4
        You should be able to load historical daily data from Kinetick EOD. I load historical daily data up to 2005 for the FDAX when I test it on my end.

        Try the following. Please shut down NinjaTrader and navigate to the location below.

        Windows start menu-->Documents-->NinjaTrader 8-->db

        Delete the cache folder that is within the db folder.

        The cache folder is used to quickly load data in chart windows - the actual data is saved in the tick, minute and day folders. The first time you load data after deleting the db-->cache folder, it will take a little longer to load than usual. Once all data is loaded, it should load data quickly again.

        Start NinjaTrader and check if you load the requested historical data. If not initially in the chart, please right click in the chart and select 'Reload All Historical Data'.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Hello again. I cannot load the data of FDAX beyond may. In the other hand ES futures can be loaded form years

          Comment


            #6
            Can you please disconnect all connections in NinjaTrader and go to Control Center-->Tools-->Database Management. Click 'Update instruments'. Enable General properties, Future expiries and Symbol mappings and click Update. Once finished, please connect only to Kinetick EOD. Check if you are able to load historical daily data for the FDAX in a chart and Strategy Analyzer window.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Thanks in advance NinjaTrader_Jason.

              But the problem is not solved, i have updated the database and i can not view data beyond may of 2017 for FDAX

              Best regards

              Comment


                #8
                When you test a chart, what value do you have selected for 'Days to load'? If not all dat ais loaded initially in the chart, do you load the requested data if you right click in the chart and select 'Reload All Historical Data'?

                Am I correct 'Merge policy' is set to 'Use global settings' for the individual FDAX?
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  yes merge policy for FDAX is set global policy

                  i try to load 365 days

                  But i cannot find reload the historical data

                  Comment


                    #10
                    Hello memonic,

                    You should have the Reload All Historical Data option available to you when right clicking on a chart.

                    Can you verify, can you see this option and have you tried clicking on it to reload the historical data on your charts?

                    I look forward to your reply.
                    Alan S.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello this is my right click option

                      thanks
                      Attached Files

                      Comment


                        #12
                        Hello memonic,

                        Thanks for your reply.

                        This option is unavailable if you are not connected to a data provider.

                        Can you clarify - who are you connected to? This is listed in the bottom left hand corner of the control center window.

                        If you are not currently connected, please connect to a data provider and then select Reload All Historical Data.

                        I look forward to your reply.
                        Alan S.NinjaTrader Customer Service

                        Comment


                          #13
                          Hello Alan.

                          This is a plot of my control center chart andd right click bottom

                          thanks
                          Attached Files

                          Comment


                            #14
                            Hello,

                            Thanks for sending that image.

                            You are attempting to view a 15 minute interval on the Kinetick EOD free connection - you only have access to daily intervals or greater with this connection. You are also not viewing the current time on your chart - please click on the black arrow on the upper right hand corner of your chart or click and drag the scroll bar at the bottom to get to the current date.

                            Please let me know if I may be of any further assistance.
                            Alan S.NinjaTrader Customer Service

                            Comment


                              #15
                              Hello Alan.

                              But for backtesting, i cannot choose date time beyond the May.

                              Is it due to the kinetyc EOD conection??

                              thanks

                              Comment

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