Backtesting and missing data

[MarketAlly]

Is there a checkbox or option to automatically download missing days of data? I run strategies on 2 machines to double check performance but occasionally I see differences. When I drill in, I notice that one machine doesn't have data for that day despite being connected to my provider.

Being that I backtest up to 2 years, is there a way for NinjaTrader to either warn us or inform us in the Strategy Analyzer? It wouldf be ideal if it was a checkbox that said auto-download missing days although I believed that was the case before OR to check prior to each day and if the data count is off, auto download.

[NinjaTrader_JessicaP]

Hello MarketAlly, and thank you for your question. If you notice a chart is missing data, selecting that chart, pressing ctrl + f, and changing your days to load to cover the period with missing data, then pressing ctrl + shift + r to reload all historical data, should recover all the missing data. Please let us know if this is not the case or if there are any other ways we can help.

[MarketAlly]

The problem is I don't immediately recognize this which concerns me about the accuracy of my backtesting at times. I would prefer to not worry about the missing data either by having a step to confirm the days prior or have the system alert me without having to go into the historic data and go month by month to confirm.

[NinjaTrader_JessicaP]

Could I ask that you review this thread and let us know if it addresses your query? If not I will be happy to submit a request for this feature. Thanks for helping us improve NinjaTrader 8.

http://ninjatrader.com/support/forum/showthread.php?t=37808&highlight=sendkeys

[MarketAlly]

Could I ask that you review this thread and let us know if it addresses your query? If not I will be happy to submit a request for this feature. Thanks for helping us improve NinjaTrader 8.

http://ninjatrader.com/support/forum...light=sendkeys

I have put a process in to check the historic dates but I wish the Strategy Analyzer did it by default. I am hesitant to add anything to my code.

[NinjaTrader_JessicaP]

Hello MarketAlly,


I have submitted a feature request to the product management team for the following feature :

This user would like an option to automatically backfill historical data whenever there is a gap between data from a date and time on their local system, and the dates and times for currently displayed bars

I will follow up with more information as soon as it's available. If the feature requests already exists, a vote will be added to it.


Please let us know if there are any other ways we can help.

[NinjaTrader_JessicaP]

Hello MarketAlly,

I have received some feedback from our teams responsible for handling feature requests. I would like to ask if you could review the "When does NinjaTrader load historical data" section in this page,

http://ninjatrader.com/support/helpGuides/nt7/historical_data.htm

and then if you could let us know if and how this could be improved?

So that we may have a more complete picture of what is happening on your end, it may be helpful to use the freely and publicly available screen capture software Jing, https://www.techsmith.com/jing.html , or a similar program which can record video of what is happening on your screen, so that you can show us what is occurring on your end. These quick instructions can get you started with Jing.

1. When you start Jing, a yellow half circle will appear near the top of your screen. Please hover over it with your mouse
2. A small + sign will extend out of this half circle. Please click on it
3. When your cursor becomes two intersecting lines, please click and drag your mouse over an area of your screen you would like to record
4. Please press the film strip button that appears to begin recording
5. When you are finished recording, please press the square stop button that appears
6. Please press the share button that appears. It consists of three vertical upward pointing arrows.

You will then have the option to view your video on screencast.com . This is the link which can help us see what is happening on your end. It is possible you will need to set up a free account in order to share videos.


Thanks once more for helping us improve NinjaTrader 8