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Data problem w/Strategy Analyzer

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    Data problem w/Strategy Analyzer

    I'm having a data-related problem w/Strategy Analyzer and would like some help in resolving the issue:

    Here's the background:
    1.) I have an existing file of back-adjusted minute data on the 6A contract from 2/1/08-present. The existing file is under the symbol 6A 12-08.
    2.) I've appended the file by merging IQFeed's continuous data for 2007 (using the ##-##) symbol, 6A ##-##, into the 6A 12-08 file.
    3.) The data plots in NinjaTrader as expected over the entire data series.
    4.)The problem is that I'm unable to run backtests on any of the merged data prior to 2/1/08. No trades appear in the analyzer and the message log just reads "Initialize" - there are no error messages.

    Why am I able to plot the data but unable to use it in backtesting? Any suggestions on how to get the backtest to run properly?

    Thx,
    Lou

    #2
    Lou,

    Add a print line into your strategy and see the timestamps it is processing. See what is the first bar to be processed.
    Josh P.NinjaTrader Customer Service

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      #3
      Josh,
      1. I already have the print line you've mentioned. I'm not getting any output at all. The log has 3 columns: run time of the test, Default, and Initialize.

      2. I've also tried a backtest from 12/1/07 to 3/1/08 to straddle the new and old data sets. As you may recall, I mentioned that my original data set began on 2/1/08. When I test over this period I only get trades starting on 2/1/08 - the start date of the original data set.

      3. Regardless, again, the data plots perfectly well - but it's like the data doesn't even exist when backtesting.

      Any other ideas?
      -Lou

      Comment


        #4
        Why would you have nothing in your Output Window? You should at least have print outs starting at 2/1 in your scenario, no?

        Please try with SampleMACrossOver.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Josh,
          The problem is resolved. Thanks for tipping me off by trying the MA CrossOver strategy. The problem was that part of the model was requesting tick bars even though I didn't have and wasn't using tick data. It was legacy code from a different version of the model and I had forgotten about it. The data appars to be working fine now.

          Thanks,
          Lou

          Comment

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