On another instrument things work as expected. What am I overlooking?
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Backtest with Yahoo data doesn't work
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Backtest with Yahoo data doesn't work
I have downloaded daily data of the S&P500 index from yahoo. When I try to do a backtest of NinjaTrader's built in moving average crossing strategy I don't get any entries when backtesting. But I can see in the charts that the averages cross so I should have entries.
On another instrument things work as expected. What am I overlooking?Tags: None
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Originally posted by FireFly View PostI have downloaded daily data of the S&P500 index from yahoo. When I try to do a backtest of NinjaTrader's built in moving average crossing strategy I don't get any entries when backtesting. But I can see in the charts that the averages cross so I should have entries.
On another instrument things work as expected. What am I overlooking?
Thank you for your post.
You cannot place trades on Indices themselves, so there will be no trades in the backtest.
Test other instruments to verify.Ray S.NinjaTrader Customer Service
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Originally posted by NinjaTrader_RJStein View PostHello FireFly,
Thank you for your post.
You cannot place trades on Indices themselves, so there will be no trades in the backtest.
Test other instruments to verify.
So what is the easiest way around that? Maybe export the indexdata and import it again, creating a 'fake' share that holds the same data on which I can then place trades?
Or is there a simpler approach?
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Originally posted by NinjaTrader_Josh View PostYou can try that if you want. There is no workaround to backtesting indexes because it doesn't make sense to trade on them. If you wanted to test the S&P500 I suggest you just use something like SPY or some other tradeable ETF that tracks the S&P.
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Originally posted by FireFly View PostSo what is the easiest way around that? Maybe export the indexdata and import it again, creating a 'fake' share that holds the same data on which I can then place trades?
The reason I wanted to do this was to compare trading futures, ETFs, and index funds to the "idealized" trading of the index.
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