Reload Historical Data

[r2kTrader]

Support,

Today I was backtesting on the TF using the front month and the continuous.

I am only testing from today to 30 days ago, so TF ##-## (through IQFeed) and TF 06-09 (IQFeed).

Now when I ran the back test on the FM, I got +2300.00 profit. When I ran it on the CO, I got nearly 1000.00 less in profit.

Exact same parameters, exact same everything, just chose different contract/instrument.

I then reloaded my data from the control panel (more than once as the first time it didn't seem to resolve my situation), then after doing so, I backtested again, and the results matched spot on.

My question is this, How in the heck can one trust the data. It's either the feed provider, or the platform, but it's ALWAYS SOMETHING!

Is there a routine you recommend before backtesting that will assure data is up to date, etc. Should I just run reload historical data every time?

What advice do you offer, what bugs/issues are you aware of that you can point me to so that I can get some sort of handle on expections and further procedures to avoid inconsistancies.


Regards

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Unfortunately this is an issue with the difference between how your data provider stores data and the live data that comes into NinjaTrader.
Please see the last part of this link for reasons why historical data can differ from live data: http://www.ninjatrader-support.com/H...ChartBars.html

To make sure that your backtests are consistent, you need to keep all data consistent. So, reload historical data before every backtest for example.

[r2kTrader]

Hello,

Thank you for your post.

Unfortunately this is an issue with the difference between how your data provider stores data and the live data that comes into NinjaTrader.
Please see the last part of this link for reasons why historical data can differ from live data: http://www.ninjatrader-support.com/H...ChartBars.html

To make sure that your backtests are consistent, you need to keep all data consistent. So, reload historical data before every backtest for example.

RJStein,

So basically we can't trust the integrity of backtesting for the most part, lol. I guess that is the one good thing about TradeStation, they are the platform and the data provider, so that is an edge I suppose. I like the independence of NT, but it seems to come at a price.

Anyway, the link didn't really help. I guess I just need to reload before every backtest. That sounds pretty efficient, lol. FYI: Feature request. Provide toggle for "Reload Db before running backtest". Or something else that might make sense is to provide a button right on the strategy analyzer somewhere so you don't have to drill 15 layers around your desktop before every backtest.

Thank you for replying promptly.

[NinjaTrader_RJ]

Thank you for your suggestion.

I will forward this to development for future consideration.

Have a great day!

[r2kTrader]

Thank you for your suggestion.

I will forward this to development for future consideration.

Have a great day!

Thanks. Plenty of time to reply as I am waiting for data to reload ;-)