Reload historic data in strategy

[dave1992]

Hello,

When I run a strategy in backtester, from 24 Sep to today, it gets only one tick for Fri 25 Sep. I'm connected to IQFeed only. If I bring up a chart for the same period, same thing. If I reload historic data, I get all the ticks for Friday.

What's going on? The trace log says getbars from 28 -> 28, so I can see the data is not requested, but why is it not requested? Can I do a reload from the strategy somehow (I noticed this is a feature that may be in NT 7)

When doing the backtest, why is data not requested from IQFeed? I don't want to have to manually bring up a chart and request a reload. If NT has one tick for the 25th, surely that's a hint that it should ask IQFeed for the rest?

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

I back tested the SampleMACrossOver strategy in the Strategy Analyzer using 9/24/2009 as From date, but when I select the Chart-tab I see all requested data.

What dates do you use and what session begin and end times are used as per the backtest?

In addition, can you please check if your PC clock and date setting is in synch.

[dave1992]

Thanks for the reply Jason.

I use start/end 00:00 00:00

My PC clock is in sync.

Yours would be different because you have a different NT store of prices for that day? Presumably you had none, so it went and requested them. I appear to have one tick in my NT db, so it doesn't ask for more? Is that how it works?

regards
Dave

[NinjaTrader_Jason]

Hello Dave,

I deleted all ES 12-09 historical data before performing the backtest.

Please go to Tools-->Historical Data-->Delete and delete the historical data.

Perform the backtest once more and check if all requested data is used in the backtest

[dave1992]

Hi,

I don't even need to do that. I know that will work. My problem is - why does it not request the data, and is there an automatic way around this. I absolutely don't want to have to manually delete all data for each single instrument before running a backtest. I do lots of backtests, for lots of instruments, and some of them run at night.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

It should request the data. What instrument do you backtest?

Could you please try the delete of historical data. Perform the backtest and check if all data is requested.

Subsequently restart NinjaTrader and check if the issue persists and check again tomorrow as well.

[dave1992]

I'm testing 6A (but same happens for 6B, 6C, 6E, 6J, 6S)

Isn't it better to test while I can recreate the situation?

How on I check it still happens after a restart if I don't have the situation of one tick in my NT db for 25 sep?

That would be clearing the sympton not the problem.

Dave

[NinjaTrader_Jason]

Hello Dave,

I would like to see if the issue persists after loading new historical data.

I am not sure why it does not load on your end, but it works as expected on my end nor did I see similar inquiries from other customers.

[dave1992]

The issue goes away as expected. Do you not think it's what I suggested? That if NT has one tick for a day it doesn't request?

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

Please see the link below that explains when data is loaded from the data feed and when not.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

Since the data request included the current day, data is loaded from the data feed.

[dave1992]

Hi Jason, yes data is requested, but according to the trace, only for the current day - not for the day for which most data is missing.

That link implies that if you have one tick for ten days ago and full data for nine and eight days ago, and you run a strategy from ten to eight days ago, no data will be requested, since there is data for every day in cache. If so, that's a real shame - could Ninja not detect that it is missing lots of data for the period requested?

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

Unfortunately not.