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    Backtest Timeframe

    I have a question on last day of a backtest period.
    I am using daily bars in my strategy.

    I noticed that NT always ends my backtest the day before the last day specified
    in the dialog box. From reading past threads, I guess this is to ensure there is a bar to enter any trades that were triggered at the close of the last day. Also, the last day must be yesterday.

    Does this mean any trades that triggered today would only show up filled 2 days from today?
    Is there any way to see results that triggered today or even yesterday sooner? eg. using a print to the output window?

    Thank you.

    #2
    mjtrader, correct ending the backtest on yesterday's date would be the default, as the new day bar would form until the opening tick of it is received. If you want to see trades triggered intrabar, you could set CalculateOnBarClose = false when following your strategy realtime.
    BertrandNinjaTrader Customer Service

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      #3
      I don't necessarily want to see intraday trades. I want to see today what triggered yesterday, instead of having to wait till tommorrow. That would be 2 days late. Any way to do this?
      I tried setting the End date as Today; however, when I run a basket back-test, NT hangs. Why is that?

      Comment


        #4
        Please try if you get the same 'hanging' when running the strategy from a daily chart directly? You should then see signals from yesterday after the opening tick for today for example.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          I haven't seen the hang when running backtest on one instrument.
          It, however, always happens when running a basket backtest on ,for example, all SP500 instruments.

          Also, it appears to be independent of executions; since when I comment out
          "EnterLong" in the code, the problem still happens.

          Comment


            #6
            Are you getting data successfully for all those instruments?

            Also please keep in mind depending on data range chosen and what kind of data is stored in the database, updating historical data could take a moment as well -

            BertrandNinjaTrader Customer Service

            Comment


              #7
              I am getting all the data. If I backtest till yesterday, there is no hang.

              The problem is easily duplicated at your end. Simply run a Daily backtest
              using one of the canned NT strategies. I used "SampleMACrossOver" on
              the DOW30 basket with yahoo feed.

              If you run till yesterday, no problem. If you try running till today
              (market is open), NT hangs around C or CAT. Why is this and how
              can I get around it?
              I really want to see trades that triggered yesterday.

              Thank you.

              Comment


                #8
                Unfortunately can't reproduce it here, do you see any log errors as this happens?

                Can you please send me your trace and logs via Help > Mail to Suppot so we can review?
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  Sure, I can send it to you.
                  I don't see any error messages. Just hang.
                  How do I enable the trace log?

                  Comment


                    #10
                    It's enabled per default, just go Help > Mail to Support and put Attn Bertrand in the subject and ensure 'Trace and Logs' are checked. Thanks
                    BertrandNinjaTrader Customer Service

                    Comment


                      #11
                      I get the following Error:

                      Failed to send mail
                      A connection attempt failed because the connected party did not
                      properly respond after a period of time, or established connection
                      failed because connected host has failed to respond 81.169.xxx.xx:25

                      Comment


                        #12
                        Is this on latest NT 6.5.1000.14?

                        An alternative approach is sending me the files zippped up directly to support at ninjatrader dot com Attn Bertrand

                        You can find them in those folders below -

                        Logs - MyDocuments > NinjaTrader 6.5 > Log

                        Trace - MyDocuments > NinjaTrader 6.5 > Trace

                        Please send me the files from today.

                        Thanks
                        BertrandNinjaTrader Customer Service

                        Comment


                          #13
                          I have:
                          NT 6.5.1000.9

                          Let me try emailing them to you:
                          [email protected]

                          Comment


                            #14
                            Thanks, please try first upgrading to the latest supported release which would be NT 6.5.1000.14 - you can do so via Help > Download Site. Then recheck the issue and send us logs and traces if it persists.

                            Thanks
                            Last edited by NinjaTrader_Bertrand; 02-26-2010, 11:38 AM.
                            BertrandNinjaTrader Customer Service

                            Comment


                              #15
                              please confirm the way to get the latest release:

                              Comment

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