I am having some difficulty using NT's built in backtester. Here's some background. I have a fairly sophisticated position-management based NT7 strategy that scales in and scales out on multiple legs (separate IOrders, unmanaged=true). The strategy works perfectly fine during forward testing and executes all orders/traders perfectly as to the rules. However every time I run the backtester, over whatever period (1 day, 1 week, 1 month, etc), the backtester takes a lot of time (which I understand) and comes back with exactly 2 trades. One entry and One exit for the FIRST leg. The entry is the first trade that is executed on the first day (if it is triggered) and the last trade is the exit at the end of the period (end of day exit)).
Again during forward testing the strategy works perfectly fine, but when I run the backtest (the standard NT7 backtest), I get 2 trades.
I realized a few things while going through this process:
1. CalculateOnBarClose has to be set to true (although the strategy is a tick-based strategy)
2. I need to comment out the Historical check (obviously)
Are there any other tidbits of information I need to implement specifically for backtesting (I'm hoping its something simple I'm overlooking). Also, are the above two realizations true realizations?
thanks!
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