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Backtest won´t work on Indices - solved by recreating the Index as a Stock.

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    Backtest won´t work on Indices - solved by recreating the Index as a Stock.

    Hi!
    I am just getting started with NinjaTrader...
    Tried to backtest the Dax on the SimpleMACrossover Strategy. Connected Datasource to Yahoo. Modified Instrument Settings of DAX Index for Yahoo to ^GDAXI. Chart shows.

    Backtest won´t, no matter what I try.
    Backtesting on Dow-Symbols works.

    Solution / Workaround:
    -> Dax is configured as an Index.
    Created new Instrument "myDAX" as a Stock. Same Symbol for Yahoo lookup (^GDAXI), Now Backtesting works.
    -> Conclusion: Backtesting won´t work on Instruments that are configured as Indices.

    Maybe others also bumped into this...
    Tomcat.

    #2
    >> Backtesting won´t work on Instruments that are configured as Indices
    Of course not, since you can not trade an index.
    DierkNinjaTrader Customer Service

    Comment


      #3
      Yes, you´re technically right, and I don´t want start a discussion about it as I fully agree!
      It is just a bump for a newbie, as you would want to start with something where Yahoo has lots of data going back into the dark ages...

      Comment


        #4
        Right, however this data is not of value for your backtest, since you can't trade it.
        DierkNinjaTrader Customer Service

        Comment


          #5
          Thanks Tomcat!

          I really don´t see the point in building this limitation into a great software. No matter indices beeing non tradeable instruments, they´re still benchmarks to base systems and signals on.

          TNX!

          Comment


            #6
            Originally posted by FREEN View Post
            I really don´t see the point in building this limitation into a great software. No matter indices beeing non tradeable instruments, they´re still benchmarks to base systems and signals on.

            TNX!
            Hi FREEN,

            Thank you for your post and feedback. I will forward this to our development for future cosiderations.

            Please let me know if I may be of further assistance.
            Christopher J.NinjaTrader Customer Service

            Comment

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