Why is it backtesting only last 2 months using range bars?

[senpablo]

Hi, I am using Ninja Trader 6.5 with Zen-Fire trial connection. When I run a backtest on TF using 10-tick range bars with From = 01/01/2010 and To = 05/05/2010, it only executes orders from last 2 months. Why doesn't it execute orders within the full period of time?

Thanks,
Pablo

[NinjaTrader_RyanM1]

Hello Sanpablo,

Welcome to the NinjaTrader forums and welcome to your post.

When you backtest a strategy you have the setting "Minimum Bars Required" By default this is set to 20 and NinjaTrader will not start strategy processing until 20 bars have elapsed.

You could try adjusting this number.

See here for more information on startegy settings.

You could also try to draw on the chart when conditions are true in addition to placing orders. This will help you verify that orders should have been placed.

[senpablo]

Problem persists with Minimum Bars Required = 1.

Hi Ryan,

Thanks for your quick reply.
I have set Minimum Bars Required = 1 and problem persists.

Does range bars use historical tick data? Could I only have access to last 2 months of historical tick data? That might provoke this problem, right?

Thanks again,
Pablo

[NinjaTrader_RyanM1]

Yes, the actual data level is determined by your provider, and not necessarily the range selected.

Range bars will use tick data in their construction and it may be that you only have two months of tick data.

Attempt to chart that date range and verify that there are bars going back farther than two months.

[senpablo]

Attempt to chart that date range and verify that there are bars going back farther than two months.

There isn't any more data beyond 2 months, so I only have 2 months of historical tick data.

Using Zen-Fire trial connection, Ninja Trader is the historical tick data provider, right? Could you provide me more data?

If not, what provider should I use that gives me historic tick data? Barchart.com?

Thanks,
Pablo

[NinjaTrader_RyanM1]

Yes, NinjaTrader records the data from Zenfire and provides as a courtesy to our clients using this connection.

Unfortunately there isn't additional data beyond what's available.

You can see the link below for a full list of our providers and the level of data supported.
http://www.ninjatrader-support.com/H...ricalData.html

[senpablo]

You can see the link below for a full list of our providers and the level of data supported.
http://www.ninjatrader-support2.com/...ad.php?t=28986

Thanks Ryan, but link goes to this forum thread...

[NinjaTrader_RyanM1]

Thanks! Should be update with the correct link now.

[senpablo]

Thanks Ryan!