Backtesting does not consider last day

[Beauregard]

Hi

I backtested my strategy and I know that it produces a signal with Friday's quotes, but no order is placed. Friday's quotes are in the database. I understand that in the backtesting no order is executed, because this will only happen with next day open quote, but it should submit an order, no?

thanks & regards
Andre

[NinjaTrader_Ben]

Hello,

If you get a signal on the last bar of the previous day it will submit the order on the follow day's first bar. Check your options in Tools>options>Strategies>Ninjascript.
Also, when attaching the strategy to the strategy tab be sure to check the Time Fram, Order Handling, and Order Properties settings. Please visit these two links:

http://www.ninjatrader-support.com/HelpGuideV6/StrategiesTab1.html

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

[Beauregard]

thanks.
Do I understand right: There is no way to see whether the strategy generated on the last available day a signal? (e.g: If last Friday a signal was produced and the order on Monday would be submitted, I cannot see anything now at Sunday)

regards
Andre

[NinjaTrader_Ben]

Hello,

More accurately, it is to the bar (not day). When a trade is triggered it executes on the next BAR. Whenever that next bar comes, it will execute. I can't say what day or anything but the next bar.

Are you excluding weekend data in your backtest?

[Beauregard]

hi

ok, clear about the bars (forgot about that).
I am testing only with working days data. The problem is, that I cannot see whether a trade was triggered or not, if it was triggered on the last available bar. I can see it only on the next bar.

regards
Andre

[NinjaTrader_JoshP]

Andre,

Please put your strategy onto a chart and then run it with CalculateOnBarClose = false. You will see the calculations on the last day now too.

[Beauregard]

thanks, I will test it as soon I can simulate this situation.
I wanted to do it by deleting quotes this week from the db. But somehow it does not delete it. Another strange thing: Now we have 08:30 NY Time, but I have quotes for today 13.05.2010. How possible? I have yahoo as connection.

[NinjaTrader_Bertrand]

How were you attempting to delete historical data from the DB? As you were disconnected via the Tools > Historical Data > Delete command?

Yahoo quotes are simulated realtime feeds, you can set the market data request interval in the account connection for it.

[Beauregard]

I tried to delete when i am connected. When I test it being disconnected, it works, thanks.

What still is strange: Why are there quotes at 08:30 when on yahoo no quotes are available?

[NinjaTrader_RyanM1]

Hi Beuregard,

This is the nature of the feed. When looking at Intraday yahoo charts it will update with the most recent price available and time stamp according to your local PC clock.

If you want actual intraday stock charts, consider using one of our other providers. Can see the full list at the link below:

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

[Beauregard]

yes, I understand this. At 08:30 the last available price is from the day before, but it showed me other numbers

[NinjaTrader_RyanM1]

Unfortunately, this is the nature of the yahoo feed. It is not to be used as an intraday alternative at all.