Strategy Analyzer "stops working" on specific dates

[AresBowman]

Hi,

I'm backtesting FAS using a TDameritrade connection and I am getting some strange results. For example......

1) If I backtest from 5/3/2010 to 5/31/2010 the strategy implements perfectly until close on 5/20/2010 and then the strategy stops working (no entries triggered when there should be) from 5/21/2010 on through 5/31/2010.

2) If I just backtest from 5/22/2010 to 5/31/2010 the strategy enters/exits positions normally.

In other words, if I leave the specific date of 5/21/2010 out of the backtesting date range, everything works fine. If included in the date range no trades after the close on 5/20/2010 are triggered.

This same occurrence also happens when the backtest range includes the specific dates of 3/24/2010 and 1/13/2010. I haven't spent the time to find similar days in 2009.

This also happens with other equities, e.g. the same strategy backtested on FAZ stops working on the close of 4/9/2010 (range 1/1/2010 to 6/18/2010).........

Also just tried a different connection to MBTrading with no difference in the above described occurrences (as compared with a TD Ameritrade connection)

(Update) The strategy I am running is in part conditional on the Bollinger band indicator. I figured out that if I change the bollinger band period, certain period values result in different "bad" days, e.g. for a period of 4bars 6/7/2010 becomes a "bad" day, while the above described "bad" days resulted from a bb period of 10bars.

Thanks in advance for your help

[NinjaTrader_Ben]

Hello,

It is tough to say. I suggest eliminating all complexing in your strategy and add back compolexity one condition at a time to determine why your strategy stops on a certain day. Also, look at the chart and indicators to see anything specail is happening. You may have some special situation where logic gets tied up in your order handling. Also, use Print() to help as well:

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

The change from TD AMERITRADE to MBT won't change anything because MBT doesn't support historical data with NT:

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