After updating my historical data, backtest no longer works

[StockStalker]

I had a chaos of CL tick data from all sources, which I decided to delete via NT -> Historical data manager -> Edit -> Rightclick all CL contracts -> Delete

Then I went to the instrument manager and deleted all the CL contracts from my default list. Re-added CL to the default list, this time as CL ##-## to keep things simpler.

Next I downloaded historical tick data for CL from the NT servers. 1 year total worth of tick data, so far so good.

Open a chart, everything looks fine and all the data was downloaded.

Next, open strategy analyzer. Run backtest with the new tickdata. The same strategy that worked perfect before, now takes zero trades. Total net profit: $0 over 1 year of tick data tested on CL ##-##.

Any idea how I can go about fixing it?

[NinjaTrader_RyanM1]

Hi StockStalker,

I would first take a look at the CL chart from within the Strategy Analyzer. Is there data? If the chart looks good, you can start debugging the strategy, using print statements and trace orders output.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

I'm not aware of a general issue that would effect backtesting results, unless using daily bars and release 7.0.1000.6.

[StockStalker]

There is definitely data in the Chart within Strategy Analyzer. But no trades.

I also noticed the MA sample strategy is working fine on tick data.

This is very weird, because the strategy was working perfectly previously...I can't imagine why changing the data would somehow bug up the strategy?

[NinjaTrader_RyanM1]

I'm not sure where the differences may be. If you want to attach the script here or to our support email, we can give a run and let you know our results. Otherwise, you can start printing all values, adding drawing objects for additional signal confirmation, and trace orders output to track strategy order messages.

[StockStalker]

Thanks for the offer, but this strategy is programmed by someone else whom I hired and it seems to be working on their side, so most likely it would work on your side as well.

I'm thinking this is some kind of cache issue. The strategy is obviously looking for the old data which isn't there anymore...This is a wild guess though

[NinjaTrader_RyanM1]

Best here is to work with the author of the strategy to see what may be different about your environment compared to his. Without being able to look at and work with the strategy code there's not much to go on here.

We're not aware of a data caching issue when running a strategy. The data visualized in the strategy analyzer chart is what the backtest is run against. If the programmer feels there is some issue with NinjaTrader here, please have him contact us to explain the particulars.

[StockStalker]

The data visualized in the strategy analyzer chart is what the backtest is run against.

Are you sure that's really the case? Because I clearly see a chart in the strategy analyzer. It's right there, and the strategy is configured correctly. Yet no trades are taken.

[NinjaTrader_Bertrand]

Do you see the same if you apply the strategy directly to a chart? Would it perhaps need other data sources (bid / ask series, other instruments) as well to function?

If you download the regular expiry again and give this a run as well - same outcome for you?

Thanks,

[StockStalker]

Bertrand,

Applied directly to a chart in real-time, the strategy works as it should on all instruments.. The problem only occurs in a backtest.

The strategy relies only on one instrument, and it's using only the last data (no bid/ask). I've tried re-downloading the historical data several times, and it still doesn't work. I've also tried importing data instead of downloading it, and the results are still the same.

[NinjaTrader_Bertrand]

If you can't get any backtest results :

a) are you executing any ATM strategy methods?

b) is this perhaps enabled? http://www.ninjatrader.com/support/h...inbacktest.htm