No trades

[Asing]

I just upgraded to the latest version of NJ7, and I am unable to get any results for simple strategy backtests. It does not matter if I use the sample strategies or one that I quickly put together on the Strategy Wizard. I have checked the the Historical Data manager to confirm there is data for the instrument ( AAPL). There is 4 years of 1 minute data archived. Any suggestions. Did the upgrade corrupt something?

[NinjaTrader_Bertrand]

Asing, is it the same if you backtest from the charts directly for example being connected to External Feed here on your AAPL 1min? What session template are you working on in your backtests?

Thanks,

[Asing]

Asing, is it the same if you backtest from the charts directly for example being connected to External Feed here on your AAPL 1min? What session template are you working on in your backtests?

Thanks,

Thanks Bertrand. I was using US Equity RTH. The data has US EST time stamp, but I am located in Singapore. I get results when I use the 24/7 default.

[NinjaTrader_Bertrand]

Ok, great then please use this sessions for now - you're running here unfortunately into a bug that's fixed for next NT7 update R7.

[Asing]

I am also having trouble loading minute charts with historical data. I have downloaded 10 days of 1 minute data from IB. I have checked in the data manager to see that the data is there. However, if I try to load into a chart it is blank. I am using the 24/7 session. Any suggestions?

[NinjaTrader_Bertrand]

Asing, what symbol / instrument would that be from IB?

Thanks,

[Asing]

HHI 07-11 at HKFE

[NinjaTrader_Bertrand]

Same for the next quarterly expiry, so 09-11? Would it matter which merge policy you have setup for the HHI master instrument under Tools > Instrument Manager?

[Asing]

If I use the non-merge option that seems to solve the problem. So the next question is whether I am able to merge data from the different months in these markets? Do the data sets have to fit sequentially with no overlap. June data, 5-30 through 6-29, July data 6-30 through the present?

[NinjaTrader_Bertrand]

Yes, you can custom define rollover months and expiry dates as needed in the Instrument Manager under Tools (Misc section of the master instrument) - per default we would use here the quarterly expiry cycle, so 09-11 would be current as of now.

[Asing]

I guess what I was asking is why doesn't the data load when the merge option is on? Do I have to construct a continuous contract first? In HHI, they trade on a monthly cycle so 9-11 is not the front month right now, 7-11 is .

[NinjaTrader_Bertrand]

Yes, you would need to use the missing expiries then in the Instrument Manager, it would construct the continuous contract from those - references I've seen were pointing to a quarterly cycle I will look into it further and adjust the rollovers per default if needed, thanks for the input.

[Asing]

I added 3 serial months, 7-11, 5-11, 4,11 to the instrument manager edit>misc tab. This data I have downloaded through IB. However when I turn on the merge optition and try to download the HHI 7-11 with 30 days ( which would presumably merge 7-11 with 6-11 data) it crashes NJ.

As a note, HHI defintitely trades in serial months. It might have started as a quarterly cycle some years ago but the serials always trade as the front month now( the most volume).

[NinjaTrader_Bertrand]

Ok, thanks for your input here - I'll amend those default rollovers - for the crash you experienced : could you please contact me via Help > Mail to Support so I could investigate further?

Thanks,