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Problem with linking contracts

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    Problem with linking contracts

    IQFeed is my data provider.
    1.When backtesting, I receive respectively the following error messages:

    Error on loading chart data for 'ES 09-07 Globex': E,Invalid symbol
    Error on loading chart data for '6E 09-07 Globex': E,Invalid symbol

    As you can see, they're both for the same month. When this happens, the backtest terminates prematurely, and I am forced to run it on a shorter period.
    The error occurs whether I'm using Ninja automatic contract linking or the ## continuous contract.
    Any thoughts?

    2. When I run Strategy Analyzer from a chart, it gives me 3 options involving real time and historical. I couldn't find an explanation of the differences in the manual; could you explain?

    3. There's a dollar sign next to the testing results for the FDAX. I assume those numbers are actually Euros; is that correct?

    Thanks,
    Stephen

    #2
    Hi Stephen,

    The message suggests you do not have data that far back for those instruments. Have you tried viewing this data on a standard chart and is available? How are you requesting data for that expiration month? Through an Add statement or just due to the time frame that you are backtesting when using continuous contracts?

    Real-time - Generates performance data for your real-time trades only (since the strategy started running) and will exclude historical trades. If your strategy held a virtual position (calculated against historical data) upon starting, a virtual execution representing the average price of this position will be injected into the real-time results to ensure that a trade pair can be created with the executions resulting from the closing of this position.

    Historical & Real-time - Generates performance data for both historical and real-time trade data.

    Historical - Generates performance data for historical data only.

    3. Yes, Unfortunately no way to change the symbol for PnL. It is always shown in $. You can see the base currency used on an instrument basis by clicking Tools > Instrument manager and editing the instrument.
    Ryan M.NinjaTrader Customer Service

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