Strategy analyzer not executing trades

[d_vikram86]

Hello,

I am trying to backtest a strategy for a particular instrument (futures). Backtest does not execute trades (after 01/15/2012). I know for a fact that the conditions specified in the strategy were met on 01/22/2012 and 01/23/2012. It does not execute (on 01/23/2012 that is) whether the test dates are between 01/01/2012 and 01/24/2012 or whether the test dates are between 01/22/2012 and 01/24/2012.

Ideally, I want to run backtest one or two days at a time. Is there anything wrong I maybe doing?

I tried changing many of the test parameters but it has no effect. Please advise.

[NinjaTrader_Bertrand]

Welcome to our forums d_vikram86 - are you working with a single or multiseries strategy here in this case?

To be 100% sure your programmed in conditions triggered as you expected, please add a barcolor change or drawing object to your code to verify.

It's also helpful to run the strategy with TraceOrders enabled so you could see if you were getting any ignored orders because you ran into the Internal Order Handling Rules, or for example if orders expired if you're working with non market orders.

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[d_vikram86]

I am working with a single series strategy. All my orders are market orders (only long at this instant). How do I add a barcolor change or drawing object? I am plotting my indicator on the strategy (I read a post somewhere in the forums on how to do it), is that what you meant?

I will experiment with traceorders and get back with what I get.

Thanks!

[NinjaTrader_RyanM1]

Hello d_vikram86,

BarColor is available here with a couple examples:

http://www.ninjatrader.com/support/helpGuides/nt7/barcolor.htm

This reference sample can assist with drawing objects:

http://www.ninjatrader.com/support/forum/showthread.php?t=3419

[d_vikram86]

I enabled traceorders and double checked my conditions. I am yet to draw objects or use bar colors, but the following is happening:

If i use market replay connection to replay the data downloaded (01/23//2012) and run my strategy the orders are getting executed. On the other hand if I use the same strategy to backtest the same security no orders are getting executed and there are full "zeros" in the summary screen. What could be the problem?

[NinjaTrader_RyanM1]

Do you have historical data available? Check the chart tab after running the test to verify. Would the SampleMaCrossOver provide some results?

It also sounds like you may be trying a backtest on only a couple days of data at a time. You may want to adjust MinimumBarRequired to a lower value, or increase the date range.

[d_vikram86]

I found the problem. I was not connected to "zenfire". I assumed the strategy analyzer automatically connects and gets the data as needed. I was missing the required data.

I was able to think about it because you asked me if I had historical data available. Thanks for that!

[NinjaTrader_RyanM1]

Glad you were able to get that sorted out. Thanks for updating us here.