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Backtest not using all of the data

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    Backtest not using all of the data

    For some reason when i run a backtest on my strategy, it will not use the entire amount of data on my FDAX 03-12 contract, only two weeks. I can get data from other contracts, but not any more than two weeks off the current. Also the FDAX ##-### does not work at all, is there any reason as to why i should not expect continuous contracts to work?

    Cheers,


    CanOz

    #2
    canaussieuck,

    Continuous contract do not work on some data providers as they don't offer this instrument.

    As far as your FDAX data, what are your backtesting settngs? Could you take a screen shot?

    Who is your data provider?
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_AdamP View Post
      canaussieuck,

      Continuous contract do not work on some data providers as they don't offer this instrument.

      As far as your FDAX data, what are your backtesting settngs? Could you take a screen shot?

      Who is your data provider?
      My data suppler is Esignal.....the backtest settings are for 1 month of the current contract on the Dax.

      Everything else is setup to backtest properly and it gives me trades back two weeks but thats it. There must be other trades there, the setup s common.

      There is a data issue. I've emailed Esignal as well.

      CanOZ

      Comment


        #4
        If you could post your strategy I would be happy to test it out. You can also email us your log/trace as well as config.xml so we can test your connection on our end, as well as review log/trace for any potential issues.

        If you would like us to do this, please email support at ninjatrader dot com.
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by canaussieuck View Post
          My data suppler is Esignal.....the backtest settings are for 1 month of the current contract on the Dax.

          Everything else is setup to backtest properly and it gives me trades back two weeks but thats it. There must be other trades there, the setup s common.

          There is a data issue. I've emailed Esignal as well.

          CanOZ
          Esignal say that for contracts outside the US, the continuous contracts must be calculated by the software, i.e. You.

          My question is though, why when i look into the data on my historical data manager is there not data for everyday for every contract listed? I downloaded data for the entire selection of instrument lists, it should be there but its not. The data is patchy, more like market replay data.

          I need this issue resolved in order to test out three systems over years of data. Perhaps if we email to try and resolve it?

          CanOz

          Comment


            #6
            This was going no where so i've taken it upon myself to purchase historical data from Tickdata.com
            Now of course, its like reading brail to get this into NT easily! I can get the software to create a txt file of the tick data, but NT tells me 'Line 1 has 'Unexpected number of Fields in line 1 - should be 6 or 3'. This is impossible for a guy that doesn't have a computer science degree.

            Help...

            CanOz

            Comment


              #7
              Still talking to myself i see...here is a screenshot of the data, the fields look fine to me, but it could be the delimiter. I can only specify one delimiter.
              Attached Files

              Comment


                #8
                Sorry for our late follow up here - please check into my link below to see the expected data format for tick data import, the delimiter would be a semicolon - http://www.ninjatrader.com/support/h.../importing.htm

                If you can zip us a part of the data and send it in via Help >> Mail to Support, we could of course try this here as well for you.
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  Tje tick data software 'Tickwrite' only lets me choose one delimiter. The problem is after the date, there needs to be a space, and then after time, there needs to be a semicolon. I can't do both on the writer, only a semicolon or a space. If i put a space, NT says i'm missing the delimiter, if i put a semicolon it says i have an unexpected number of fields!!! this is driving me insane.

                  Comment


                    #10
                    canaussieuck, sorry to hear your frustration - got your data sample sent to support and we will check into.
                    BertrandNinjaTrader Customer Service

                    Comment


                      #11
                      A bit late (but hopefully, not too late) of a reply.

                      In TickWrite's software, uncheck "Date" and "Time" under Output Fields.

                      Scroll down a bit more and you should see a field named "Date and Time". Check that, and move it up the list (by clicking the green Up arrow on the right) so that it comes before "Price" and "Volume".

                      You can set your delimiter to ";" and the data will export correctly now (i.e. a space between Date and Time instead of a semicolon).

                      -Nick

                      Comment

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