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Hello kenb2004,
Thank you for your post.
The ##-## expiry on a future in NinjaTrader is used to pull the continuous contract. Although, some data providers may not support continuous contracts in NinjaTrader.
Are you looking to use the continuous contract? If so, for what instrument?
What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)
Who are you connected to? This is displayed by green on lower left corner of the Control Center window.
I look forward to assisting you further.
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I am using NinjaTrader 64-bit 7.071000.10, CL and Vision.
I backtested CL 6-12 for 3 weeks, 4/24/12 to 5/15/12 and then the same date range for CL ##-## and got entirely different results. They would both be CL spot month, there should be no difference, since CL 6-12 became the spot month 4/19/12. So why different results?
Thanks
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Hello kenb2004,
Thank you for your response.
Please provide a specific date and time that you see this difference.
What interval are your charts? What session template is used? You can check this by right clicking in your chart > select Data Series > check the session template parameter.
I look forward to assisting you further.
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Hello kenb2004,
Thanks for writing in and I am replying for Patrick.
If you backtest using the SampleMACrossover strategy on a say one minute chart with the same settings, are you getting the same result or the results still vary for CL 06-12 and CL ##-##.
In the Trade tab of the Strategy Analyzer, what is the entry date for the first entry trades for both the instrument.
I look forward to assisting you further.JoydeepNinjaTrader Customer Service
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Yes, I am getting the same results for both instruments using a 1 minute dataseries. The date range I used is in post #3. However when I changed to a 3 LineBreak/37Tick dataseries, using the same date range and the same SampleMACrossover, the results were totally different for the 2 instruments.Last edited by kenb2004; 05-16-2012, 12:40 PM.
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Hello kenb2004,
Thanks for the confirmation.
LineBreak Bars are built from tick data. May I know who your connectivity provider is?
Also, can you confirm, that the bars are similar or not for both the instruments. Are you missing any data for any one of them?
I look forward to assisting you further.JoydeepNinjaTrader Customer Service
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Hello kenb2004,
My apologies, I should have been more explicit. I was referring to the actual bars from which the backtesting is being done.
I backtested the SampleMACrossover in a 3 linebreak 37 tick data and save for one (the last exit) all other values matches.
I would suggest you download a clean data first and then try backtesting the SampleMACrossover strategy.- In Control Center menu bar goto Tools>Historical Data Manager>Click on the Download Tab
Download tick data for both the instruments and please make sure data exists for both the instrument.
Please let me know if I can assist you any further.JoydeepNinjaTrader Customer Service
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OK, that was the problem, unclean data.
1. Next question how did I get this "unclean" data and what steps do I need to keep my data clean?
2. Vision is my data vendor, is this the problem. My Internet connection is Comcast cable at 25mbps down and 3.5mbps up.
3. CL ##-##, how far back continuous does this go?
Thanks
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Hello kenb2004,
Glad you could get the right results now.
1 - Difficult to say how the data got missing. If you see any missing data then just open a tick based chart, right click on it, and click on Reload All Historical data. You can also download the data using the Historical Data manager.
2 & 3 - Historical data is appended from our server. You will generally get few months of historical tick data for most contracts however we do not have guarantee of how much data will be offered and can vary from symbol to symbol.
Please let me know if I can assist you any further.JoydeepNinjaTrader Customer Service
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