Days to load for backtesting

[birdog]

He guys...could you please add a parameter in the backtesting to allow for # of Days to Load prior to the beginning day we want to start the backtesting? For example:

If we are wanting to analyze 7-1-2012 to 11-1-2012 but want to load 90 days (or however many you choose to set) prior to the the beginning of 7-1-2012 as well, then we could do that. There reason is for some indicators to work properly and display to correct number for calculating etc we may need to have that prior data to begin on 7-1-2012.

You have days to load as a option in the actual making the strategy go live.

If there is a way to do this now, please let me know...if not, could you folks add that as a option for backtesting?



Greg

[NinjaTrader_JC]

Hello birdog,

You may increase the date range that your strategy is looking at for the data and use time filters to limit the trading days you strategy will be used on to get the results and data that you require. For a reference same on this you may view the following thread.

http://www.ninjatrader.com/support/f...ead.php?t=3226

Thank you for your suggestion on how we can improve our product. I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. We at NinjaTrader highly value the suggestions of users. Once I get a unique tracking ID for this request I will send it to you.

Please let me know if I can be of further assistance.

[NinjaTrader_JC]

Hello Birdog,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # 2086.

[birdog]

Great...thanks JC...YW!

[birdog]

Hello birdog,

You may increase the date range that your strategy is looking at for the data and use time filters to limit the trading days you strategy will be used on to get the results and data that you require. For a reference same on this you may view the following thread.

http://www.ninjatrader.com/support/forum/showthread.php?t=3226

Thank you for your suggestion on how we can improve our product. I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. We at NinjaTrader highly value the suggestions of users. Once I get a unique tracking ID for this request I will send it to you.

Please let me know if I can be of further assistance.

I can see using that for a live or demo strategy, but what about for backtesting?

[edward_bell]

How to set the days to load on the script code?

[NinjaTrader_JC]

Hello birdog,

Backtesting would be the same process, but if you require intrabar fills in your strategy for backtesting you would have to add intrabar granularity as shown in the following thread.
http://www.ninjatrader.com/support/f...ead.php?t=6652


Hello edward_bell,

You would set that up in the Time Frame section of the Strategy Parameters field when Adding/Editing a Strategy.

Let us know if we can be of further assistance.

[edward_bell]

I want it to set in the code because it's time consuming. When I tried to used a strategy analyzer to test my strategy it doesn't match the result on the market replay. Is there a way to do that in NinjaTrader?

[NinjaTrader_JC]

Hello edward_bell,

Setting the Time Frame programmatically is not supported but you can use the Time Filters to make sure you are only trading on specific days and times.

That is to be expected. You may read our Help Guide at the following link that goes over the "Discrepancies: Real-Time vs Backtest" results at the following link.
http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Happy to be of further assistance.