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Problem with Backtest

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    Problem with Backtest

    Hi.

    I have a weird problem. When I try to do a Backtesting using a low Time Frame (for example, 15 min, 10 min) I can see the results correctly. However if I try to do a backtesting using a high Time Frame ( > 20 minutes) the backtesting will not do it and all results be 0.

    I have enough historical data. This is not the problem. I have never had problems with this until the last days.

    What can I do to solve it ?

    Thanks a lot in advance.

    #2
    Hello Plaket,

    If you have enough historical data for your Strategy it may be due to your strategy is not getting any entry signals from your Strategy. You may verify this by using the SampleMACrossOver Strategy for results. If you are getting results then you may want to check the conditions inside your strategy with the time frames in question to see if you are getting the values you are expecting.

    Let us know if we can be of further assistance.
    JCNinjaTrader Customer Service

    Comment


      #3
      Thaks for your reply JC.

      Yes. I did both backtesting using the same trading strategy (SampleMACrossOver) however it work using low Time Frames but doesn't work using high Time Frames. I am sure that this is not a problem of the rules of the strategy neither the historical data of the symbols. I guess that could be some file damage or something weird.

      I realized that I have the same problem using diferent symbols (all with enough historical data) and different strategies.

      Thanks a lot in advance.

      Comment


        #4
        Hello Plaket,

        Could you answer the following questions so that I may assist you further.

        Who are you connected to? This is displayed by green on lower left corner of the Control Center window.

        What instrument and intervals have you selected that are not working? Example ES 12-12 20 Min.

        What Time/Date range are you using when running the Strategy Analyzer?

        Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

        Happy to be of further assistance.
        JCNinjaTrader Customer Service

        Comment


          #5
          Thanks a lot for your help.

          I'm not connectet to a real time provider when I do the backtesting ( I have historical data in the NT files).

          I have historical data of different symbols from 2001 to this date. I do the backtesting using this historical data on the current contract. I did it on ES 12-12.

          Unfortunately I have not recived any message error. I can't see anything on the Log Tab. All looks like OK.

          Thanks

          Comment


            #6
            Hello Plaket,

            What time frame are you using for your strategies? 20 Min, 1 Day, ect...

            Can you verify all the historical data is correct by viewing the data? You can check to see what historical data you have loaded on your system by going to Tools -> Historical Data Manager -> Edit tab.
            http://www.ninjatrader.com/support/h...ml?editing.htm

            Happy to be of further assistance.
            JCNinjaTrader Customer Service

            Comment

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