Windoze7 64bit, NinjaTrader 32bit v7...11, eSignal feed, IB broker.
In Control Center I insert a New Strategy on a Market (to me it is an Market-System-Parameter set "MSP")
The Algo (let's call it "Dave") behind the MSP requires 225 days (Min. Bars Required) before it generates a signal. Also, Dave is only in the market 10-20 days a year (per instrument).
The default "Days to load" for Strategies in the "Strategies" tab is 365, which is a bit light so I suggested it load 3,650 days as I have decades of history (back to 1991).
So, my Strategy is Dave, my Market is MSFT and Parameters... well who cares...
Then I click the right-mouse button and choose "Strategy Performance >> Historical" and I see "Performance" depicting a start date of 26-01-2012 and an end date of 25-01-2013 and no trades and wonder what happened to my request for 3,650 days of data??? What am I suppose to do if I'm running a 400 day average? Can't even run Automated Trading in that scenario?
I understand Dave may not of had a signal in the last 100 odd days so I go and insert Dave across the entire S&P500 (500 MSP's) and do the same. Still not a single result.
Now I figure something smells funky, so I go to the Strategy Analyzer and do a run from 26-01-2012 to 25-01-2013 and sure enough - almost half of the equities have no trades - but half do! So, why am I not getting any results when I run them in the Control Center >> Strategies tab?
This brings me to my two pointed questions.
1. Why am I not getting results from the the MSPs I'm running in the Control Center.
2. How do I get the Control Center Automated Trader thingy to load and test on more than a year of data?
Thanks and regards,
Comment