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Backtesting stops working after a certain date

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    Backtesting stops working after a certain date

    I've been backtesting a strategy. It seems to backtest correctly.
    However, sometimes, when I try to backtest before a certain date it stops working.
    For example, I tested it in 2013, 2012, 2011, 2010, 2009.2008 it works. But when I test 2007, now I'm not getting any results.

    I don't know how NT handles getting data. It seems that every once in a while, it's missing a chunk of data. So in this case perhaps 2007 it's not getting data, while in the past it would work under 2007. I'm a bit confused as how it determines when it would work. Ideally I would like it to automatically get whatever data is missing.

    This is testing sp100 stocks, using the signal data feed and the get data from server available checked.

    thanks

    #2
    Data will be provided by your data provider. If the historical data is not available from your data provider there will be chunks of data missing.

    Who is your provider and what bar type are you testing on?
    LanceNinjaTrader Customer Service

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      #3
      Thanks for response. It's using Esignal data feed. Sometimes when I go to Historical Data Manager, and manually import years of data (takes hours), it will then start working. But I always thought there would be an easier (automatic) way for it to do so.
      I am downloading daily as well as 5 minute bars. In the past it works, but it seems sometimes when I edit or try a new strategy w/ the same data, it stops working again for whatever reason.
      I want to know if there's a way it can just grab data that it needs, w/o having to manually download it all the time.

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        #4
        Unfortunately I'm not familiar with the amount of data eSignal provides to NinjaTrader but if data is available you can have it automatically download by going to tools -> Options -> data tab -> Check mark Get data from server

        Let me know if I can be of further assistance.
        LanceNinjaTrader Customer Service

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          #5
          Yes, that box is checked. As mentioned, sometimes it would work, and sometimes it won't. So the issue is not whether it has data, it's more like why does NT not get it. Is there someone that knows why it is not automatically getting the data?
          thank you

          Comment


            #6
            NinjaTrader loads data from your data provider whenever it determines it could potentially not have all the data pertaining to the requested time period.

            NinjaTrader will load data when:

            1. The End date parameter of the Data Series window contains the current day
            2. The End date parameter of the Data Series window contains the last day of data available in your data repository
            3. The data repository contains no data within 3 days of the first day loaded in the chart

            In your case it could be that you have data at the start and end of your testing range. When this happens it will not look in the middle to find the missing data. If you wanted it to download fresh data you would need to clear out the historical data manually and then run the test.

            You can delete data via the edit tab of the historical data manager. (alternatively you can manually delete the data when NinjaTrader is closed from (MY)Documents\NinjaTrader 7\db inside the day, minute, and tick folders)
            LanceNinjaTrader Customer Service

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              #7
              Interesting. I didn't know that's how NT handles what data to download. Ok, that could be the cause. I will try that, thank you

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