Problem with ETF's

[snotrag12]

Hi, I am having a problem backtesting on a couple of etfs, specifically SPXL & UPRO. I have downloaded data from IB 1/1/2011 to present on both, but when I backtest I get no results or charts earlier than 09/2012. Any help with this would be appreciated.

[NinjaTrader_PatrickH]

Hello snotrag12,

Thank you for your post.

Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?

Are you connected to your data feed provider when running this test?

Do you have data in the Historical Data Manager (Tools > Historical Data Manager) for the instrument and period you are testing the strategy on?

I look forward to your response.

[snotrag12]

Update

I tried it on UPRO with the sample ma crossover, and my first trade was in Oct. 2012. I retested on the es and it goes back to 2011 no problem. I was connected to my data provider while I was running this test. I specifically downloaded data (UPRO) in 6 month intervals from 1/1/11 to present just before running this test. I tried the merge on all 3 settings with no improvement.

thanks for your help.

[NinjaTrader_PatrickH]

Hello snotrag12,

Thank you for your response.

Since you are receiving results with the SampleMaCrossOver and can verify the historical data is in fact available in your installation of NinjaTrader you will need to debug the strategy that doe snot take positions.

Your NinjaScript / C# Code will always be logically processed and evaluate according to your set logic – this can of course lead to unexpected results at times, thus we would suggest to simplify and debug your code to better understand the event sequence it would go through - unfortunately we cannot offer such debug or code modification services here, but please see the provided resources below to help you proceed productively:

First of all you would want to use Print() statements to verify values are what you expect - Debugging your NinjaScript code.

For strategies add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrders

It may also help to add drawing objects to your chart for signal and condition confirmation - Drawing Objects.

If you would prefer the debug assist of a professional NinjaScript consultant, please check into the following listings - Click here for a list of certified NinjaScript Consultants

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