No backtest results prior to certain date...

[zachj]

I've ran a strategy with results every month from feb 2013 to nov 2013 but when I run it prior to feb back into the prior year it's all of a sudden having 0 trades every month(tried every month in 2012). I have data all the way back to 2008 so it can't be due to that. I don't see any errors popping up in the output. It's a multi script running about 300 instruments.

Is there anything simple that could be causing this?

[NinjaTrader_CalH]

Hi Zachj,

Thank you for your post.

How are you confirming that you have all the data for all the instruments?

What could be occurring is that your CurrentBars check, one of the instruments could be missing the data and thus breaking the strategy

[zachj]

I've ran other strategies using all the same instruments for the period not working on this current strategy and I am getting results. Wouldn't I get an error pop up for an instrument that doesn't have data available? I've seen the error in the past.

Is there any sort of print statement I can do to check for missing instrument data?

[NinjaTrader_CalH]

ZachJ,

There is not a print statement available for that but you can put in print statements in and around your conditions to see where the code is breaking when doing the backtest.

[zachj]

Do you recommend a specific print statement to check for breaking?

[NinjaTrader_CalH]

ZachJ,

It really could be something like this -

Print("I got called before the condition");
if( test something here)
{
    Print("i got called cause the condition was true");
}

Essentially, all we are looking for is when print statements get printed and when they don't. When they don't when they should have then we know it is the code before that print statement that is causing the issue.

[zachj]

I had to bite the bullet and go through all the data for each instrument and found one that was missing data prior to February. I wish the analyzer would just pop up an error for an instrument when the data is missing.
I'm fairly certain I remember it providing an error message previously, like about 4months ago. Is there something that changed with the last update that eliminated this? Either way would it make sense to maybe put in a request for an error warning message for a future release?

[NinjaTrader_CalH]

Zachj,

I will forward this thread to development to consider in the next major release of NinjaTrader.

Let me know if I can be of further assistance.

[zachj]

Just a follow up to this, I use TD ameritrade for live feed and historical data which goes back about 1 1/4 yrs. I did download data further back from Esignal but some of the instruments didn't download for some reason. So if I try to go back more than 1 1/4yrs, for instruments that didn't pick up the esignal data and that are strickly just pulling from Ameritrade, I do get an error message notifying me for the particular symbol. But in this case for the ticker AXLL only gets data back to feb of this year and it wasn't showing an error message. So there must be something else going on there that NT isn't seeing as an error.

[zachj]

One other thing I just discovered, the instrument symbol that is missing the historical data for backtesting will show up in the Control Center on the bottom right if you keep watching it. Have to be Connected though. Spent two days sifting through the data manager to see which one was missing may 2012 when the whole time it was right there in the control center. I'm running about 300 instruments through one script so sifting through all that data is just not practical.