Backtest past 3 months not working

[albazzaztariq]

Hi all,

This is my first post here and I'm glad to be here. I just discovered Ninjatrader for backtesting and have immediately started messing around with the strategy builder and started backtesting. However, I'm having a problem in my backtesting. For some reason, it will not go back more than 3 months. I've checked eSignal, and it does have data there beyond the 3 month back threshold. Currently I'm only able to backtest with data from 9/13 - today.

Thanks

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your post and welcome to the NinjaTrader Support Forum!

What instrument and period type are you using for the backtest?

What is the From and To dates set to?

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

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.

[albazzaztariq]

ES Futures, 1 minute but I just tried with 30 min and it also does not work.

In the backtest summary it will show what dates I entered to backtest, so if I put in 7/1/2013 - 12/11/2013, it will show that but only backtest 3 months back. I have checked to make sure and verified it is not backtesting farther. The backtest charts don't show data that far back even though eSignal will.

I see the same results with SampleMACrossOver.

I am testing using 9/1 - 12/13 and 5/1 - 12/3. Results are the same, same number of trades and backtest chart will not go that far back.

Thanks for the reply

[NinjaTrader_CalH]

Hi Albazzaztariq,

Can you create a chart that goes back farther or does it show the same amount of data as the Strategy Analyzer?

Additionally, can you go to your Historical Data Manager, Tools -> Historical Data Manager.. -> Edit Tab -> Expand out the ES contracts and see how far back the data goes

http://www.ninjatrader.com/support/h...ml?editing.htm

[albazzaztariq]

Everything is ok now, thanks!

[albazzaztariq]

Hey Cal,

Sorry for the false close of this thread. :-p

I am still having problems, I expanded out the Edit Tab and the weird part is it's showing I DO NOT have data for October 2013, for instance, but when I backtest from 10/1/2013-10/30/2013, it works! I also downloaded January of 2013's minute data which was not there before and then ran my strategy to no avail and ran SimpleMACrossOver with no luck. It executes 0 trades, the date range in the Summary Tab is correct, and the Chart tab will not load a chart.

The instrument is the ES March 2014 future (ES 03-14)

Thanks

[albazzaztariq]

Hey guys, I fixed the problem. I changed the contract to a continuation (ES ##-##) and am no longer having the problem. I guess there wasn't enough volume/data there for past that far back?

Thanks