failure backtesting continuum datafeed

[robje737]

Hi there.

Since last week I'm connected to continuum.
I succeeded in loading an euro/dollar-chart with data for the last year.
However I don't succeed in backtesting in the chart or in the strategy-analyzer.
No entries in the chart based on my strategy at all.
What went possibly wrong?

Thx in advance

Rob

[NinjaTrader_PatrickH]

Hello Rob,

Thank you for your post.

Continuum would not provide real-time data for currency pairs. For information on the data provided by your data feed provider: http://www.ninjatrader.com/support/h...rical_data.htm

As you have stated you do in fact have the data for the EURUSD, please advise if the following items are true:

• Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader for the EURUSD and the same period type, interval and time period as you strategy?
• Do you have data in the Historical Data Manager (Tools > Historical Data Manager) for the EURUSD, the period type you are using and the time period you are testing the strategy on?

I look forward to your response.

[robje737]

Hallo Patrick

To make things clear: I'm trading the 6E 3-14 future based on the euro-dollar.
This future is available in Continuum as you can see in the link.

So we do have in fact the data for this future.

When running the same test on the SampleMaCrossOver strategy I do have results as I want on my strategy.

Before Continuum I didn't have any problem like this. How do I have to import data for this future to build a backtest on historical tickdata? Which data do I have to import when I"m backtesting the 6E 3-14 over the last year. Is this only the data of 6E3-14 or do I have to import the data of the other version of the 6E (12-13, 9-13, 6-14, 3-13, 12-12) Which steps do I have to make?

Thx in advance.

Rob

[NinjaTrader_PatrickH]

Hello Rob,

Thank you for the additional information.

If the data is already present and you do see trades placed, there is no need to import further data. If you are receiving real-time data for the 6E 03-14 then you should be able to test your strategies on this data (as you have tested with the SampleMaCrossOver).

You will need to debug the strategy to discover why it has not taken these trades over the same period the SampleMaCrossOver has. 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: http://www.ninjatrader.com/support/f...ead.php?t=3418
  
• 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: http://www.ninjatrader.com/support/f...ead.php?t=3627
  
• It may also help to add drawing objects to your chart for signal and condition confirmation: http://www.ninjatrader.com/support/f...ead.php?t=3419
  
• If you would prefer the debug assist of a professional NinjaScript consultant, please check into the following listings: http://www.ninjatrader.com/partners#...pt-Consultants

Please let me know if you have any questions.