• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

failure backtesting continuum datafeed

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    failure backtesting continuum datafeed

    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

    #2
    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.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      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
      Last edited by robje737; 01-21-2014, 05:55 AM.

      Comment


        #4
        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:
        Please let me know if you have any questions.
        Patrick H.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by Goolden, Today, 05:47 AM
        1 response
        8 views
        0 likes
        Last Post NinjaTrader_ChrisL  
        Started by mestril, Today, 06:00 AM
        2 responses
        12 views
        0 likes
        Last Post mestril
        by mestril
         
        Started by Bionian, Yesterday, 11:47 PM
        2 responses
        9 views
        0 likes
        Last Post Bionian
        by Bionian
         
        Started by Gerik, Today, 12:14 AM
        2 responses
        7 views
        0 likes
        Last Post Gerik
        by Gerik
         
        Started by kujista, Today, 12:59 AM
        1 response
        8 views
        0 likes
        Last Post NinjaTrader_PatrickG  
        Working...
        X