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Cant run Strategy Backtest

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    Cant run Strategy Backtest

    Newly downloaded Ninjatrader and new to Ninjatrader. Can't make strategy backtest to work.
    1. Connected to datafeed
    2. Strategy Analyzer - selected instrument, run backtest
    3. Output summary all 0, does not show any result
    4. Changes parameters on strategy still same results. (NT 7)

    #2
    Hello tapabrata,

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

    So I may investigate this matter further please answer the following questions.
    • Who are you connected to? This is displayed by green on lower left corner of the Control Center window.
    • What instrument(s) have you selected? If a futures instrument, what expiry is selected? (Example: ES 06-13)
    • What interval and period type is selected for the backtest? (Example: Tick, Minute, Day, etc.)
    • Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader?

    I look forward to your response.

    Comment


      #3
      not working backtest in strategy analyzer

      Hi, please could you help me with similar problem.

      I´m connected to historical data from Yahoo and I´m testing share of AAPL for the period 1994-2014 with daily chart for this period I can select whole chart so I´ve thought that there are all data.

      I have only simple strategy with MA with 60 days it working ok but when I try different (EMA long cross prize close with SL 400). There only "0" in summary report. Also when I try default SimpleMAcrossOver it´s not working.

      For better imagination I´m sending pics of my problem. I´d be really glad if could help me.
      Thank you Viliam
      Attached Files

      Comment


        #4
        Opentick, for the SampleMACrossOver on daily data, please ensure the ExitOnClose is set to false, would that make a change in outcome for you?

        Your EMA script sees one entry reviewing the report - how is the stoploss exactly setup, would you mind posting a screenshot as well?

        Thanks,
        BertrandNinjaTrader Customer Service

        Comment


          #5
          not working backtest in strategy analyzer

          Really thank you! For the SampleMACrossOver it´s now working! so always for daily report it has to be with ExitOnClose-False? At the strategy with EMA there was a problem with Entries per direction I changed it for 100 entries and it worked.

          Stop loss I´m enclosing it looks that there is now effect to results.

          May you could also help with setting of comission. I´ve done everything according guide NT. But commission are still not included. There are two pictures of setting them (through options, and on instrument) which i set.


          I look forward to hearing from you
          Viliam
          Attached Files

          Comment


            #6
            Correct, for daily and higher please have ExitOnClose = false, this is applicable for intraday only.

            For the commissions in backtesting, please enter them for the Simulator entry and then recheck your outcome.

            Thanks,
            BertrandNinjaTrader Customer Service

            Comment


              #7
              not working backtest in strategy analyzer

              Thank you for tip but unfortunately I can´t find setting which you mean. In row for commission it´s there... May you think something in simulator which I´ve enclosed.
              Attached Files

              Comment


                #8
                Opentick, no that would not be found in the Simulator tab, but rather in the selection of commission fields. If you check for example your 2nd screenshot in post #5 you can see it right above the TDA entry.
                BertrandNinjaTrader Customer Service

                Comment

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