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Cannot Backtest Imported Historical Tick Data
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Cannot Backtest Imported Historical Tick Data
I recently purchased historical tick data going back further than Kinetic. The files are .txt files and were named the same as is shown under Instrument Manager. I then imported the data and was notified that it loaded successfully. When I try to run a backtest under Strategy Analyzer with dates going back further than the 6 prior months for Kinetic, I get a pop-up stating "unable to load historical data: unknown instrument". After purchasing additional data and being told it successfully imported I sure hope that this is user error. Please help.Tags: None
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Ah ha! I think I found the problem. I loaded all my historical data for the Canadian dollar future under the 06-14, but it seemed to be some sort of problem with the other existing contracts for the Canadian Dollar. Seeing as dividing the data into individual expirations would be more trouble than it was worth I created a new instrument. I am on my way to running the backtest properly, sort of. Under Instrument Manager => Edit, I cannot change the Point Value of this new instrument because it is grayed out, because the instrument Type is grayed out and selected as Stock by default. How can I change these parameters? Thanks.
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Hello Chris001,
Thank you for your posts.
Please try running the backtest while disconnected from your data feed provider and ensure the Merge Policy (Tools > Options > Data) is set to either MergeBackAdjusted or MergeNonBackAdjusted.
The Merge Policy applies to the historical data for Futures instruments and if it merges the previous contracts or not. Please visit the following link for more information: http://www.ninjatrader.com/support/h...rical_data.htm
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