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Backtesting works only on daily bars

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    Backtesting works only on daily bars

    Hello together,

    I changed from TS to NT (free version). My new NT strategy runs well during backtesting with end of day data from Kinetick. Now, I decided to try it on realtime bars. I recognized, that it doesn´t work on minute charts. It only works on daily charts. Is there a different?

    Hope someone can help me. Thanks uupsa.

    #2
    Hello uupsa,

    I wanted to check with you, are you trying to run a backtest on this strategy for minute bars while connected to the Kinetick End of Day data?

    If this NinjaTrader installation has never had an Intraday connection and only a end of day data connection then there would be no minute bars to run the back test against.

    If you do have a realtime data connection I could look at the strategy and see if I notice anything that sticks out if you would like to post it.

    Please let me know if I may be of further assistance.
    JesseNinjaTrader Customer Service

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      #3
      Hello Jesse,

      it is a very huge script with external data from a java tool. So I can´t post it here. Sorry!

      I checked the datafeed an I am using the realtime datafeed from Kinetick. If I change from a minute chart to the daily chart it works perfect. If I go back to minute bars... Ok, guess I found the problem. I have trouble with datetime. Think I have a time mismatch. Otherwise, I will write again.

      Thanks for your help.

      uupsa

      Comment

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