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Backtest Ignoring Entries

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    Backtest Ignoring Entries

    Please see the enclosed screen grabs. I have been trying to run a simple backtest of my strategy and it never executes a single trade in the Strategy Analyzer. The strategy works fine without any errors if I simply throw it on a chart. Now, I'm using tick data as a second series which is why I need to be connected to Kinetick when I run a backtest. I just tried the SMA crossover strategy and it's working fine. I think somehow NT throws up because of the second series (tick data) being needed in mine.

    If you look at the screen grabs you will see that the settings are identical. To me it seems like as if no tick data is accessible when the strategy analyzer runs - I see nothing being printed in the output window and I do pretty extensive status updates during execution. The _0020 screenshot shows the 60-min candle patterns being evaluated but no intra-candle executions are being performed. If it was a chart I would think that it's missing the tick data to do its thing.

    BTW, this is happening on my dev machine as well as my production machine - identical problem. So I don't think this is an NT installation problem. I just reinstalled NT from scratch on my production machine two days ago.

    Anyone else ran into this problem in the past?
    Attached Files
    Last edited by molecool; 06-14-2014, 04:23 PM.

    #2
    Hello molecool,

    Thank you for your post.

    Is the strategy ran in real-time as CalculateOnBarClose = True as well? Are the calculations done on the 60 minute bar and orders submitted to the Tick Data Series? What value is the Tick Data Series?
    Patrick H.NinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_PatrickH View Post
      Hello molecool,

      Thank you for your post.

      Is the strategy ran in real-time as CalculateOnBarClose = True as well? Are the calculations done on the 60 minute bar and orders submitted to the Tick Data Series? What value is the Tick Data Series?
      Ooops - actually it needs to run with COBC as false - but that's actually hard coded in the strategy. How come the Strategy Analyzer doesn't pick that up? It's late over here but I'll definitely give it a run again tomorrow with COBC set to false.

      Comment


        #4
        Originally posted by molecool View Post
        Ooops - actually it needs to run with COBC as false - but that's actually hard coded in the strategy. How come the Strategy Analyzer doesn't pick that up? It's late over here but I'll definitely give it a run again tomorrow with COBC set to false.
        I just tried to run it again but cannot find the COBC setting - it's there when I run the strategy in a chart but I don't see that one in the SA. Am I missing something here?

        Comment


          #5
          Okay...

          I just found this pertinent thread which is good news as I don't need to have my head examined after all.

          However, is that a roundabout way of saying that it is not possible to back test multiple series based strategies (requiring COBC to be false on the 0 series)?

          FYI - I implemented my own mechanism that logs out to an excel spreadsheet. Works fine but I have to drop in my own calculations to arrive at SQN, expectancy, and other stats.

          Comment


            #6
            Hello molecool,

            Thank you for your update on this item.

            I am glad you were able to find the answer to this item.
            Patrick H.NinjaTrader Customer Service

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