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Problem with backtesting to the past

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    Problem with backtesting to the past

    I ve got one issue. I can backtest only from 1.1 2014 to present. Not more to the past. On chart i see that i have historical data from 2009. I set backtest from, for example, 1.1. 2013, but it still backtests only from 1.1 2014. I need longer historical output. Thank you for answer.

    #2
    Hello fLife,

    Thank you for your post.

    Does this occur with the SampleMACrossOver strategy?

    Who are you connected to? This is displayed in the lower left hand corner of the Control Center
    Cal H.NinjaTrader Customer Service

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      #3
      Hi,
      i have data from provider continuum. With SampleMACrossOver strategy it works, but with my strategy not. Thank you.

      Comment


        #4
        Hello fLife,

        Thanks for your post concerning strategy backtesting.

        You wrote that it worked with sampleMAcrossover but not your strategy. This would suggest that the historical data is not an issue.

        When you run your strategy do you see any errors being posted on the Log tab in the NinjaTrader Control Center?

        Is this a multi-instrument or a multi-time frame strategy?

        Are you running your strategy on Forex data?

        I look forward to your reply.
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hello,

          Strategy works with no problems, with any errors being posted on the Log tab in the NinjaTrader Control Center. I backtest both, one instrument and also basket of instruments. But it doesnt work in both cases.

          I backtest only one timeframe, I trade only futures, not FOREX.

          Thank a lot

          Comment


            #6
            Hello fLife,

            Thanks for your reply. Just to confirm our understanding from what you have written:

            1) Your strategy backtests without error on data starting 1/1/2014 and moving forward.

            2) Your strategy does not execute on any data prior to 1/1/2014.

            3) Using the SampleMaCrossOver strategy you are able to backtest over the full length of history (2009 - present)

            4) Your strategy is a single instrument, single time-frame strategy run on futures only.

            5) Your data supplier is Continuum.

            Thanks for your patience while we assess the problem. To speed the process up, would it be possible for you to either post your strategy here or if you prefer you can e-mail it to: Support[AT]NinjaTrader[dot]Com, atten: Paul and reference Ticket Number 1100980.

            I look forward to your reply
            Paul H.NinjaTrader Customer Service

            Comment


              #7
              Hello,

              All is correct. Bu i cant send my strategy script

              Comment


                #8
                Hello,

                fLife, I understand you cannot supply your script. With that in mind and the key point being that the sampleMACrossOver strategy executes the data that your strategy doesn't, validates the platform and data, pointing to your script as the only unknown.

                In review of your script you would be looking for anything tied to a timeframe or dates as a possibility, I would also be looking for references to specific contract names, also anything using the bool Historical. Use Print() statements with output to the output window as a standard debugging process to follow. You can try to simplify your script to the point where it works by commenting out complex sections. All these things will help you narrow down the problem.

                Please let me know if we can be of further assistance.
                Paul H.NinjaTrader Customer Service

                Comment


                  #9
                  Hi,
                  we found error in our script. Problem is solved. Thank you for your asistance!

                  Comment


                    #10
                    We're glad to hear, thanks for letting us know.
                    BertrandNinjaTrader Customer Service

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