No backtest results

[DavidVal]

Hello,

I'm currently trying to develop and backtest a custom strategy. However, I am unable to get backtests working even on the pre-built strategies. Here's what I'm doing:

• File > Connect > Kinetick
• File > New > StrategyAnalyzer
• On the left, select ES 12-14
• Under Backtest, choose SampleMACrossOver
• Change timeframe to all of December 2014
• Set session template to Default 24/7

As I understand, this should be backtesting on the SampleMACrossOver strategy using the ES 12-14 data for December and trading all day every day. However, I get no results on the backtest. If I open a chart on the ES 12-14, I do see graph data for that month. What am I doing wrong?


Thanks.

[koganam]

Hello,

I'm currently trying to develop and backtest a custom strategy. However, I am unable to get backtests working even on the pre-built strategies. Here's what I'm doing:

• File > Connect > Kinetick
• File > New > StrategyAnalyzer
• On the left, select ES 12-14
• Under Backtest, choose SampleMACrossOver
• Change timeframe to all of December 2014
• Set session template to Default 24/7

As I understand, this should be backtesting on the SampleMACrossOver strategy using the ES 12-14 data for December and trading all day every day. However, I get no results on the backtest. If I open a chart on the ES 12-14, I do see graph data for that month. What am I doing wrong?


Thanks.

What time frame is the strategy running on?
What kind of Kinetick data? The free EOD that ships by default, or paid?

[NinjaTrader_CalH]

DavidVal,

I too have the same questions as Koganam -

What time frame is the strategy running on?
What kind of Kinetick data? The free EOD that ships by default, or paid?

[DavidVal]

NinjaTrader_Cal/koganam,

Thank you for the swift replies. I am running the strategy from 12/1/2014 through 1/1/2015. This is using the free Kinetick data that ships with the product. Is there other data I can or should use?

[koganam]

NinjaTrader_Cal/koganam,

Thank you for the swift replies. I am running the strategy from 12/1/2014 through 1/1/2015. This is using the free Kinetick data that ships with the product. Is there other data I can or should use?

What "time frame", not what "time period"?

[DavidVal]

What "time frame", not what "time period"?

I'm don't understand the distinction. Under "Time frame" in the backtest flyout menu, I have "From" set to 12/1/2014 and "To" set to 1/1/2015. Session Template is "Default 24/7" as stated earlier.

[koganam]

I'm don't understand the distinction. Under "Time frame" in the backtest flyout menu, I have "From" set to 12/1/2014 and "To" set to 1/1/2015. Session Template is "Default 24/7" as stated earlier.

The seeming confusion is understandable, because of what the PropertyGrid label says. However, for most traders, that would be a rather loose, even if understandable, use of the nomenclature. More akin to the way that traders generally think of time, is illustrated in the attached picture.

Frankly, after all this time of using NinjaTrader, I had not even noticed the unusual labelling in the PropertyGrid: my autonomic mind just took over and used the terms in the more commonly understood manner.

[DavidVal]

Ok, I suspected something like that was up. As you can tell I'm new to trading.

For that portion of the PropertyGrid, I just have the default settings the program provides. Priced based on Last, type is Minute, and Value is 1.

[koganam]

Ok, I suspected something like that was up. As you can tell I'm new to trading.

For that portion of the PropertyGrid, I just have the default settings the program provides. Priced based on Last, type is Minute, and Value is 1.

That is the problem, unfortunately. The free EOD Kinetick data really is EndOfDay only: there is no intraday data. If you want to run anything on intraday data, you will have to get paid data from some vendor. Kinetick tick data is reasonably priced, and usually the recommended option.