I have problem with backtesting. I have strategy and I've seen data to back test in the file (since 01.2014 to 2015) but robot doesn't use all data. Only one day 2014-01-02 (qty of bars I switched on to the infinity). How to do backtest?
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Backtesting
Hello,
I have problem with backtesting. I have strategy and I've seen data to back test in the file (since 01.2014 to 2015) but robot doesn't use all data. Only one day 2014-01-02 (qty of bars I switched on to the infinity). How to do backtest?Last edited by kot_filemon; 05-11-2015, 03:31 AM.Tags: None
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Hello kot_filemon,
Thanks for your post.
I recommend that you try backtesting with a known strategy such as the SampleMACrossover strategy that came with your Ninjatrader. If you can run the strategy and see the results over the period of time 01.2014 to 2015 then that would say that your data is okay but that there may be an issue with your strategy.
If you are unable to run the SampleMACrossover strategy then that would suggest an issue with either the data or the parameters used to set up the strategy.
Please review the helpguide here: http://www.ninjatrader.com/support/h...a_strategy.htmPaul H.NinjaTrader Customer Service
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Thank you Paul.
These data are from NT folder. Type: *.Last.ntd. Sample works ok. If problem is in the code, why transaction was made during one day?
I read helpguide in the backtest case.
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Hello kot_filemon,
Thanks for your reply.
When you say the sample runs okay I assume that to mean that it executed trades over the period specified in the TimeFrame section of the backtest parameters.
When you run your strategy, do you see any error messages listed in the "log" tab of the control center?
Can you provide a screenshot of the backtest chart and summary results that shows your strategy execution(s)?Paul H.NinjaTrader Customer Service
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Hello kot_filemon,
Thanks for your reply.
At this point I think you have isolated the issue to be with your strategy. The next step would be to debug your strategy to better understand why or why not it performs as as it does.
Please review this link in the reference section for tips on debugging the strategy: http://www.ninjatrader.com/support/f...ead.php?t=3418Paul H.NinjaTrader Customer Service
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