Backtesting Using Strategy Analyzer

[One Trick Pony]

This is my first post, so I hope I'm doing this properly. I'm currently on Demo getting ready to setup a live account. Before setting my account up, I wanted to make sure Ninja was going to work for me. I've had a programmer create the indicator I needed as well as a strategy so I could backtest. The backtesting is the largest draw for me to Ninja. The indicator works great as well as the strategy when running it real time. The problem lies with the Strategy Analyzer. When I run a week or month at a time, the backtest appears to work fine, but when I run a backtest for the entire year, it doesn't work properly. What happens is the strategy backtests the first couple months of the year, then appears to stop running. The indicator is fine on the chart, but strategy just stops running. When I run a backtest for 2015, I get results for January, February and sometimes parts of March. I say sometimes, because it changes every time I run it. It also alway skips January 2nd of 2015.

Any help or explanation would be greatly appreciated. I've already spent quite a bit of money for the indicator and strategy, but if I can't backtest my trading system, I'm not sure if it makes since to switch to the Ninja platform.

Thank you in advance,

Byron

[NinjaTrader_PatrickH]

Hello Byron,

Thank you for your note and welcome to the NinjaTrader Support Forum!

So I may investigate this matter further please answer the following questions.

• Do you see the same behavior when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
• Are you connected to your data feed provider when running this test?
• Do you have data in the Historical Data Manager (Tools > Historical Data Manager) for the instrument and period you are testing the strategy on?

[One Trick Pony]

Hi Patrick,

I ran the SampleCrossOver strategy. Several of the settings and variables are different on my strategy than the SampleCO, so I can't set them the same, but the SampleCO seemed to run the entire year. I have another similar strategy to the one I'm trying to run that also runs the entire year.

Yes, I'm connected to the NinjaTrader Continuum on Demo while I'm running the Strategy.

I'm not sure how to tell if I have the Historical Data in the Manager. It seems to me that I must, because when I run the strategy that I'm having problems with, as I scroll through the days on the chart my indicator is working great even on the days that the strategy won't run. The strategy just stops working about 2 months into the year. It also does it sometimes when I run just a month at a time. Sometimes it runs the whole month and sometimes it stops halfway through the month.

Thank you so much for your help,

Byron

[NinjaTrader_PatrickH]

Hello One Trick Pony,

Thank you for your response.

Can you send us your strategy so we may test this on our end as well? If you do send over the file, you would also need to send a screenshot of the settings used in the Strategy Analyzer.

You can attach your strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your strategy > select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.

If you prefer you can send the strategy via e-mail to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick - 1436418' in the subject line.