I am unable to backtest more than about a couple of months of historical data using 1-minute bars. I do have minute data for a few years and it does work well when backtesting with 60-minute bars. Is there some limit that is set for NinjaTrader 7 when using 1-minute bars?
I have attached the strategy I used and it is simplified for testing this issue. The strategy prints the first date of the range considered for calculation. This is independent of the instrument selected, so you could use it with any instrument for which you have a few years minute data.
Now, when I backtest this strategy with 1-minute bars for about 2 years back, it shows the first day as 18th Nov 2015 for me. But testing this with 60-minute bars shows the correct start date of 2 years back.
Could you please look into this and let me know?
Thanks,
Ishwar.
Comment