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Unable to change backtest dates

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    Unable to change backtest dates

    I'm unable to get the Strategy Analyzer to analyze data prior to 07-04-08 for a strategy that I'm running on the 10-Yr Treasury (ZN).

    1) I created a continuous contract so I'm able to chart the ZN data back to 3/1.

    2) However, with respect to backtesting, whether I set "from" date in the backtest window to 3/1 or to 6/1 the first bar that appears in the log file is on 07-04-08. In other words, I can't get the Strategy Analyzer to use the new "from" date that I've entered.

    Is the Strategy Analyzer know to reject merged data files for any reason?What steps can I take to fix this?

    Thx,
    Lou

    #2
    Strategy analyzer does not merge any data. It uses what ever data is there.

    Comment


      #3
      Dierk,
      That's not the response I was looking for. Okay, so the continuous contract data isn't the problem. So, what is? I'll reiterate the problem:

      1) I change the date in the backtest window (and I have sufficent data)
      2) Regardless, the Strategy Analyzer output in the log file always starts on the same date, 07-14-08.
      3) So, currently, I can backtest my strategy from 07-14-08 to today ONLY.

      What are your recommendations to solve the problem?

      Thx,
      Lou

      Comment


        #4
        You need to debug your strategy as per here: http://www.ninjatrader-support.com/v...ead.php?t=3418

        Also: I suggest trying the SampleMACrossOver on the "same setup". This could provide you some insight on how NT processes the interval selected.

        Comment


          #5
          Dierk,
          Since the strategy runs properly are you suggesting that I just use trial and error until I can get the Stratey Analyzer to work properly?

          Other than commenting out code and re-running the Strategy Analyzer, are there any functions or other diagnostics that you would suggest?

          -Lou

          Comment


            #6
            Lets start at the top.

            - In the Strategy Analyzer, what is the exact symbol that you are backtesting?
            - Can you run a backtest on the symbol using the SampleMACrossOver strategy with a data from 6/1/08
            - What time frame are you backtesting?
            - Set the min bars required to 20 (default value) when running your back test

            ---> Once the backtest completes, click on the chart tab, what is the date of the first entry?
            RayNinjaTrader Customer Service

            Comment


              #7
              Ray,
              I'm able to change the backtest dates now. Setting the min. bars req'd to 20 was the key. I was using 35. That seemed pretty easy - why couldn't your co-worker have suggested that?

              Thank you,
              Lou

              Comment


                #8
                Excellent! I am glad its resolved.
                RayNinjaTrader Customer Service

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