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Strategy Analyzer not running on multiple days

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    Strategy Analyzer not running on multiple days

    I am trying to run the Sample MA Crossover on dates 10/01/18 - 11/03/18 but the analyzer doesnt give me results for all the days. I am also having trouble understanding how this analyzer chooses what days to run on...

    Some background, I am not logged in as a user, I am just using the Free historical data. I connected to Kinetick, downloaded historical data for NQ 12-18 for 10/1 - 11/1 AND I downloaded market replay data for 10/1 - 10/15

    For some reason, when I immediately open up the Strategy Analyzer and run the Sample AM crossover strategy, nothing happens. I hit "Run" multiple times, and nothing happens. I am connected to Playback Connection, and the only way I got anything to work in Strategy Analyzer is when I open Charts and run some playback on Market Replay data. After I replay a few days of data for NQ 12-18 and THEN I "Run" Strategy Analyzer, I get something to show up... but it's still wrong as seen in the picture. It shows results for 10/14-10/15, but I put my start and end dates as 10/1 - 11/3

    What is going on? Why does this happen? What am I doing incorrectly? I just want to run the Sample MA Crossover strategy on more than 5 days of data and see how it performs over time.

    Thank You,
    Stokhastic

    #2
    Thanks for your post stokhastic,

    The Playback Connection affects the dates used in a backtest with the Strategy Analyzer. It is not recommended to use the Strategy Analyzer when connected to the Playback Connection.

    When you are connected to your data provider do you see the results you would expect? If not can you confirm that the historical data was downloaded and exists on your platform? (Control Center > Tools > Historical Data > (Edit tab) > Historical, is there minute data available to drive the entire backtest?)

    I've attached a screenshot of myself testing when connected to our Kinetick test connection. This connection is capable of downloading realtime data as well as historical minute and tick data and is not limited to End of Day data.

    If you are just using the Kinetick End Of Day Free connection, you could test with Daily bars, but you may need to increase the number of days included with the backtest so crossovers are created to trigger trades.

    Click image for larger version

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    Please let us know if you are seeing different results when testing with a regular data provider and the data that they support.
    JimNinjaTrader Customer Service

    Comment


      #3
      It looks like only daily data was downloaded. When I go to control center -> tools -> historical data -> edit, all I see is daily data. When I go to the "Load" tab and check off "Minute" and "Last" and click "Download", nothing happens. The "Download" button flashes on each click. Once I change this to "Daily", then the "Download" button works. So basically it looks like the Kinetick connection won't let me get historical minute data. Why is this?

      Comment


        #4
        Hello stokhastic,

        The Kinetick End Of Day (Free) connection is a free data connection that offers end of day daily data. If you would like to download historical tick and minute data, you may consider one of our supported data providers or try a demo account with FXCM or NinjaTrader Continuum which uses CQG.

        Our supported data providers are broken down here - https://ninjatrader.com/support/help...y_provider.htm

        You may register for a demo account here - https://ninjatrader.com/FreeLiveData

        If there is anything else we can do to help, please let us know.
        JimNinjaTrader Customer Service

        Comment

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