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Backtesting "Calculating"

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    Backtesting "Calculating"

    Kind of random question, but I want to understand it. I have been backtesting 10 years of tick data. Sometimes when I start a backtest it says "calculating" for a while before running the iterations. Sometimes there is just a momentary delay and then it goes right into running the iterations. Does it -really- not need to re "calculate" before each backtest? Or is something wrong happening?

    #2

    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    My first suspicion is that it would depend on if you do or do not have all the tick data locally stored in order to perform the backtest. For example, you have the tick data through yesterday at 5PM. You open NinjaTrader this morning and start the backtest. NinjaTrader first needs to download historical data from yesterday from 5PM until now before starting the iterations.

    Is it typical that the first backtest is the one that takes longer, and subsequent backtests are quick? Are you connected to data when you are running these backtests? If so, who are you connected to? Does being connected or not effect that behavior?

    Does the same issue occur if you use the Sample MA Crossover?
    Patrick G.NinjaTrader Customer Service

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      #3
      Hi Patrick,

      When this occurs, I am always backtesting on continuous futures loaded in as ES ##-##, all downloaded prior to testing. But now that I think of it, it is likely that I was sometimes connected to kinetick and sometimes not connected while running the back tests. It it possible that it "looks" for new data if I am connected, and doesn't go looking if I am not?

      I ran some test last night while making sure I was not connected, and there was no "calculating" delay at all. I'll try again tonight when connected and see if this does it. And I'll try with sample MA crossover.

      Thanks,
      Michael

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