Backtesting missing results

[U0000999]

Hello, when I run backtesting, NinjaTrader misses data, for instance, backtesting goes to 21 of February, then next date is 24 of April. What is it?

[NinjaTrader_PatrickG]

This most likely means that you're missing the historical data for that period of time.

So I may assist you more accurately, please answer all of the following questions:

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
• Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
• Are you connected to your data feed provider when running this test?
• What instrument(s) (and expiry if applicable) have you selected?
• What Data Series Type have you selected? Example: Tick, Minute, Day
• What From and To date is selected?
• Is your strategy a multi instrument or multi time frame strategy?
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[U0000999]

Version: 8.0.21.1 64-bit

I don't see the same results on MA Cross over, because, it uses only close of a candle, but my strategy requires tick data (it calculates tick by tick)

I use NinjaTrader continuum demo

Usually it happens on mini S&P contract

I use 15 min candles

testing period 08/01/2019 till 26 of April 2020

My strategy uses only one instrument

I don't see errors, I just see, that after 21 of February 24 of April goes

[U0000999]

And also in this version I cannot search contracts, which I need, only select in a list

[NinjaTrader_Kate]

Hello U0000999,

Thank you for your reply.

My colleague Patrick is correct, this indicates you're missing tick data for that time period. You can confirm this by going to Tools > Historical Data. Expand this to find the contract you're testing, then expand further to find Last > Tick and then it will show you all the dates you have tick data for for that contract.

You didn't mention who your data provider is. Some data providers, such as Interactive Brokers, do not supply historical tick data. You would need to either record tick data as historical when it comes in or obtain the necessary tick data from a third party if this is the case. Here's a list of what data each provider offers:

https://ninjatrader.com/support/helpGuides/nt8/?data_by_provider.htm

Also, many data providers restrict how much historical tick data you can receive during trading hours. Kinetick, for example, will restrict you to 8 days.

You'll need to add any instruments you wish to use in the Strategy Analyzer to an instrument list:

https://ninjatrader.com/support/helpGuides/nt8/instrument_lists.htm

Please let us know if we may be of further assistance to you.

[U0000999]

What do you think, if I'll buy kinetick data will there be such problems or not?

[NinjaTrader_Kate]

Hello U0000999,

Thank you for your reply.

With Kinetick, when requesting tick data between the hours of 9:30am ET to 4:30pm ET you will have access to the last 8 days of historical tick data. If you request the data outside those hours the full 180 days that Kinetick can provide is available. After you request the data, it will be downloaded to your historical database and cache, and you will be able to access this data at any time for use in your backtests.

Please let us know if we may be of further assistance to you.

[U0000999]

I mean, if I use Kinetick, will I have those problems with data interruption or not?

[NinjaTrader_Kate]

Hello U0000999,

Thank you for your reply.

If you use Kinetick, outside of trading hours you would be able to download the historical data for later use, yes. They supply tick data up to 180 days back, so once you download it, it is stored in your historical database. Once you have that data you should be able to run your backtest without seeing gaps. You would need to do the downloading outside of the 9:30 am to 4:30 pm CST time frame, however.

Please let us know if we may be of further assistance to you.