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Bactesting is not using Historical Data

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    Bactesting is not using Historical Data

    Hi there

    I'm trying to backtest my first NT8 Strategy. For that purpose I have uploaded 8 years of tick data for AUDUSD, approximately 200 million records, only for Ask price.

    Then I set parameters in my backtesting windows. I set as instrument: AUDUSD, Ask, WickedRenkoNT, Brick size 20. After setting all the remaining parameters, I play Run.

    In NinjaScript Output shows that starts loading the data but from February 2021 19th onwards and not from the Start date that is shown from the images, and once the strategy finishes, all NinjaScript NT content is wiped out.

    No errors shown in the Control Center Log.


    Could be because I have only Ask price loaded?
    Could be that I have the free edition NT?

    Please give me a hand with this.

    Regards



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    #2
    Additionally Here is the printing in NinjaScript BT Output

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    Comment


      #3
      Hello mchiuminatto,

      Thank you for your post.

      To clarify a bit, are you running your backtest by loading this data on a chart with this historical data loaded in it while connected to a live data feed, or are you running a backtest in the Strategy Analyzer? If in the Strategy Analyzer, can you provide a screenshot of the full results of running a backtest over this data?

      Further, when you scroll to the very top of the NinjaScript Output window, do you see a message telling you the output window has exceeded the maximum number of lines and prior lines have been removed?

      Thanks in advance; I look forward to assisting you further.
      Kate W.NinjaTrader Customer Service

      Comment


        #4
        Hi Kate

        I'm backtesting in Strategy Analyzer with no connection active. Since bactester is using only today's data there is no results, no trades.

        Further, when you scroll to the very top of the NinjaScript Output window, do you see a message telling you the output window has exceeded the maximum number of lines and prior lines have been removed?
        , yes

        You have reached the maximum threshold of the NinjaScript Output window. Some of your output messages have been suppressed.

        I've uploaded a video


        Comment


          #5
          Hello mchiuminatto,

          Thank you for your reply.

          The first step I would take is to test the built in Sample MA Crossover on that data for a baseline test, without the custom barstype. This will help us confirm the data is backtestable.

          If Sample MA Crossover works and returns results, we'd look at it as being a strategy issue. It could be logic is not allowing orders, or you may have a stuck historical overfill. I'd tentatively guess the former if the Sample MA Crossover works, since yours doesn't appear to be returning results.

          Thanks in advance; I look forward to the results of your testing.
          Kate W.NinjaTrader Customer Service

          Comment


            #6
            MA Cross over is working fine using the uploaded data with:
            • Range
            • Renko
            • Wicked Renko
            I think I'm using something that ticks data does not provide.

            I'm using the call backs:
            • OnBarUpdate
            • OnOrderUpdate
            • OnMarketData (could be this one the issue?)

            By The way the strategy works perfect with simulated data feed.

            Is there any additional log I can review to understand what is the issue with my strategy?

            Thank you so much for the help







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            Comment


              #7
              Hi Kate

              My bad (the issue was between the chair and the keyboard), strategy was working fine, it was a perception issue. The other platform where I originally built the strategy was much slower than NT and also for some reason the NinjaScript output is cleaned once the backtesting ends so I was not able to see my strategy logs.

              I the output cleaning after Backtest a expected behaviour or Am' I doing something wrong? I commented the line of code with ClearOutputWindow().

              Thanks and regards.

              Comment

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