historical data doesnt work

[muellermilch90]

Hello guys,

my english is not the yellow from the egg, i hope you understand me.
I like to test my Strategy with the Strategy Analyzer, but the Historical Data doesnt work.
My Instrument is FDAX. I have historical data from 2010 - 2021.
Strategy Analyzer - right click - properties - general - "Use local data only" is enabled.
My comparison price is the highest price on 11/11/2016. Look, the FDAX is divided into different roll-over areas.
If i test my Strategy with the Instrument FDAX 09-21, the highest price in the Chart from the Strategy Analyzer on 11/11/2016 is 10571. Thats wrong.
But if i test my Strategy with the Instrument FDAX 12-16, the highest price in the Chart from the Strategy Analyzer on 11/11/2016 is 10710. Thats correct.
My test period is always from 2010 - 2021. The system does not use all the historical data that i have, but only a certain area.
How can i tell the system that it uses all historical data for an instrument? I moved all files to one folder, but it doesn't work.
Can everbody help me.

best regards
Steven

[NinjaTrader_Jason]

Hello Steven,

Can you please go to Control Center-->Tools-->Options-->Market data. Set 'Global merge policy' to 'Merge non back adjusted' and click OK. Reload historical data in the FDAX 09-21 chart and check if the High for 11/11/2016 is reported as 10710.

By default, NinjaTrader will merge previous expiry months with an offset value. The offset value is the price difference between the 2 expiry months at rollover. That way you don't have gaps in the chart when historical data is merged from previous expiry months. However this causes all prices of the previous expiry month to be adjusted with the offset value.

The instructions above will merge historical data from previous expiry months without the offset value.

[muellermilch90]

Hello Jason,

interesting. It works, thank you very much!


best regards

Steven