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Strategy analyser not analysing full date period

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    Strategy analyser not analysing full date period

    Hi,

    I am running an imported strategy on strategy analyser.
    I am trying to test the periods 01 jan 017 until 31 dec 2017
    I have the data for this period as the bar chart displays bars for the whole of this period
    However, the strategy analyser is only analysing half the year from end of July 2017 until dec 2017
    I have entered the start date correctly and have bars to look back set to infinite and there are definitely valid setups during this period

    Thanks


    #2
    Hello duncanferguson,

    Thanks for your post.

    After running your strategy, please check the "log" tab of the NT8 control center for any error messages that may be related to the strategy.

    If there are no error messages, please run the SampleMaCrossover strategy over exactly the same data/bars timeframe as your strategy. The sampleMaCrossover is an always in strategy and will place trades all the way through the entire data period.

    If the SampleMaCrossover strategy shows trades all the way through on exactly the same data/bars timeframe then that is a good confirmation that you have all of the data so the next step would be to debug your strategy to see why it stopped trading as you described. You would use print statements to show that all of the bars are being processed and add prints ahead of your entry conditions to output the variables that are used to evaluate for the entry. While tedious, debugging is a necessary step to prove the strategy logic.

    Here is a link to our debugging tips: https://ninjatrader.com/support/help...s/?seriest.htm
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      I have tried MA strategy it works on the data.

      My developer thinks it is a data issue though.

      The strategy he has coded runs on tick data, he says the MA strategy does not use tick data so I might see the MA strategy working but it is still a data issue as I do not have the correct tick data.

      I am on the continuum trial data. Should I have tick data going back pre Aug 2017 on this trial? If I should how do I check I have this tick data?

      Thanks

      Comment


        #4
        Hello duncanferguson,

        Thanks for your reply.

        In that case, all you need to do is to run SampleMaStrategy on a tick based bar type, such as Range, Renko, Tick or Volume type bars. Once the analysis is done, look at the chart in the strategy analyzer and go to the first bar shown to see what the earliest date is.

        Tick data historically typically would be limited to 1 year back.
        Paul H.NinjaTrader Customer Service

        Comment

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