Strategy Analyzer End Date Issue

[ChazJ]

Hi,

When I run my strategy, SA is processing and displaying results for dates beyond the end date I set.

Attached is a picture showing what I am referring to. I set the end date to 11/20/2019, but SA processes all dates up through 03/09/2020. Not shown, but the instrument the backtest was run on was MES 06-20. Now, if I change the Instrument to MES 03-20, I get the same results, but if I change it to MES 12-19, then SA processes through 12/19/2019, even though the end date is still set to 11/20/2019.

So, it seems like SA is ignoring the end date setting and just processing all the data in the DB for the selected instrument contract.

Is there any other setting I might not be aware of that could cause this?

Thanks,

Chaz

[NinjaTrader_Kate]

Hello ChazJ,

Thank you for your post.

I'm not able to reproduce this using the Sample MA Crossover strategy on my installation:



What version of NinjaTrader are you using? You can find this under Help > About.

If you test with the Sample MA Crossover, do you see the same behavior as I have, or does it appear to go up to current?

Thanks in advance; I look forward to assisting you further.

[ChazJ]

Hi Kate,

I am on version 8.0.21.0.

I see the same issue with the sample strategy. See attached picture.

Chaz

[NinjaTrader_Kate]

Hello ChazJ,

Thank you for your reply.

First, let's have you try a repair on your installation so we can make sure nothing's problematic on the back end of things. To run a repair, shut down NinjaTrader and go to the Uninstall a Program section of the Windows Control Panel. Right click on NinjaTrader in the list and click "Repair". Once the repair completes, please restart NinjaTrader.

Next, let's make sure you have the proper historical data available for the full time period you are testing.

In the Control Center, go to Tools > Historical Data. Click the Load tab at the bottom. At the top, select the instrument you're using to test, then set the Start date to 01/01/2019. Check the Minute and Last boxes, then click Download.

Once complete, please test in the Strategy Analyzer using the Sample MA Crossover. Does it stop where you would expect?

Thanks in advance; I look forward to assisting you further.

[ChazJ]

It appears to be working now after performing the above steps.

Thank you,

Chaz

[ChazJ]

Hello Kate,

This issue is back and I now know what is triggering it.

If I have a Playback connection active, the Strategy Analyzer gets confused about the dates of the data it is using. As soon as I disconnect the Playback connection, SA begins behaving correctly.

Hope this leads you in the right direction.

Thanks,

Charlie

[NinjaTrader_Kate]

Hello ChazJ,

Thank you for your reply.

Using the Strategy Analyzer with the Playback connection presents several issues and we would generally discourage the use of the Strategy Analyzer when using the Playback connection. In fact, it's under consideration to remove the ability to use them together entirely.

When using these together in NT8, there are some considerations.

• Historical data requests are influenced by the slider position.
• The playback slider's location is considered the present. This means
  • Played-over bars are available to the Strategy Analyzer (only using NinjaTrader 8, in 7 this does not work at all).
  • Historical data in the future of the playback slider are not available to the Strategy Analyzer.

Overall I would advise ceasing the use of the Strategy Analyzer while connected to the Playback connection.

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

[ChazJ]

I had read somewhere that the Strategy Analyzer takes its data from the default data feed, unless Properties -> Use Local Data Only was enabled. I am surprised to learn that the Playback connection is somehow tied to SA.

Anyway, thanks for the update. I will not make that mistake again! Also, I would recommend an update to the documentation warning about this. I wasted many hours because of this issue.

Charlie