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Backtest picking dates outside my range

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    Backtest picking dates outside my range

    Hi there NT support

    I am checking simple strategies out but I do not understand Strategy Analyzer's logic.

    For example, for a test run I indicated a date range 15-Dec-2017 to 17-Jan-2018.

    After the test run, if I switch to chart I can see trades that go as far back as 14-Nov-2017, i.e. more than a month earlier than my selection.

    This is reflected in the "Trades" tab as well.

    Obviously this skews the summary tab with unexpected results.

    Why is this?


    Pic attached for reference.

    Thanks
    Attached Files

    #2
    Hello ntuser2017,
    Thanks for your post.

    I was unable to reproduce this on my end. Does this occur with any combination of start/end dates?

    Does this occur when you use the 'SampleMACrossover' strategy?

    Do you see any errors on the Logs tab of your Control Center?
    JoshNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_JoshG View Post
      Hello ntuser2017,
      Thanks for your post.

      I was unable to reproduce this on my end. Does this occur with any combination of start/end dates?

      Does this occur when you use the 'SampleMACrossover' strategy?

      Do you see any errors on the Logs tab of your Control Center?
      hi Josh

      In the error log I see "An exception has occurred in PLV DataLoaded" in the NinjaScript category.

      I just tried firing NT8 up again but this time no strategy seems to be producing any results.

      Is there any way for me to reset the environment?

      Comment


        #4
        Does your platform compile? If not, what errors are shown? To compile, right-click inside the NinjaScript editor and select "Compile".

        Also, can you post a screenshot of the 'PLVDataLoaded' error?
        JoshNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_JoshG View Post
          Does your platform compile? If not, what errors are shown? To compile, right-click inside the NinjaScript editor and select "Compile".

          Also, can you post a screenshot of the 'PLVDataLoaded' error?
          Yes, the platform compiles.

          The behavior I described originally seems intermittent: I restarted NT again and now the strategies are running, seemingly okay.

          • I tried the original strategy and it produced expected results
          • I also tried MASampleCrossover for reference and that too worked

          So it appears this issue is intermittent. I first noticed it yesterday and it occurred again today.

          Screenshot of the error log attached.
          Attached Files

          Comment


            #6
            Glad that it resolved itself. If the issue returns we will investigate further.
            JoshNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_JoshG View Post
              Glad that it resolved itself. If the issue returns we will investigate further.
              Hi Josh, I am having a similar issue.

              I'm running the Strategy Analyzer with the SampleMACrossOver strategy on CL 02-18.

              I selected a date range 15-Dec-2017 to 16-Jan-2018, however only trades for Dec 2017 are returned. No dates for any of Jan-2018 dates are included.

              Then I tried the same for CL 03-18 (date range this time: 18-Jan-2018 to 16-Feb-2018), the results are even weirder, as now I get results dated 16-Nov-2017 to 14-Dec-2017

              Please note:
              • Since we last chatted on this I uninstalled NT8 completely, removed any folder settings and reinstalled NT8 (clean slate)
              • I have reloaded Tick data for CL 02-18 and CL 03-18. I have dbl checked and the tick data is there for the whole period I want to run the analysis for
              • I have checked the log and cannot see any errors related to this


              Can you please help - am I doing anything wrong, or is this an issue??

              Scrshot attached.
              Attached Files

              Comment


                #8
                I would like to schedule a remote session with you to investigate this further. Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference this forum post.
                JoshNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_JoshG View Post
                  I would like to schedule a remote session with you to investigate this further. Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference this forum post.
                  Thanks Josh, I have just sent an email.

                  Comment

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