Gap in tick intergranularity backtesting

[memonic]

Dear Sir.

attached you can find a picture of the analysis of back testing of future instrument. as you can see appear a zone that not close or open positions (the brs appear in chart but not close the position opened before).

How can solve this issue

[NinjaTrader_PaulH]

Hello memonic,

Thanks for your post.

You have reported that there are bars on the chart for the period under question. The title of your posts suggests you are using "tick intergranularity". Please check your historical data for the period under question, in the instrument being tested, to verify that indeed you have the expected tick data.

If you find that you do have the data expected, then the next step would be to debug your strategy to ascertain why it did not perform as expected. Typically you would use Print statements to the output window to show the value of the variables used in your conditional entries and exits to understand if the depending variables are at the required levels for the conditions. Here is a link to our debugging tips: https://ninjatrader.com/support/foru...ead.php?t=3418

[memonic]

Dear PAul.

I have checked the historical data in the chart. There are historical data but the strategy is of during this period. In the case of standard and 1 minute intergranularity the strategy is on.

I think that the problem was generated during a internet interruption during backtesting(i supose that in this moment ninjatrader was downloading data).

What can i do? i wold like to keep the historical data before the failure point.

best regards

[NinjaTrader_PaulH]

Hello memonic,

Thanks for your reply.

Please go to Tools>Historical data. In the Historical data window, left click on the "+" to the left of "Historical" to expand out the section. Locate the instrument with the incorrect data and left click on the "+" to expand out the instrument. Locate the particular dates in question, expand out that and then right mouse click on Tick and select "remove". Repeat as needed for each area of question.

Next close Ninjatrader, go to Documents>NinjaTrader>db>cache Delete the contents of the cache folder.

Restart NinjaTrader, reconnect to your data feed and repeat the strategy analyzer run. New data should be downloaded.

[memonic]

Hello Paul.

I have deleted the historical data futures and in the db folder the eurex equity folder (i have not remove de CME folder) and the problem is not solved

thanks

[NinjaTrader_PaulH]

Hello memonic,

Please run the strategy SampleMACrossover on the same data and advise if the same gaps appear.
Please also test using different instruments over the same time period and advise if the same gap appears.

This is to try and isolate if it is the data of one instrument or if it is the strategy involved.

[memonic]

Hello Paul.

I have runned the SMAcross strategy and the gap appear for the instrument mentioned. Running the strategy with ES the gap no appear.

thanlks

[NinjaTrader_PaulH]

Hello memonic,

Thanks for your reply.

Please advise the source (name of data feed) of your historic tick data back to September 2015.

What instrument are you testing on that has the gap?

[memonic]

The instrument is FDXM and the gap is from 17-12-2015 to 27-01-2017

thanks

[NinjaTrader_PaulH]

Hello memonic,

Thanks for your reply.

Whom is your provider of the tick data?

[memonic]

the tick data provider is cqg

[NinjaTrader_PaulH]

Hello memonic,

Thanks for your reply.

There is a limit of about 1 year of tick data available on the historical servers. The earliest I can get tick data for appears to be March 10, 2017.

You would need to find another source for historical tick data to import to be able to run a strategy that is reliant on tick data prior to March 2017.