Strategy Analyser: Missing Historical Data.

[mohdhm]

Hello everyone,

Very new to NT.

So i was trying to analyse a strategy i just coded. Only problem is, 1 missing candle is throwing off my entire analysis: the stop loss would not trigger until the next candle appeared. The instrument is XBTUSD (BitMEX).

How can I get that giant red candle to show?

[NinjaTrader_ChrisL]

Hello mohdhm,

Thanks for the note.

This looks like some error with the bitmex historical data that you have.

Could you let me know what exact date this is for?

Please take the following steps to clear your cache:

1. Shut down NinjaTrader.
2. Open the Documents > NinjaTrader 8 > db folder.
3. Delete the sub-folder named 'cache'.
4. Restart NinjaTrader and test again.

Do you see the same after doing this?

I look forward to your reply.

[mohdhm]

No luck.



Dates are (on the 15 min chart): June 18, Jun 1. Jan 31, Jan 10.

All dates correspond to a massive bitcoin selloff, except for jan 10. (it is actually jan 9 at around 11:00pm). The only thing that seems to increase/decrease missing data points is when I change the Timeframe settings, Trading Hours, from Cryptocurrency or 24 x 7 to anything else.

Thank you for the help. Added a new attachment that reflects the settings on the backtester.

[NinjaTrader_ChrisL]

Hello mohdhm,

Thanks for the reply.

We are actively looking into this. I will update this thread once I receive more information.

Thanks in advance for your patience.

[NinjaTrader_ChrisL]

Hello mohdhm,

Thanks for your patience.

This error is something that BitMex will need to correct. Please look out for an updated adapter from their Github page.