NT7 Backtesting - Why is the historical data loaded every time?

[tradinghumble]

Noticed that every time I request a backtest the same data is downloaded from eSignal... is there a reason why the data could not be cached? It would significantly reduce the time it takes to backtest the same instruments.

Thanks.

[kdoren]

I agree that this is a problem. Also, I'm seeing NT7 hang sometimes when backtesting a list of instruments using IQFeed (it doesn't hang when disconnected from a data feed and using the local NT7 historical database).

I tried using Interactive Brokers as the data feed to see if it would hang, but IB has limitations on the amount of historical data that can be requested, which I quickly hit because NT7 was requesting all of the historical data needed for the tests, even though almost all of the data was available locally.

In the cases above, I have the box checked for "Get Data From Server" in NT7 options. But if I uncheck the box, it won't get anything from the server. The behavior really needed is "Get Data From Server if not in NT7 Historical Database".

[NinjaTrader_Ray]

Noticed that every time I request a backtest the same data is downloaded from eSignal... is there a reason why the data could not be cached? It would significantly reduce the time it takes to backtest the same instruments.

Thanks.

This should not be the case. Can you take a snapt shot of your backtest setting and paste them in? Data is actually retrieved from local cache and if not there, then to the database (which then builds a cache) and then to the market data provider in case data does not exist.

[dnoff]

I see the same all the time also.

[NinjaTrader_Bertrand]

Thanks for reporting this guys, I just saw the same 'cycle' happening, will forward to development to look into.

[NinjaTrader_JoshP]

Just because it says "loading" does not necessarily mean it is loading from the data provider. If you already have the complete historical data as shown in the Historical Data Manager for your backtest time frame, it will be used. Otherwise it will try to load the data from the provider.

[aslane]

Perhaps the dialog box, could say loading data from cache or from provider to give the user a better idea of what is going on?

[kdoren]

NT7 is definitely loading from the provider feed even though the data exists in the local historical database. I'm sure of this because when I tried using Interactive Brokers as the historical data provider, I was quickly hitting IB's limit even though NT7 should have been requesting little or no data because the data was already available locally.

[NinjaTrader_JoshP]

You need to check what is actually stored in your Historical Data Manager and your backtest dates. If you are backtesting with dates not in the Historical Data Manager it will for sure go off and try to download.

[trend]

On a separate note, I see in the Historical data Manager
prices on FX with only three decimals. How do I change the setting
to include more decimals (5--tenth of a pip)

Thanks,

[NinjaTrader_JoshP]

Thanks trend. We will look into it.