Strategy Analyzer Skipping dates

[Jeremytang]

Hi I've been having really weird behavior with the strategy analyzer on historical data. I noticed it first a while ago and since haven't been able to get to the bottom of this.

Basically the Stratgey Analyzer is skipping dates, and appears to be using the wrong dataset for data.

Attached are screens showing a backtest on CL 07-10, which I've populated with full historical data, including all of 2009 tick and minute data. You can see the screens evidencing the tick and minute data in the database.

Notice the chart skips all dates between 2/19/2009 through 3/19/2009. Also note that the prices historical prices (which were around $38 for CL back in 2/18/2009) are not reflected in the chart.

I have included another screenshot of a separate strategy (on the same instrument) showing the skipping dates problem at another timeframe.

Interestingly enough, pulling up a new chart does show something, but the wrong prices (CL in the $50's). Inspecting the chart at other random dates reveal the wrong prices as well.

Jeremy

EDIT: I'm using NT beta 7.18

[NinjaTrader_Austin]

Hi there, we will look into this report.

[Trader.Jon]

I had some unusual behavior recently as well .. running a backtest on 6 months of forex data from the NT server gave trades calculated for two months and then all the next months were no trades .. same strategy run on a just a chart same data gave trades each day for all the months

[Asing]

I am also having similar problems in the analyzer. Although, I can confirm 3 years of AAPL data in the database, when I go to test a strategy it will only give me 5 days worth of results or sometimes 2 months, but so far never the full 3 years. It will also crash when I select the chart tab in the analyzer.

[Jeremytang]

Is it possible that I am running a legacy formatted database from a previous beta version of ninjattrader, and it's messing up the current version?

[NinjaTrader_Austin]

Guys, what are you using for the Merge Policy? This setting can be found at Tools -> Options -> Data. The missing data reported by the opening post is right around for when the CL roll dates are defined in the contract manager, 2/21/2010 and 3/21/2010, or the Mondays after your missing data period.

If you bring up a long-term chart of CL ##-## (like 300 days of 60 minute bars), does the data populate correctly? What about for a long-term standard monthly contract, like CL 09-10?

[Jeremytang]

My Merge policy is set at : MergeBackAdjusted

But I didn't merge any data, I bought data that combined the CL prices into one continuous contract (dating back to 1997) and loaded it once into CL 07-10.

Jeremy

[NinjaTrader_JoshP]

Jeremy,

If all your data is loaded into CL 07-10 you should not use MergeBackAdjusted. MergeBackAdjusted will try to pull data from 06-10, 05-10, etc. when those contracts were active, but since all your data is in 07-10 you should instead use DoNotMerge as your merge policy to fully use the data set you have.

[Jeremytang]

Works now

Thanks that seemed to fix everything. I wiped the database and reloaded everything using no merging.