eSignal data gaps

[zphinx]

Hi guys,

Over the weekend I noticed that a chunk of days (4)were missing from my esignal data feed from last week.

I use just Hang Seng futures contracts (HSI)

I reloaded the March contract and still had problems with missing minutes / days, so I reloaded just the march contract then merged the February contract into March which I did at the beginning of the month.
Each month I roll ove the historical data and place that in the current contract

I can see all the data now.

The problem I now have is when running the strategy analyser for a bunch of strategies and extracting out the trades to excel to compare performance on a weekly basis from Jan09, I find that the data is different from the previous week and now I don't know what dataset is correct..?

For example, when running the strategy analyser between JAN09 - MAR09 the first trade entered the market at 11:06 on Jan 2nd with entry price of 14888. The new dataset I had to reload shows the same trade entering the market at 13706...??

How can I fix this issue?

Thanks

Leonie

[NinjaTrader_Jason]

Hello zphinx,

Upon running the Strategy Analyzer on the two attemps, were you connected to eSignal during one of the attempts?

Please try both backtests without being connected and check if the outcome is the same.

[zphinx]

Hi Jason,

I was connected to esignal on both occasions, as I updated the week's data to run the strategy analyser

thanks

Leonie

[NinjaTrader_Jason]

Hello Leonie,

Please perform the merge once more and disconnect from all data feeds.
Create a chart for the historical data you intend to use in your backtest and check if all data is present.

Perform the backtest and check if the chart data is the same.

Most likely the merged data used in the first backtest was overwritten by historical data from the connected data feed provider during the second backtest. Please see the link below on how NinjaTrader loads historical data.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html