Historical Data for Backtesting

[NinjaTrader_JoshP]

Not sure what you mean. There should be no limitation. You can type any start and end dates you want and it will start from when you start having data.

[IceRage]

Em sorry was my bad description. I mean the backtesting all over the historical data. I added a strategy, and the generated report displays only results between 20.05.2009 and 05.05.2009. The report was generated by adding a strategy, right clicking -> strategy performance -> historical & realtime ... and then there is only results between 20.05.2009 and 05.05.2009 showing. The instrument choice for the strategy seems to be right. It is the new added ^MYDAX instrument. And the chart seems to be ok.

Is it possible to run a backtest for maybe 01.01.2006 to 01.06.2006 if i have the appropriate data? And if true, is there an adjustment for backtesting time ranges?

[NinjaTrader_JoshP]

To backtest you should be using the Strategy Analyzer. You can set the dates you want to backtest on.

[IceRage]

Yes ok, my fault ^^. It works with data from Zendfire 11 days ago (1-minute-based).

Now i can display a chart with my im imported data from 01.06.2007 to 30.06.2008. But when i try to run a backtest on the dame data, there are now results. Afaik the data is 5-minute-based. Is it posible the strategy analyzer only work with 1-minute-based data?

[NinjaTrader_JoshP]

IceRage,

No, the Strategy Analyzer works with any data.

[IceRage]

Ok,

So what do you think where is the problem?

The backtest is runnig on data of Zendfire, but not on my self imported data. On the yahoo daily data its also not running. The charts are showing fine of both.

[NinjaTrader_JoshP]

IceRage,

If you have enough data it will show. Disconnect from your data provider, open a chart and if the chart loads you have data. If you have enough data, then the backtest will work.

[IceRage]

The data source is not a provider, its a txt file. I have created a new instrument for importing the data. And filled the txt file data in, with the import funktion. That works fine. The chart is showing acurately. But a backtest running on this instrument keeps resultles. I have tried different adjustments but its nothing displayed.

[NinjaTrader_JoshP]

Not following you. If you have data loaded and you can pull up a chart you can backtest on it. Please just use SampleMACrossOver.

[IceRage]

Sorry, doesnt work. I tried with SampleMACrossOver. I tried on Zendfire data, then it works. I tried on ^MYDAX and on the ^GDAXI from yahoo, nothing works. But i can display the data of both in a chart window. I also adjusted the time range for backtesting, but no backtesting results are displayed.

[NinjaTrader_JoshP]

I see the issue here. You are trying to backtest on indexes. Please see the Control Center log. You should find something that says you cannot backtest on an index. Reason is because indexes are not tradeable instruments.

[IceRage]

Oh no!

Well ok, and many thanks for your help.

Maybe i can import the data in a stock or something else. But i cant see an entry in the log after i try runnig a backtest.

[NinjaTrader_JoshP]

First, confirm SampleMACrossOver works with an instrument that is not an index. Then if that works, import your data into a stock instrument type. Then you should be able to backtest it.

[IceRage]

Yes ok, that works. Thx.