Back test result problem

[kassaindia]

If I run a back test of a strategy from Jan 1 2009 to Auguts 31, 2009 the trades happen till March only. When I run the backtest only for April 2009 2 trades happen. Why are the trades of april not being reflected when I run the full set of data from Jan to August when they appear when I run for one month only.

[Baruch]

What is the exit date of the last trade when you run a full test? If its today, then you have an error and the strategy terminated at the end of march.

Baruch

[kassaindia]

The last date when I run full test is August 31, 2009 and when I run for April only it is April 30.

Another strange thing happened when I rum from March 3 to May 1 I get trades in April. When I run from March 4 to May 1 I do not get even 1 trade in April.

I have reloaded the data on 3 machines and it is giving same results. I have tried on version xxxxx.13 and xxxxx.14

If I run a back test of a strategy from Jan 1 2009 to Auguts 31, 2009 the trades happen till March only. When I run the backtest only for April 2009 2 trades happen. Why are the trades of april not being reflected when I run the full set of data from Jan to August when they appear when I run for one month only.

[NinjaTrader_Jason]

Hello kassaindia,

What instrument do you backtest?

If you click the Chart-tab when using 1/1/2009 - 8/31/2009, do you see all requested historical data?

[kassaindia]

I use eurodollar (6E). I see all the data for the period on the chart

Hello kassaindia,

What instrument do you backtest?

If you click the Chart-tab when using 1/1/2009 - 8/31/2009, do you see all requested historical data?

[NinjaTrader_Jason]

Do you see trade results after March if you apply the SampleMACrossOver strategy on the same data/instrument?

Do you backtest the 6E 03-09?

[Baruch]

So the last trade strarts in march-april and end in august 31? All other trades strart and end on the same day?
You have a bug and the strategy terminates!! Then Ninja closes the open trade on the termination of a backtest.

Baruch

[kassaindia]

If I apply Sample MA cross over trades are coming

I back test 6E09-09 with data merged from Jan 1 2009 to this instrument.

Do you see trade results after March if you apply the SampleMACrossOver strategy on the same data/instrument?

Do you backtest the 6E 03-09?

[NinjaTrader_Jason]

Hello kassaindia,

Could you please check if your strategy contains a bug as Baruch mentioned.

1) Open NinjaTrader

2) From the Control Center -> Tools -> Edit NinjaScript -> Strategy

3) Select any strategy and double click on it.

4) A new window will appear and you will need to right click and select 'Compile'. All(!) NinjaScript files will now be compiled.

5) At the bottom of the window a new section will appear were you can find the error locations. Double click the error and you will be directed to the location of the error. If not, all files compiled successful.

6) From there you have the option to debug it. You can find general debug information at the link below.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3418

Baruch, thank you for your input!

[kassaindia]

But can a strategy run without it being compiled? When we make a strategy we compile it and it is debugged then if errors come. Else it says strategy generated successfully. Is this correct or I must recompile it again ?

Hello kassaindia,

Could you please check if your strategy contains a bug as Baruch mentioned.

1) Open NinjaTrader

2) From the Control Center -> Tools -> Edit NinjaScript -> Strategy

3) Select any strategy and double click on it.

4) A new window will appear and you will need to right click and select 'Compile'. All(!) NinjaScript files will now be compiled.

5) At the bottom of the window a new section will appear were you can find the error locations. Double click the error and you will be directed to the location of the error. If not, all files compiled successful.

6) From there you have the option to debug it. You can find general debug information at the link below.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3418

Baruch, thank you for your input!

[NinjaTrader_Jason]

Yes, it will need to be compiled first. Could you please try and check if the strategy contains a bug. Perhaps the strategy code was modified in between.

[kassaindia]

I have recompiled it; it shows strategy successfully generated ; error still persists.

Yes, it will need to be compiled first. Could you please try and check if the strategy contains a bug. Perhaps the strategy code was modified in between.

[Baruch]

If it behaves as I stated, then you have a logical error, not a compilation error. To find it you need to debug it with Visual Studio.

Baruch

[kassaindia]

Will try to do that. Could there be any other reason ?

If it behaves as I stated, then you have a logical error, not a compilation error. To find it you need to debug it with Visual Studio.

Baruch

[NinjaTrader_Jason]

Unfortunately I do not see any other reason. The SampleMACrossOver works on the same data set, so the issue must be related to your strategy.