Backtesting

[superjma]

I have a problem with backtesting.

I have historical prices on SP500. If i put in 01-01-1950 as from date and 01-05-2010 as to date and then test a strategy notting appears on summary. Every thing is $0, but the Chart appears correctly, but there is no executions, trades or orders.

The test strategy is pretty simple. Buy if the short average cross above the long average and sell when the short average cross below the long average.

protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (CrossAbove(SMA(MediumAverage), SMA(LongAverage), 1))
{
EnterLong(DefaultQuantity, "BUY");
}
// Condition set 2
if (CrossBelow(SMA(MediumAverage), SMA(LongAverage), 1))
{
ExitLong("SELL", "");
}
}

I hope someone can help me.

[NinjaTrader_JoshP]

superjma,

Please check your Control Center logs for runtime errors. What are your values for MediumAverage and LongAverage?

[superjma]

Log and values

The Log are empty and the values are 50 and 200.

I have attached a image showing the settings.

[NinjaTrader_Bertrand]

superjma, please try backtesting this strategy on a stock or ETF, on indices it'll unfortunately not work as those are not directly tradable.

[superjma]

It worked

Thanks a lot.

I just created the index as a new stock and imported the data and it worked fine.

Perfect.. now i'm ready to develop a strategy.