Back testing by date

[tiger45]

Hi,

I'd like to back test by the date range in the time frame window for CL, but it's only letting me do it contract by contract. For example, if I have a date range 1/1/2010 - 11/28/2010, I'd like to see the results for the whole year and not have to select each contract.

Is there a way to do this?

[NinjaTrader_Chip]

Hello tiger45,

Thank you for your post.

From the NinjaTrader Control Center, if you go to Tools > Options > data tab – what is your “Merge Policy” set to?

[tiger45]

Hello tiger45,

Thank you for your post.

From the NinjaTrader Control Center, if you go to Tools > Options > data tab – what is your “Merge Policy” set to?

MergeBackAdjusted

[NinjaTrader_Chip]

Hello tiger45,

OK. Can you provide the steps you are taking to perform the backtest and the specific message/issue you are running into?

This will hopefully allow me to reproduce on my end. Make sure to include such details as the interval, the data provider you are connecting to & the version number of NinjaTrader 7 you currently have in use.

Thank you,

[tiger45]

Hello tiger45,

OK. Can you provide the steps you are taking to perform the backtest and the specific message/issue you are running into?

This will hopefully allow me to reproduce on my end. Make sure to include such details as the interval, the data provider you are connecting to & the version number of NinjaTrader 7 you currently have in use.

Thank you,

I'm running version 7.0.0.22 from an XP machine.

File/New/Strategy Analyzer
Highlight the contract CL 01-11
On the backtest flyout menu: select my strategy, price: last, type: minute, value: 5
Then I select the time frame 1/1/2010 - 11/28/2010.

Everything else is default. Then I click Run Backtest and I get results from 6/1/10 - 11/28/10.

Hope this helps.

[NinjaTrader_Chip]

Hello tiger45

I followed the set up you provided for CL 01-10. However I connected to BarChart to run the backtest & was able to receive results beginning in 01-2010.

What data provider or broker are you connecting to for this CL data?

[tiger45]

Hello tiger45

I followed the set up you provided for CL 01-10. However I connected to BarChart to run the backtest & was able to receive results beginning in 01-2010.

What data provider or broker are you connecting to for this CL data?

Mirus and Zen-Fire. I'll keep trying different things. Let me know if you have any ideas.

[NinjaTrader_Chip]

How far back are you able to access data for CL?

[tiger45]

How far back are you able to access data for CL?

Strange, but I don't have this problem on my laptop at home. I just checked it, and it works just as I would expect. I even went back to Jan 2009 without problem.

It's the same version of NT, but running on a Windows 7 computer.

[NinjaTrader_Chip]

Hello tiger45,

The O/S would not impact this. It could be a NinjaTrader database issue. Please do the following o repair the NinjaTrader database.
1. Disconnect NinjaTrader from any open connections via File > Disconnect
2. From the NinjaTrader Control Center window select the menu Tools > Options
3. Select the "Data" tab
4. Press the "Repair DB" button
5. Press the "OK" button

Now right-click on the CL chart & select "Reload All Historical Data".

Please let me know if this does not resolve the issue.

[tiger45]

Hello tiger45,

The O/S would not impact this. It could be a NinjaTrader database issue. Please do the following o repair the NinjaTrader database.
1. Disconnect NinjaTrader from any open connections via File > Disconnect
2. From the NinjaTrader Control Center window select the menu Tools > Options
3. Select the "Data" tab
4. Press the "Repair DB" button
5. Press the "OK" button

Now right-click on the CL chart & select "Reload All Historical Data".

Please let me know if this does not resolve the issue.

No, that didn't help. However, when I run the back test, I can see in the Control Center's message box (lower right) where it's saying Loading Data 12/31/09 - 12/1/10.

I have 3 CL contracts showing in the instrument window: CL 01-11, CL 11-10, and CL 12-10.

If I back test for Jan 1, 2010 - Nov 28, 2010 for the 3 different contracts, I get these results:

CL 12-10 shows June - November
CL 11-10 shows Aug - Oct
CL 01-11 shows Sept - Nov

Here's another piece to the puzzle: On the overlapping months, I get different results for the same strategy.

Hope this helps.

[NinjaTrader_Brett]

Hello,

I believe I saw that your on beta 22. Please upgrade to the latest release and see if the issue persists.

Download link: http://www.ninjatrader.com/webnew/do...g_software.htm


I look forward to assisting you further.