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Range based strategies will not backtest/optimize

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    Range based strategies will not backtest/optimize

    Cannot get my strategies which use range dataseries, as one of the dataseries to backtest to prior futures contract. (ie. it tests CL 02-11 fine, but if I test it back more than 10 days it says: "Error on loading chart data for "CL 01-11 Nymex': Unable to load historical data: unknown instrument")

    it works fine with minute/second based strategies

    please advise

    #2
    Hello nightriderx,

    Range charts require tick data to be built, so this likely has to do with the amount of historical tick data offered by your provider. How much historical tick data is available when charting this instrument?
    Ryan M.NinjaTrader Customer Service

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      #3
      i see what you mean. I cannot get any tick data on previous contracts. my provider, Kinetick, is supposed to go back 60 or 90 days in tick data... I am assuming this is some setting issue?

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        #4
        With Kinetick: To get the full amount of historical data, you must request outside of regular trading hours. After 4:30 PM Eastern time, more historical tick data should be available for you.
        Ryan M.NinjaTrader Customer Service

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          #5
          thats right, I do remember reading that. But otherwise no settings need to be changed right?

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            #6
            Right - There's no connection setting. You may need to look at the days to load from a chart. Right click > data series to check this. In a backtest this is controlled with the From date specified.
            Ryan M.NinjaTrader Customer Service

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