Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Indicator Calculations Backtesting

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Indicator Calculations Backtesting

    I am backtesting a strategy that includes a 200 SMA, for dates say, 1/1/10-12/31/10. The trouble I am having is that the indicator does not have the correct value until the 200th (or close to) bar, or about 11/1/10, leaving calculations incorrect before then. I have plenty of historical data, that's not a problem. Changing "maximum bars look back" doesn't seem to change anything, the same for "min bars required" I can fix the problem by increasing the time period to approx 1/1/09-12/31/10 and looking at the results for only 2010, but I was wondering if there is a way to have the indicator calculate itself correctly starting on the start date.

    Thanks

    #2
    Hello wallabe13

    Welcome to the NinjaTrader Support Forums!

    There is not a workaround to this since the 200 SMA calculation requires a minimum of 200 data points in order to compute this average (output).

    For more on Working with Indicators:


    Please let me know if you have any additional questions.
    ChipNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, Yesterday, 09:41 PM
    1 response
    21 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, Today, 02:41 AM
    0 responses
    7 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, Yesterday, 11:44 PM
    0 responses
    18 views
    1 like
    Last Post CaptainJack  
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    35 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    33 views
    0 likes
    Last Post CarlTrading  
    Working...
    X