Backtesting in Process forever

[parliament718]

Hi, I ran a few backtests several days ago fine but now all of a sudden they just remain in progress forever. Im connected to Kinetick EOD and tried to run the strategy on several different instruments. When I click Backtest the Control Center Status Bar says "Running backtest on ..." for about a split second and then there is nothing in the status bar, meanwhile the Strategy Analyzer just remains in progress forever. I'm only testing on 6 months worth of data so I dont understand why this is happening. Some help would be much appreciated!

[NinjaTrader_Jason]

Hello parliament718,

Can you please tell me what period type you have selected when performing the backtest. Make sure a daily period type is selected since the Kinetick EOD connection supports historical daily data only.

Do you backtest the same instruments as several days ago? If not, please tell me what instruments you backtest.

Does it make a difference if you restart NinjaTrader or reboot your computer?

Do you experience the issue if you backtest the SampleMACrossOver on the same instruments and settings?

[unter821]

Hi there,

I just run accross the same issue. Had successful backtests several days ago. In the meantime I updated my NT 7 to latest Release 9 and now the backtesting with Strategy Analyzer just never finishes. The message is: Backtest in process.....

I use the following settings:
- endless futures contact, which I import correctly from an external CSI file
- data options: DoNotMerge, Uncheck "Get data from server"

In the output window I checked, whether something in the Ninja Code happens but it seems to run through and calls OnTermination in the end.

Would appreciate fast feedback on that.

Thx, Peter

[NinjaTrader_Jason]

Hello Peter,

Can you please check if backtests are finished when reducing the amount of historical data or testing the SampleMACrossOver strategy.

If the issue remains, please send me your log and trace files. Go to Control Center-->Help-->Mail to Support in NinjaTrader. Put 'Attn Jason, Backtesting in Process forever' in the subject field and enable 'Log and trace files'.

[unter821]

Yes with SampleMACrossOver strategy it runs through. Does that mean that I have an issue in my code!?

[NinjaTrader_Jason]

Yes, that could be the case. If other strategies produce results, it is likely related to your strategy. Do you experience no results with your strategy if you reduce the amount of historical data?

If so, please debug your strategy so it will function as you like. General debug information can be found at the link below.

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

[unter821]

Very strange: Now it suddenly ran through also with my code. I did nothing change to the tests before!!

Jason can you explain me that NT behaviour?

[NinjaTrader_Jason]

Unfortunately I am not sure why it did not work earlier. Please let me know if the issue recurs again and check for any consistencies.

[unter821]

Jason,

The reason seems to be in how you disable the commissions. I always test without commission to get 100% equal results with another backtesting tool.

- If you set Include commission to false it works.
- But if you leave include commission to true and set in the options dailog in the tab commission futures commission to 0 it does not work anymore.

Does that make sense to you? For me not really..

[NinjaTrader_Jason]

If I perform a backtest with commission included while set to zero, I still get backtest results.

Do you get no results if you test the SampleMACrossOver with commissions included?

[ron7797]

I have experienced issues as well with back testing and commissions added. I have used Kinetick end of day data and if I enter a min commission under the options tab and then set "use commission" to true in the strategy tester the strategy does not run. If I then set it to false and simultaneously change the commission to "0" under options tab the strategy will still not run even though commissions are no longer defined and or enabled. The only fix I have found to get strategy analyzer running again is to shut down NT7 and reboot the program, and that seems to reinitialize the strategy analyzer, but only if I have commissions disabled in the strategy window and on the options' commissions tab. I have tried this with different strategies and the same thing occurs. And yes, I have had the same problem with the SimpleMACrossover strategy with the data set to end of day. I am running the latest version of 64bit NT7.
Is this a bug?

[NinjaTrader_Jason]

Hello ron7797,

Can you please tell me exactly how you setup commissions so I can test it on my end using the SampleMACrossOver startegy and the Kinetick EOD connection. A screenshot of the way you setup commissions would be easiest.

I will need to find a reproducible scenario in order to further troubleshoot the issue.

[ron7797]

Hi Jason,
Under options/commissions, I set the Kinetick choice, min commission, to 4.5 (arbitrary #) and the level to 1. Then, in the Strategy Analyzer, I set the "use commission" to true. When this approach did not work, I set up the simulator option in the commissions tab with the same parameters as for Kinetick ... same result—the Strategy Analyzer crashed.

[NinjaTrader_Jason]

You need to setup commissions for 'Simulator' when backtesting in the Strategy Analyzer.

It seems you have both a minimum commission setup and a commission level. I suspect you only require a minimum commission. Could you please remove the commission level and check if the issue remains.

You can setup commissions in NinjaTrader as per the information below.

http://www.ninjatrader.com/support/helpGuides/nt7/commission_tab.htm

A flat commission will apply commissions per side per order.

A tiered level will apply commissions per side per contract/share.

For example, if you like a commission of $2.50 per order per side, please enter a flat commission of 2.50. A commission of $2.50 will be calculated for the entire order per side. So if you submit an order for 5 contracts, it will calculate a commission of $2.50 per side, which is a total of $5 per the entire order.

If you like a commission of $2.50 per contract, please enter a tiered commission of 2.50/99999999. Each contract traded will calculate a commission of $2.50 per side. So if you submit an order for 5 contracts, a commission of $2.50 * 5 is calculated per side, which is $25 for the entire order.

If the crash remains, please post a screenshot that displays how you setup commissions.

[ron7797]

Hi Jason,
Thank you for your reply.
I did set "simulator" with the same parameters as for Kinetick. However, the problem appears to have been my antivirus software. Excluding NT from the AV software's realtime protection appears to have resolved the issue.
Thanks again,
Ron