missing data in backtesting

[millridge]

I was running strategy analyzer on ES historical intraday data and found that not all historical data were loaded by checking chart in strategy analyzer. When I opened chart from control center, that chart can load completed historical data without any problem. I have attached two charts of ES 06-11, it shows the data on 4/1 and 4/6 are missing on chart from strategy analyzer.

[NinjaTrader_Jason]

Hello millridge,

Can you please check what session template was used in the backtest. Could it be the session template excludes the data?

Please select the same session template as the chart and run the backtest once more.

[millridge]

They both use 24/7 session.

[NinjaTrader_Jason]

Can you please tell me if the issue can be reproduced - do you miss data on each backtest your perform?

If so, please try the following. Exit NinjaTrader and go to (My) Documents-->NinjaTrader 7-->db-->cache and delete its entire content. Start NinjaTrader again and perform a new back test.

[millridge]

It takes more than an hour to delete all files inside cache folder, but it works afterwards. The data are loaded into chart completely in strategy analyzer. Thanks.

[cems1]

same issue with ES contract

Trying to run a backtest on the June '12 ES contract and I am missing data from March 21 to March 29. I deleted the cache folder contents and tried it again, but got the same results. I'm using Range bars in my backtest. When a pull up a chart using Minute data, the data is there. Data missing when using Tick data.

[NinjaTrader_RyanM1]

Hi cems1,

Welcome to the NinjaTrader forums. Who is your data provider? Do you have any tick data prior to March 21?

[cems1]

Using Kinetick (sorry, forgot to mention that). Yes, I have data prior to that. I've come across this problem a few times in the past.

[NinjaTrader_RyanM1]

Thanks. I do not show missing tick data here for the same period when using Kinetick. Is the data recovered if you right click on your ES chart and reload historical data? Can you please send your diagnostic files using Help > Mail to support feature. Include a link to this forum thread.

[cems1]

After reloading historical data, everything's good - including backtest data. Are you still interested in my diagnostic files? Thanks.

[NinjaTrader_Jason]

Good to hear the missing data is there after reloading historical data.

If the issue recurs, please check for any consistencies compared to earlier occurrences and send us your diagnostic files.