Market data and ninjatrader.

[Frederic]

Hello all,

I use ninjatrader 7 with a demo account (CQG).
I created more strategies, and always use same dates for backtest 07.30.2011 / 07.30/2012
Yeserday all my backtest gone fine. Today i restart the same backtest and receive some error: error on loading data, server might be busy... and so on.

what is wrong with ninja? i mean i backtested yesterday exactly the same period, then why the data are not automatically downloaded on my computer and saved?

why ninja need a connection to download data, that normally he need to have locally?

btw, it is some weeks now i use same period of time.

what is wrong ?

[NinjaTrader_Joydeep]

Hello Frederic,
If you are connected to your connectivity provider then NinjaTrader will download any missing data/latest data.

You can either disconnect from your connectivity provider and do the backtest (provided you have historical data saved locally) or you can wait for some time and then do the backtest.

[Frederic]

> If you are connected to your connectivity provider then NinjaTrader will download any > missing data/latest data.

meaning all my backtest from yesterday are wrong?? missing data? logically if yesterday there was no missing data, today there must not be, right?

and downloading data again......

any possibility to check if data are missing?

Thanks!

[NinjaTrader_Joydeep]

Hello Frederic,
NinjaTrader will pull the missing data (if you are connected) from yesterday till today, when you are trying to backtest your strategy.

You can check the data manually from the Historical data manager.

• In Control Center menu bar goto Tools>Historical Data Manager>Edit tab
• Click on the +<Intrumnet Name> and select the appropriate data type.

[Frederic]

Hi,

I undersntad, but why it was not done yesterday and also days before, because I am always connected? Change in data on the server, meaning all backtests are wrong... right?

[NinjaTrader_Joydeep]

Hello Frederic,
Yes, if your data is updated then NinjaTrader will not pull any data.

Its not about right or wrong. If you have missing data etc then your strategy is being evaluated on that data set. When you are filling the gaps (i.e. data upto date) then your strategy is being evaluated on a new data set. The backtest report for the two will be different as it was tested on 2 different data set.

[Frederic]

Hello,

No- I do not understand. let say my backtest period is 07/302011 to 07/30/2012. I never change dates for this. this means that yesterday, today but also tomorrow, ninja has not to download data, cause he already done it weeks ago. IF ninja download data, this means my data on my computer are missing something and also that my backtest/optimization are not correct.

right now, i received an error for 6E, 6B: error on loading chart data for 6e.... connection to data server is busy, please try again later, but ninja continue to download data for CL and 3 other markets from my list, same data that ninja tries 4 hours now to download.

why yesterday ninja downloaded no data for 07/302011 to 07/30/2012 ??

[NinjaTrader_Joydeep]

Hello Frederic,
To assist you further may I know:
1. Who your connectivity provider is?

2. Can you confirm you have adequate historical data stored in your PC. You can do so from:

• In Control Center menu bar goto Tools>Historical Data Manager>Edit tab

3. Is "Save chart data as historical" is checked?

• In Control Center menu bar goto Tools>Options>Data tab
• In the data tab is the option "Save chart data as historical" checked or unchecked?

I look forward to assisting you further.

[Frederic]

Hello,

as I wrote, I use CQG demo account, and the computer on which is installed NT7 is a dedicated backtest/optimisation computer (there is no chart, only Strategy analyzer working) and computer is always connected.

What can be the problem then?

Thanks!

[NinjaTrader_Joydeep]

Hello,
Thanks for the information.

Can you also please confirm the following:

1. Can you confirm you have adequate historical data stored in your PC. You can do so from:

• In Control Center menu bar goto Tools>Historical Data Manager>Edit tab

2. Is "Save chart data as historical" is checked?

• In Control Center menu bar goto Tools>Options>Data tab
• In the data tab is the option "Save chart data as historical" checked or unchecked?

[Frederic]

Hello Joy,

yes, I can see in historical Data Manager the right dates, and "Save chart data as historical" is not checked ( i think it is default option ninja after installation).

all my backtest show me right now 0 trade in 1 year, o PNL... no result at all..

hmm....

[NinjaTrader_Joydeep]

Hello Frederic,
Thanks for the information.

Please follow the below steps and then try backtesting you strategy.

• In Control Center menu bar goto Tools>Options>Data tab
• In the Data tab please check the option "Save chart data as historical"

Now connect to your connectivity provider and download the historical data using the Download feature.

In Control Center menu bar goto Tools>Historical Data Manager>Download tab
In the Download tab please download the historical data for the necessary Instrument for the past one year.

Please refer to our help guide to know more on how to use the Download tab

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?download.htm

After you have downloaded the data please let me know if you can backtest the strategy or not.

I look forward to assisting you further.

[nailz420]

I can confirm this issue and I do have "save chart data as historical" enabled. Using Tradersplatform Rithmic datafeed. Each time backtest is run, the full historical data is download, not just for the time since the last backtest. Same thing happens when I try to view results of the backtest which require chart data or rerun of the strategy. This doesn't happen if i disconnect from the live feed.

[NinjaTrader_Joydeep]

Hello nailz420,
Thanks for your post.

Please refer to the section "When does NinjaTrader loads historical data" from our help guide to know more about it

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[nailz420]

During backtest NT tries to download historical data when there is "missing data". Why does NT think there is missing data for dates months or years in the past? Why does NT tries to download data EACH time I run the backtest on the SAME dates in the PAST, example 1/1/2010-1/1/2011? Is it because there is no data for weekends for example, so it tries to fill in those gaps each time?