Backtesting data

[sandeshrai]

Hi,

I am trying to backtest my automated strategy on a new instrument that I have not traded so far YM. I downloaded the data today by opening up a chart for about 800 days.

However, when I back test, it only used data for the last 1 year and ignore the data prior to that. I have verified that data does exist since Jan 2011. It also does the back testing for sporadic data I had for 2009 and 2010, but ignores the data for 2011 and most of 2012.

Any reason how I can fix this?

I am attaching a chart of monthly profits to give you an idea of what I am talking about

[NinjaTrader_PatrickH]

Hello sandeshrai,

Thank you for your post.

Does this occur when backtesting the SampleMaCrossOver on the YM for the same period?

I look forward to your response.

[sandeshrai]

It seems to work fine when I run the sampleMAcrossover chart

[NinjaTrader_PatrickH]

Hello sandeshrai,

Thank you for your response.

In the Historical Data Manager (Control Center > Tools > Historical Data Manager) > Edit tab > do you see the data for the YM and the periodType needed (Tick, Minute, or Day) for the backtest?

I look forward to your response.

[sandeshrai]

I see the problem. I just see the minute and day data but not the tick data. Any idea how to get the tick data?

[NinjaTrader_PatrickH]

Hello sandeshrai,

Thank you for your response.

The tick data would be supplied by your data feed provider, if they do not have the historical tick data you need you will need to acquire this data from another provider or import the data into NinjaTrader.

For information on importing data in NinjaTrader please visit the following link: http://www.ninjatrader.com/support/h.../importing.htm

Please let me know if I may be of further assistance.