Backtesting Strategy on a historical Tick data series

[Robertp75]

Dear All,

I am currently backtesting a strategy on a historical tick data series. I use CQG as a
demo account (non-subscribed). The backtesting windows displays
"Backtest in progress...
Please see the Control Center Status Bar for a process update."

May I expect a result or is the backtest running endless. Is there a standard message that displays a message if a backtest is not working on a data series?

Many thanks.

bye

Rob

[NinjaTrader_JC]

Hello Rob,

If NinjaTrader is downloading Data from you Data Provider you should see a "Loading Data" for the Instrument that you have selected.

Otherwise, if NinjaTrader is still processing your Strategy logic you will see "Running backtest on" the Instrument selected.

It is possible to create an endless loop inside of an Automated Strategy but Tick data is the most data intensive so if you are doing many calculations over a large period of time it may take longer to process.

What does your Control Center window say in the lower left hand corner?

[Robertp75]

Hello Rob,

If NinjaTrader is downloading Data from you Data Provider you should see a "Loading Data" for the Instrument that you have selected.

Otherwise, if NinjaTrader is still processing your Strategy logic you will see "Running backtest on" the Instrument selected.

It is possible to create an endless loop inside of an Automated Strategy but Tick data is the most data intensive so if you are doing many calculations over a large period of time it may take longer to process.

What does your Control Center window say in the lower left hand corner?

Hello JC,

Thank you for the reply. See attachement. I wonder whether it make sense to let run
the backtest and wait until the backtest is finished as the process is blocking further work with NT7?

bye

Rob

[Robertp75]

Hello JC,

Thank you for the reply. See attachement. I wonder whether it make sense to let run
the backtest and wait until the backtest is finished as the process is blocking further work with NT7?

bye

Rob

Dear JC,

I receive results after backtesting the strategy on a five minute data series. If I set up the strategy for simulated real time trading the strategy do not trade one trade on a five minute data series. If I set up the strategy on a tick data series chart the strategy is trading. But I am not sure whether the strategy is now trading across the signals which were/are generated on the five minutes data series according to the backtest?

bye

Rob

[Robertp75]

Dear JC,

I receive results after backtesting the strategy on a five minute data series. If I set up the strategy for simulated real time trading the strategy do not trade one trade on a five minute data series. If I set up the strategy on a tick data series chart the strategy is trading. But I am not sure whether the strategy is now trading across the signals which were/are generated on the five minutes data series according to the backtest?

bye

Rob

[NinjaTrader_JC]

Hello Rob,

Your NinjaScript / C# Code will always be logically processed and evaluate according to your set logic – this can of course lead to unexpected results at times.

If your strategy was set to Calculate On Bar Close (COBC) true, you would have to wait until the 5 minute bar closed for your strategy to process its logic. Also, by default there must be at least 20 bars on your chart before NinjaTrader will process your Strategy so if you do not have any Historical Minute data you would have to wait over 100 minutes for it to generate enough bars.

Is this a strategy that you have created?

Also, does it use any 3rd Party Indicators in your Strategy?

Happy to be of further assistance.