Backtest / Historical Data

[newworldguy]

Every time a run a backtest on say ES June contract the system seems to download the same data. Will it help if I used historical data manager to download the data first? In other words, if you run a backtest on the same data set, does it not save it for subsequent uses?

thanks

[NinjaTrader_CalH]

Hello Newworldguy,

Thank you for your post.

The Strategy Analyzer will attempt a download of the requested historical data each time it runs. This is to ensure that all the data is there for when it runs the backtest. If the requested data is present on the computer, it will ignore that portion and not download any data.

Let me know if I can be of further assistance.

[Baruch]

Just disconnect before runing BT.

[newworldguy]

does it not save the data on the computer for subsequent uses?

[NinjaTrader_CalH]

Newworldguy,

Yes, it does. Those files are stored in (My) Documents -> NinjaTrader 7 -> db under folders named, Minute, Tick, and Day.

[newworldguy]

would you advice that i first download the data in historic data manager and then run the back test? is that faster as far as data download goes?

[NinjaTrader_CalH]

Newworldguy,

You can use either one in this instance. The Historical Data Manager and the Strategy Analyzer work the same when making data requests.

Let me know if I can be of further assistance.

[newworldguy]

I am running a backtest on ES contract involving tick data for 4 months. It has been running for 30 minutes and still not done. Is that expected?

[NinjaTrader_CalH]

Newworldguy,

Are you running any Prints(), Logs, drawobjects or writing to any outside files?
Any loops?

[newworldguy]

no. also should i be downloading contract-wise or it automatically rolls over based on time period?

[newworldguy]

Also when I try to download for EX 03-14, it pops up and error message stating "unable to download data, unknown instrument..." attached is the exact error.

[NinjaTrader_CalH]

Newworldguy,

What dates are you using for the backtest?

What instrument(s) are you using? Include front contract month

Who are you connected to? Displayed in the lower left hand corner of the Control Center

[newworldguy]

I am currently running a back test on ES 03-14 for the period Jan 1 2014 to March 15, 2014. It comes up with the error attached in previous mail. I am connected to kinetic.

[newworldguy]

This time it is stuck with the control panel as attached.

[NinjaTrader_CalH]

Newworldguy,

The ES rolled over to the 06-14 contract on March 13th. Try setting the date to the 12th instead and see if that works