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Back tester skipping historic data

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    Back tester skipping historic data

    Please see attached screen grab.

    I have tick and minute data for the USDZAR forex pair from January 2012 till August 2014.

    I run a backtest from 1 August 2012 till 1 August 2013.

    The backtest only starts executing trades in March 2013.

    Why are the first 7 months skipped?

    I have deleted the historic data and reimported it (from Tickstory) and the effect is the same.
    Attached Files

    #2
    Hello Ravish,

    Thank you for your post.

    I see in the screenshot that the data type selected in the backtest is bid.

    Can you expand into September 2012 -> Bid -> Minute and show that this data is available?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea

      Screen grab attached.
      Attached Files

      Comment


        #4
        Hi Ravish,

        The data looks correct in the Historical Data Manager.

        In the backtest results, what is the first day on the chart in the Chart tab?
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hi Chelsea

          I can confirm that the chart data loads correctly: the first day is 31 July 2012 (see screenshot).

          The strategy averages 6 trades per day, there is no code filtering on the date or time, and as you know the first trade only occurs in March 2013.
          Attached Files

          Comment


            #6
            Hi Ravish,

            I will need to take a look at this with you.

            Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please add a link to this forum thread.
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Hi Ravish,

              Thanks for the remote session.

              We found that there were secondary (and a 3rd and 4th) data series being added to this script.

              The data was not added specifying the bid market data type. The last market data type had data starting and ending where your test was starting and ending.

              I have advised that you specify bid data for all of the secondary series.
              http://www.ninjatrader.com/support/h...s/nt7/add3.htm
              Chelsea B.NinjaTrader Customer Service

              Comment

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