Backtest

[fLife]

Hello,

i am trying to backtest some instrumenst like FGBL etc. and i am getting error message. Its possible to do backtest only from 1.4. 2008, i have data from kinetick. Is it possible to do backtest more to the past ?

[NinjaTrader_Jason]

Hello fLife,

Unfortunately not. There is no historical data available as per this expiry month or prior expiry months.

[fLife]

But i can scroll in chart and i can see data since 2004, so why is not possible to do backtest from 2004 ? thank you Jason

[NinjaTrader_Jason]

I am not able to load data from 2004 as per the FGBL from Kinetick on my end. Could it be you used a different data feed before?

What interval is selected? I am testing a minute chart.

[fLife]

I used before data from continuum, but they dont provide historical data since 2004 (only from 2009), thats why i ve bought kinetick. I am lookin on daily chart.

[fLife]

I have the same problem with GC, and i can see also data from 2004 on chart.

[NinjaTrader_Jason]

Ok, there is more daily data than minute data available. When I test daily data, I am able to load up to 2004 as well.

The daily data loads in the Strategy Analyzer as well. Does it make a difference if you create a new Strategy Analyzer window and perform a new backtest?

[fLife]

Actually i am using multi timeframes in backestest. the smallest one is 5minutes, so may there is problem, they provide daily data since 2004. but they dont provide data for lower timeframes like 5 minutes etc. ...am i right ?

[NinjaTrader_Jason]

Yes, you are correct in understanding. There is more daily data available than minute data. If the strategy uses only a single daily timeframe, it should show data up to 2004.

[fLife]

Thank you for your assistance Jason