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HIstorical data testing

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    HIstorical data testing

    Hi,
    I used the NTDataDownload ELD to download data from tradestation, for example on @CL and this created a 1 minute data file which I imported into historical data, I see now CL in the historical data list and it does contain the data.
    The problem is now to use these data, when I try to plot CL 04-15 (current expiry so far) it does not show anything and the same if I use it in the strategy analyzer, so how can I use the imported data?
    Thanks
    Smodato

    #2
    Hello Smodato,

    Do you see the imported historical data at Control Center-->Tools-->Historical Data Manager-->Edit-tab?

    Do you load data if you create a new minute based chart for the CL 04-15? Make sure the 'Days to load' and 'End date' settings captured the data you imported.

    If not, does it make a difference if you right click in the chart and you select 'Reload All Historical Data'? If not, please go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the charts load the imported data.

    If data is still not loaded, please exit NinjaTrader and go to C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db and delete the cache folder. Start NinjaTrader and check again.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jason View Post
      Hello Smodato,

      Do you see the imported historical data at Control Center-->Tools-->Historical Data Manager-->Edit-tab?
      Yes they are there please see the "Historical" gif attached


      Originally posted by NinjaTrader_Jason View Post
      Do you load data if you create a new minute based chart for the CL 04-15? Make sure the 'Days to load' and 'End date' settings captured the data you imported.

      If not, does it make a difference if you right click in the chart and you select 'Reload All Historical Data'? If not, please go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the charts load the imported data.

      If data is still not loaded, please exit NinjaTrader and go to C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db and delete the cache folder. Start NinjaTrader and check again.
      I tried all this but nothing happens, as you see from the "Chart" gif attached the reload historical data is not even active...
      Attached Files

      Comment


        #4
        Data is imported as the CL stock instrument, not for the CL futures. Please import the data again for the CL 04-15 futures.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          Data is imported as the CL stock instrument, not for the CL futures. Please import the data again for the CL 04-15 futures.
          How can I make sure it will point at that one? There is not choice in the import settings as far as I see..

          Comment


            #6
            Can you please go to Control Center-->Tools-->Instrument Manager and add the CL ##-## to your default instrument list.

            Subsequently perform the import instructions once more. Rename the .txt file to "CL ##-##" without quotations. Import the .txt file and check if the historical data is imported as per the CL ##-##.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Can you please go to Control Center-->Tools-->Instrument Manager and add the CL ##-## to your default instrument list.

              Subsequently perform the import instructions once more. Rename the .txt file to "CL ##-##" without quotations. Import the .txt file and check if the historical data is imported as per the CL ##-##.
              Thanks, I can now plot a chart but still not able to backtest a strategy... I choose teh CL ## symbol in the ANalyzer and it is there on che Chart tab but when I choose a strategy I can't change the settings and nothing happens...

              Comment


                #8
                Good to hear you can load data now.

                Does it make a difference if you close the Strategy Analyzer and you create a new one?

                Are you able to change the settings if you select a different instrument or different strategy? Does the SampleMACrossOver strategy experience the same issue?
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Jason View Post
                  Good to hear you can load data now.

                  Does it make a difference if you close the Strategy Analyzer and you create a new one?

                  Are you able to change the settings if you select a different instrument or different strategy? Does the SampleMACrossOver strategy experience the same issue?
                  Hi Jason,
                  it does not make any difference but I noticed that when I place the instrument there and I point at the strategy icon this is disabled and the message there says it is disable when chart trader is enabled but I have no idea what this means...

                  Comment


                    #10
                    Can you please click the 5th icon from the right on the chart toolbar to disable ChartTrader. Subsequently you can apply automated strategies in the chart.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_Jason View Post
                      Can you please click the 5th icon from the right on the chart toolbar to disable ChartTrader. Subsequently you can apply automated strategies in the chart.
                      It does not work, on the analyzer it is disabled while on charts it opens the relative box to place trades. Furthermore the analyzer chart is 1 min and I can't even change that. Believe me some months ago I tested some strategies on imported data (EURUSD forex) and it worked, now I'm not far from quitting..

                      Comment


                        #12
                        I was referring to a chart since you previous post refers to ChartTrader. ChartTrader can only be enabled in charts, not in the Strategy Analyzer. So I assumed you referred to charts with your previous post.

                        Can you please right click the CL ##-## on the left side in the Strategy Analyzer and select Backtest. A new window should appear on the right side in the Strategy Analyzer. I suggest to click the Auto hide icon in the upper right corner of this new window. This way, the window will not disappear after a few seconds. Check if you can select your strategy and configure the strategy settings to your liking.
                        JasonNinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_Jason View Post
                          I was referring to a chart since you previous post refers to ChartTrader. ChartTrader can only be enabled in charts, not in the Strategy Analyzer. So I assumed you referred to charts with your previous post.

                          Can you please right click the CL ##-## on the left side in the Strategy Analyzer and select Backtest. A new window should appear on the right side in the Strategy Analyzer. I suggest to click the Auto hide icon in the upper right corner of this new window. This way, the window will not disappear after a few seconds. Check if you can select your strategy and configure the strategy settings to your liking.
                          Nothing happens when I click on backtest, from the very start I have a grid with a strategy performace report which is empty (and shows dates from 2006), please see attached screenshot
                          Attached Files

                          Comment


                            #14
                            Does it make a difference if you click the "B" icon in the toolbar of the Strategy Analyzer?

                            If you right click a different instrument and select 'Backtest', does the strategy window appear on the right side?

                            Can you please check what NinjaTrader version you have installed. You can check this at Control Center-->Help-->Help (7.0.1000.xx). If you do not have our latest version (7.0.1000.27), please download and install it. You can download and install the latest NinjaTrader version from the link below on top of your current version. Make sure NinjaTrader is shut down when installing the new version.


                            Once you have the latest version installed, please check if the issue remains.
                            JasonNinjaTrader Customer Service

                            Comment


                              #15
                              Hi Jason,
                              I installed the last version and now it works!!
                              Thanks for your help!
                              Smodato

                              Comment

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