Trying to backtest, all results are 0

[NGorodzhiy]

I am trying to backtest, but all the results have a value of 0.

1. I connected to Kinetick
2. Opened strategy analyzer
3. Tried to backtest AAPL
4. Strategy: SampleMaCrossOver
5. Parameters. Fast: 10 Slow: 25
6. Data Series. Price based on: last, type: minute, value: 1
7. Timeframe. From: 1/1/2015 To: 3/8/15 Session Template: Use instrument settings
8. General. Include Commission: False Label: SampleMaCrossOver Maximum bars look back: TwoHundredFiftySix Min. bars required: 20
9. Historical Fill Processing. Fill type: Default Slipage: 0
10. Order Handling. Entries per direction: 1 Entry handling: AllEntries Exit on close: True
11. Order Properties. Set order quantity: by strategy. Time in force: Gtc

After I click "run backtest" nothing appears, all 0s.

Ultimately I want to backtest my 2 day period RSI, but I included the MACrossOver because I know it would be easier for you to solve the problem.

[NinjaTrader_PatrickH]

Hello NGorodzhiy,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Are you connecting to Kinetick EOD Free?

[NGorodzhiy]

Yes, end of day Kinetick.

[NinjaTrader_PatrickH]

Hello NGorodzhiy,

Thank you for your response.

The Kinetick EOD Free connection only provide Day, Week, Month and Year. So Minute data would not be available. You can find information on the data provided from your provider at the following link: http://www.ninjatrader.com/support/h...rical_data.htm

[NGorodzhiy]

I changed the data series from minute to day and the values are still all 0.

[NinjaTrader_PatrickH]

Hello NGorodzhiy,

Thank you for your response.

Increase the range from the From and To dates and test again, also make sure you are connected to Kinetick EOD Free when running the test.

[NGorodzhiy]

Ok it works now but why didn't it work before? Is there a minimum range? Also, how do I set how much money I put into each trade with my strategy?

[NinjaTrader_PatrickH]

Hello NGorodzhiy,

Thank you for your response.

Likely the range of data was not large enough to calculate a trade should be made by the strategy.

To set the amount of cash per trade, set the 'Set order quantity' under Order Properties to 'by account size' and then set the 'Account size' - this will allow you to set a virtual account value that is used to determine maximum order size based on margin settings per instrument set in the Instrument Manager for the instrument you are trading: http://www.ninjatrader.com/support/h...nstruments.htm

If you would prefer to calculate this on your own you can create internal logic that sets the quantity based off the desired cash value.