Data in backtest not same as data on charts

[shodson]

I can bring up a daily chart of AAPL and go very far back, like into the 1990s and beyond.

However, when I backtest a strategy on AAPL also using daily bars from Kinetick EOD and I set my start date in my date range to 1/1/1900 (I want to capture as much data as possible) it only includes data from 2006 and after.

Why isn't the data I see on the chart being used in my backtest? And how do I get them to be in sync?

[x703jko]

I see a similar problem when backtesting a strategy for ES. I have data from 1/1/2015 and I ask to analyze all of it, but NT only shows on the chart tab of the Strategy Analyzer that it backtested from 3/6/2015.

Also, on the Settings tab of the Strategy analyzer it gives an error: Entry Logic !Error - Strategy not a IIndicatorServicesStrategy

Similar problem when I run the strategy live in sim mode. It doesn't show but a few days of back test data.

[NinjaTrader_CalH]

Hello,

Thank you for your post.

Does this occur when you use the SampleMACrossover strategy?

Can you try deleting the historical data for the AAPL as well as the cache data.

Go to (My) Documents -> NinjaTrader 7 -> db -> cache -> delete all the folders in here -> go back to db -> Day -> Delete AAPL data

Restart NinjaTrader and try the back-test again

[x703jko]

Hello,

Thank you for your post.

Does this occur when you use the SampleMACrossover strategy?

Can you try deleting the historical data for the AAPL as well as the cache data.

Go to (My) Documents -> NinjaTrader 7 -> db -> cache -> delete all the folders in here -> go back to db -> Day -> Delete AAPL data

Restart NinjaTrader and try the back-test again

For me it happens when I use Bloodhound Raven. I will check if it happens with Sample MA Crossover Strategy

[x703jko]

Yes, verified that I have the same problem with Sample MA Crossover Strategy. In fact, it's worse. It only analyzes today despite the fact that I have historic tick data from 1/1/2015

[NinjaTrader_CalH]

x703jko,

Who are you connected to? This is displayed in the lower left hand corner of the control center

Additionally, can you please verify that you have that tick data available by going to Tools -> Historical data manager -> Edit tab

[x703jko]

When I did the backtest I wasn't connected. However, I use Kinetick when I am live and to get the historic data.

Verified that I have tick data.

Question. How do I insure that the software uses historic data that cuts across contrractr expiration? That is, the current ES is 06-15. 03-15 is needed if I want to test my strategy back to January.

[NinjaTrader_CalH]

x703jko,

This will be dependent upon your merge policy set in Tools -> Options -> Data Tab

DoNotMerge will only use the contract information and will not include previous contracts

MergeBackAdjusted will merged contract data and include the offset from contract to contract

MergeNonBackAdjusted will merged the contract data by will not include the offset from contract to contract

http://www.ninjatrader.com/support/h...l?data_tab.htm

[x703jko]

x703jko,

This will be dependent upon your merge policy set in Tools -> Options -> Data Tab

DoNotMerge will only use the contract information and will not include previous contracts

MergeBackAdjusted will merged contract data and include the offset from contract to contract

MergeNonBackAdjusted will merged the contract data by will not include the offset from contract to contract

http://www.ninjatrader.com/support/h...l?data_tab.htm

What is the "offset"?

[x703jko]

Also, confirmed that I have "MergeBackAdjusted" set in my setup.

So mystery remains as to why strategy analyzer is not using all of the historic data.

[NinjaTrader_CalH]

x703jko,

Let's then try resetting the DB.

• Disconnect NinjaTrader from any open connections via File > Disconnect
• From the NinjaTrader Control Center window select the menu Tools > Options
• Select the "Data" tab
• Press the "Reset DB" button
• Press the "OK" button

The following data will be removed:

• Historical orders
• Historical executions
• Historical ATM strategy data
• Saved Strategy Analyzer backtest results

The following data will be maintained:

• ATM strategy templates
• Historical chart data

If this does not resolve the issue, please send me a note to platformsupport [at] ninjatrader [dot] com put ATTN Cal in the subject and reference this post.

[x703jko]

Just confirmed that I do NOT have this problem on my home workstation which is still running v 26 of NT7 (the previous version).

So, it would appear that this problem is only present in the latest version of NT.

How do I roll back to the previous version?

Jeff

[NinjaTrader_PatrickH]

Hello Jeff,

You can download the previous version of the software at the following link: http://www.ninjatrader.com/download-registration.php

However, this is likely not going to resolve the matter. Were you able to follow Cal's instructions? Did these yield results or the same behavior is still seen?