Backtest Missing Days

[reynoldsn]

I am running back-tester for CL for last March. March 11 and 12 are completely missing from the chart as well as March 10 after 6PM. This is not the case during Market Replay. I deleted the data for 10,11 and 12 and re-downloaded but still have the same problem. Why would back-tester completely skip that time period?

[NinjaTrader_Brandon]

Hello,

Thanks for writing in.

Who are you connected to for data?
What type of data are you backtesting on? (minute, tick, day)

[reynoldsn]

I use CQG data. The strategy uses range bars.

[NinjaTrader_Brandon]

Hello reynolsn,

Thanks for your reply.

I see no missing data on my end.

What expiry have you selected?
What session template are you using?
What MergePolicy have you selected under Tools> Options> Data?

[reynoldsn]

Session template is 24/7
Merge policy is "DoNotMerge"
I don't know where to find expiry

[NinjaTrader_Brandon]

Hello reynoldsn,

Thanks for your reply.

When you go to File> New> Strategy Analyzer, to run a backtest you need to select what instrument to backtest on the left
What expiry are you backtesting? (example CL 09-15)

[reynoldsn]

That would be 04-15

[NinjaTrader_Brandon]

Hello reynoldsn,

Thanks for your reply.

All checks good here. Please email platformsupport[at]ninjatrader[dot]com to schedule a call to look into this on your end.