Is there a limit for the maximum date range for backtesting using 1-minute bars?

[Ishwar]

Hi,

I am unable to backtest more than about a couple of months of historical data using 1-minute bars. I do have minute data for a few years and it does work well when backtesting with 60-minute bars. Is there some limit that is set for NinjaTrader 7 when using 1-minute bars?

I have attached the strategy I used and it is simplified for testing this issue. The strategy prints the first date of the range considered for calculation. This is independent of the instrument selected, so you could use it with any instrument for which you have a few years minute data.

Now, when I backtest this strategy with 1-minute bars for about 2 years back, it shows the first day as 18th Nov 2015 for me. But testing this with 60-minute bars shows the correct start date of 2 years back.

Could you please look into this and let me know?

Thanks,
Ishwar.

[NinjaTrader_CodyB]

Hello,
There is not a maximum date range for 1 minute bars.
I have tested your strategy on my end and I am able to produce a result that prints two years back accurately.
So that I may investigate further can you provide the parameters of your backtest?
If you would like to provide this as a screenshot please see the instructions below:
To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction

[Ishwar]

Hi Cody,

Thanks for your reply. Meanwhile, I found out what was the issue. I had clicked on Reload Historical Data some time back without fully knowing the consequences. Because of which it cleared previous data and loaded only the last couple of months data as per what is provided by my data provider.

Now, I manually loaded all the previous historical data again and it's working fine!
Sorry for the trouble.

Best regards,
Ishwar.