Backtest strategy on historical data

[kiss987]

Hi

Is there a way to back test my strategy on past data using the downloaded historical data and not market replay data?

Thanks

[NinjaTrader_PaulH]

Hello,

Thanks for your post.

In NinjaTrader7 the only options for historical review of the strategy performance is to apply to any chart and observe the performance over the duration of the chart or use the File>new>strategy analyzer.

in the case of the chart, after applying the strategy to it, right mouse click on the chart and select Strategy Performance>(name of strategy)>Historical, which will generate the performance report of the historical gtrades that would have been made.

For the strategy analyzer, please see: https://ninjatrader.com/support/help...y_analyzer.htm

[kiss987]

Hello

I tried to use the strategy analyzer but i'm not completely sure I understand how it works. Basically, what I want is to run my strategy on every tick between 2 specific dates in the past. How can I accomplish that?

Thanks

[NinjaTrader_PaulH]

Hello,

Thanks for your reply.

Please review the help guide's video tutorial on the strategy analyzer: https://ninjatrader.com/support/movi...A-Strategy.htm

For your strategy to run in the strategy analyzer "on each tick", you will need to add a 1 tick series to your strategy. You will also need to ensure that you have 1 tick data over the duration of the 2 specific dates.

[kiss987]

Hello

This is what I did:

1. Connected to market replay and paused it on a specific date (21-SEP-2018)
2. From the file tab I started a new Market Analyzer
3. I set my data series and time frame (from and to dates) to my strategy and pressed the backtest button

Instead of running my strategy on the specific time frame, it ran all the way from the beginning of my historical data (somewhere on 2017) until the paused date(21-SEP-2018)

[NinjaTrader_PaulH]

Hello,

Thanks for your reply.

Please post a screenshot of the strategy analyzer settings panel showing all of the information.

[kiss987]

Attached screenshot

[NinjaTrader_PaulH]

Hello,

Thanks for your reply.

Please write into PlatformSupport[at]Ninjatrader[dot]Com, mark the e-mail atten:Paul and please include a link to this thread for reference.
In the e-mail, please include your strategy source code file and a brief description of what it does. The source code file of the strategy will be named as you named it will be found in Documents>NinjaTrader7>bin>Custom>Strategies> the file will have a .CS extension, just add the file to your e-mail.