Strategy time period

[zachj]

All of a sudden the profit is going down with the same settings when backtesting without any changes made. When I look back on the chart it is not going back the full 6months that was input, only 4months. Do I need to reset something?

[NinjaTrader_Matthew]

Hello,

What do you mean profit is going down? You are not see the same % profitable?

What symbol are you backtesting on and who is your data provider? Do you have data 6 months back or does it only go back 4 months?

[zachj]

Net profit on YM. Mbtrading. Yes its only showing 4 months on the chart data when backtesting. Shows only back to august even though i have it set back to june.

[zachj]

All of a sudden the Net Profit is back up to where it should be? I don't get it.

But I looked at this further. Ive been creating a strategy script for the last couple weeks and for comparison purposes have been using a consistent time period of 6/1/11 - 1/15/12. All this time I was thinking it was generating the Net Profit and all other figures based on this whole time period but its only been calculating back to 8/1/11. And I know this because if I just ran a back test from 6/1 to 8/1 it comes up as 0 Net Profit and no chart data comes up. The chart data also does not come up on a regular NT chart prior to 8/1. Is this because Im using a 10 minute chart and it only gives a certain amount of data for a 10 minute chart? I doubt it right.

[NinjaTrader_Matthew]

Hello,

Most providers will have a limit on how much historical data is provided. If the chart does not have data back to this period, it is likely the provider does not offer data this far back.

You can always check that amount of data you have in your database by going to Tools--> Historical Data Manager.

You can try clicking on the 'Download' tab and downloading data for the date range you require. Once downloaded please double check the 'Edit' tab and see if it is available. If not, you will need to obtain this data from another source.

[zachj]

I can pull up a daily chart with data back to 2009. So are you saying even though I can get data back this far on the daily, on a 10min they may not offer it this far back? Or should the time interval be irrelevant?

[NinjaTrader_Matthew]

Most providers offer 3 types of data: Daily, minute and tick. This data is used to construct various bar types. You will frequently find a varying level of data offered for each of these types.

For example, I know that Kinetick offers 10 years of daily data, 2 years of minute data and 120 days of tick data.

[zachj]

Dumb question... is there any way to do a backtest say on a hour or 30minute chart based on 10minute data just so I can get more data for the 10min. Im reaching here..lol

Otherwise how much is Kinetick.

[zachj]

Most providers offer 3 types of data: Daily, minute and tick. This data is used to construct various bar types. You will frequently find a varying level of data offered for each of these types.

For example, I know that Kinetick offers 10 years of daily data, 2 years of minute data and 120 days of tick data.

Ok so Kinetick ia $50/month for data which is too much for me, I just need old data to backtest, I can get free live data through my broker. Looking to do a backtest on at least 18months of data on a 10minute time frame of the Dow Mini. So far all I can get back is 4months. Is there any solution to this? How about the External Data feed, what is the deal with that. Can I import futures data from yahoo eSignal
Google Finance
IQFeed from Telvent DTN
TradeStation
or any other free source just so I can do the backtesting Im looking to do?

[NinjaTrader_Matthew]

Hello,

Yahoo, and Google only provide daily data.

You can use eSignal or Telvent DTN or TradeStation, however I think you will find Kinetick is very competitively priced vs these providers.

You may want to consider purchasing the data in a text format and importing this into NinjaTrader. We do not have any vendors we recommend, however there should be plenty of resources online to find the data you're looking for.

Once you have obtained this data it can be imported into NinjaTrader using the Historical Data Manager. Please see our Help Guide article on Importing Data for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm