Backtesting Strategy

[Robertp75]

Dear all,

I have let run a backtest on a strategy which I developed. I m just wondering why the last date of the backtest is the 29th of December 2010 even if I set up the december contract 2012 (ES 12-12) see attachments? Why the back tested data is not reaching dates in Novmber 2012?

Many thanks.

Cheers!

Rob

[NinjaTrader_Bertrand]

Hi Rob, sorry for our delayed reply - looks like there were issues downloaded the needed historical data from the data servers unfortunately in your setup. If you open a ES 12-12 chart now and reload the data, would the same error messages be triggered?

If not and the charts looks free of any gaps, please retest your strategy then and let us know.

[Robertp75]

Hi Rob, sorry for our delayed reply - looks like there were issues downloaded the needed historical data from the data servers unfortunately in your setup. If you open a ES 12-12 chart now and reload the data, would the same error messages be triggered?

If not and the charts looks free of any gaps, please retest your strategy then and let us know.

Hi NinjaTrader_Betrand,

please don't apologize for being delayed! It's allways a pleasure to receive a respond from you guys. In comparison to my current empolyer where I am employed I didn't receive and answer for an issue for more than a half an year! So guys did alyways an amazing job! Please let me check your advise and I will revert as soon as possible.

Best,

Cheers!

Rob

[Robertp75]

Just receiving backtested data until end of December 2010

Hi Rob, sorry for our delayed reply - looks like there were issues downloaded the needed historical data from the data servers unfortunately in your setup. If you open a ES 12-12 chart now and reload the data, would the same error messages be triggered?

If not and the charts looks free of any gaps, please retest your strategy then and let us know.

Dear NinjaTrader_Bertrand,

I receive an ES 12-12 chart without any gaps or errors but if I run the backtest of my strategy the last trade will be on the 29th December 2010 even if the ES 12-12 is set up. Honestly I am really confused about that fact that the backtested data stopped at the end of December as described at the threads before. Enclosed I attached my log results. But I assume that wouldn't be helpful?

Any other ideas how to solve this issue?

Many thanks.

Cheers.

Rob

[NinjaTrader_Bertrand]

Thanks Rob, is there any custom time / date filter logic in the script included that could prevent any trades from triggering after this period?

If you backtest our SampleMACrossOver, would you see the same outcome on your setup then?

Thanks,

[Robertp75]

Thanks Rob, is there any custom time / date filter logic in the script included that could prevent any trades from triggering after this period?

If you backtest our SampleMACrossOver, would you see the same outcome on your setup then?

Thanks,

Hi NinjaTrader_Bertrand,

I tried to backtest the SampleMACrossOver as well as my own developed strategy in the interval of 1th January 2011. In both cases I received a message (see attachment).
It seem like the data server from the 1th of January 2011 until now isn't available but I don't what the reason is for. Is there a way to fix this issue?

Thanks.

Cheers.

Rob

[NinjaTrader_Bertrand]

Rob, according to our testing the data is available normally - please exit NT7, restart your system and then retry if the data connection would then be able to access the needed historical data for your setup.

[Robertp75]

Another Backtest - Results

Hi Rob, sorry for our delayed reply - looks like there were issues downloaded the needed historical data from the data servers unfortunately in your setup. If you open a ES 12-12 chart now and reload the data, would the same error messages be triggered?

If not and the charts looks free of any gaps, please retest your strategy then and let us know.

Hi NinjaTrader_Bertrand,

I backtested another strategy in order to obtain results which I can compare with the backtested results before. Enclosed you will find attachments of the equity curve and the Performance Report. As you can see there are completely moronic results. I wonder whether this is an issue because of a lack of bars at the historical data or is this caused by the code of my strategy?

Many thanks.

Cheers.

Rob

[NinjaTrader_Bertrand]

Hi Rob, could unfortunately not conclusively tell from the reports, have you checked the chart tab / individual trades to see if they would follow your logic provided? Approx 180 trades per day is certainly on the more extreme side, especially without any commission factored in. How does the default SampleMA contrast on this dataset?