unexpected strategy backtest results

[ionaz]

Dear Ninjas

I can't understand why my strategy backtest returns no results at all just because I change the list of instruments in the code.

If I run it on the 1st list (please see code attached) - I get the trades, but for some reason starting not from 2007 (please see settings attached) as requested, but only from 2013.

Then when I try to run on the 2nd list-NASDAQ100 (swich off the 1st one) - I see no trades at all after backtest ends, can you please explain?

What I did trying to fix (didn't help)

• connected to Kinetick EOD
• historical data manager/download/selected2007-2014, interval=day, data types=last

Please explain:

1. why i don't get trades when trying to backtest the 2nd list?
2. when I do see trades (list 1) why i only see trades starting from 2013?

Thanks
Jonas

[NinjaTrader_Bertrand]

Jonas, if you run the tests would any errors be thrown in NT's Control Center Log tab? Like missing instrument definitions perhaps?

Which main instrument do you run the backtest from in the SA?

For the result ranges you saw, you would need to keep in mind that the OnBarUpdate processing would only start if the all instruments have passed their MinBarsRequired amount, so if you have a rather new symbol (with less history) for example with less data then it could define how much backtesting range you see (as it would also need to pass the MinBarsRequired).

[ionaz]

Hello Bertrand

Indeed I identified some wrong symbols via Log tab, thank you, then it went OK. I have a few more queries just so I feel smarter in future backtesting.

1. When it comes to checking how much historical data there is, what is the best way to find out what's available for say 200 stocks I've shortlisted and have an excel list of symbols? currently I was adding instruments one by one and compiling after each addition just to find out which have shorter history and causing an issue. Pretty sure there should be some method for batch discovery? no?

2. OnBarUpdate processing would only start if the all instruments have passed their MinBarsRequired amount

   are there exceptions to this rule? i don't see why instruments cannot be processed with whatever historical data they have?

3. Which main instrument do you run the backtest from in the SA?

   Not quite sure I understood, did you mean which instrument I click to begin the backtest?

[NinjaTrader_Bertrand]

ionaz, there would unfortunately not be a 'batch checking' available to find those scenarios.

No exceptions to the OBU multi series processing, would be different if you worked single series (per each symbol for example) of course.

Correct, I meant from which symbol you actually then trigger the backtest of your script. But you can disregard since you already could proceed by making sure all Add()ed symbols exist now.