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Missing bars in backtesting

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    Missing bars in backtesting

    Hi, I try to backtest my strategy of S&P 500, with type = minute value = 60, for dates 01.04.2014 till 20.06.2014

    But the Chart I get in the strategy tester is missing all the bars between 16.4.2014 and up to 19.05.2014. I work in a demo account (through fxcm.)

    How can I get the full bars for any dates intervals for my testings?
    Thanks in advance.
    Arnon.

    #2
    Hi Arnon, which exact NT symbol do you test your strategy with? The index, future or CFD one?

    Comment


      #3
      when I click the Instrument editor, I get:
      Master instrument: SPX500
      Session template: CFD US
      Description: S&P 500 Index CFD

      Comment


        #4
        Thanks, that's the correct CFD symbol to use with FXCM.

        Would suggest to open up a 60 min chart with your SPX500 for the timeframe and trigger a manual reload of historical data via a right click on the chart.

        Then please try the backtest again and see if the data would still be missing.

        Comment


          #5
          I opened a 'regular' new chart (File->New->Chart...) of 60 min for this time and more, and this period interval is also missing in this chart.
          also, some bars has time of x:30, and some of x:00, I will appreciate to know why.

          Comment


            #6
            Right, but what would be important is the reload of the data - did you trigger that step or not?

            The sessions you use start on Sunday 10PM and on weekdays 8:30PM - since you get a daily reset it would have an effect on timestamps for sure.

            To just see all data on even timestamps, try running with the Default 24 / 7 template instead.

            Thanks

            Comment


              #7
              when using 24/7 time stamps is always x:00. thanks.
              About the data reloading, right-click on the chart 'reload all historical data'
              is gray for me, or you ment something else. thnks.

              Comment


                #8
                Correct, I meant exactly that. Which server are you connecting to in your FXCM account connection?

                Comment


                  #9
                  Can you tell me please Where can I see that?

                  Comment


                    #10
                    You would have defined that as you setup your FXCM account connection under Tools > Account Connection.

                    Comment


                      #11
                      I solve the problem, The connection was not on... so the data reolad was not possible... Thanks.
                      But I still have an unresolved thing: I want to see in the 'regular chart' a period
                      of 5 or 10 years back with daly bars. When i use the 'reolad all historical data' still can not get more than less than one year.
                      How can I have that? and another question, Can I see the number of bars I have
                      in a chart specaily in the tester period?

                      Comment


                        #12
                        Thanks for letting us know, I suspect you're now using the NinjaTrader Data servers in your setup. Those would have about a year of data recorded on them, if you switch to the FXCM ones > you should be able to get farther back in historical for your daily bars. Once you have the data locally stored in your NT database, I would though suggest to switch back to the NinjaTrader Data servers since we would expect a higher performance here.

                        Comment


                          #13
                          ok, I did that and that's fine, but for monthly period I can not get months before 2008, though I have an MT4 with same fxcm there I get time far to 1993.
                          I try to 'reload again all histrorical data' but 08/2008 is the most far I get.
                          How I can I see this in my chart?
                          And I would much appreciate an answer to my question before, of how Can I see the number of bars I have
                          in a chart and specaily in the tester period? (I mean not through code, is there any data on it?) Thanks

                          Comment


                            #14
                            Hi Arnon, I will check into the differences with FXCM and get back to you on that. Yes that data you have you could as well access in your strategy backtesting, either from the chart directly or from the dedicated Strategy Analyzer window.

                            Comment


                              #15
                              Thanks, and about the number of bars in a chart, Is it possible to see it without code?

                              Comment

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