OnBarUpdate is not fired in Multi Instrument Backtest.

[vhanded]

Hi Patrick,

I don't quite get you. Isn't the continuous contract always plotting the front month? For now, it is plotting CL 05-15.

[NinjaTrader_PatrickH]

Hello vhanded,

Thank you for your response.

Correct, the continuous will generally be the current front month or the most active contract as determined by the data provider. What I wanted to check here is if any contract past what is being used as the current can cause this. However, as you have tested for just the year of 16 contracts and found the prints to be displayed we will need to continue to investigate this further.

I will follow up with you when I have further details.

[vhanded]

Just to provide more scenario. If I set the testing period from 1/1/2009 - 19/3/2015, and add CL 03-09 until CL 12-15, "Hello World" will not be printed too.

Hope you found something.

Thanks.

[vhanded]

Hi Patrick,

Any update on this issue?

[NinjaTrader_PatrickH]

Hello vhanded,

No word on this matter at this time.

[NinjaTrader_PatrickH]

Hello vhanded,

Hi Patrick,

Any update on this issue?

This matter is being reviewed by our leads and development team.

[NinjaTrader_PatrickH]

Hello vhanded,

Thank you for your patience.

This will be resolved in the next major release of NinjaTrader.

[vhanded]

Thanks for your reply. Major release, means NinjaTrader 8? Any estimated date?

[NinjaTrader_Brandon]

Hello vhanded,

Thanks for your reply.

Correct, NinjaTrader 8.

There is no release date available for NinjaTrader 8. The beta will start being released in waves later this month.

[vhanded]

Hi Brandon, how do I enroll in beta?

[NinjaTrader_PatrickH]

Hello vhanded,

Send us a note to platformsupport[at]ninjatrader[dot]com with your name and e-mail address and request to be added to the Beta list.

[wuileng]

Hi,

I'm also having a similar problem. In my case, I'm trying to run a stock rotation strategy with hundreds of symbols and daily bars. Of course, over these hundreds of symbols, not all of them have data going back the same amount (due to spin-offs and recent IPOs for example).

As such, I am unable to perform any backtesting without manually looking up and removing stocks on an individual basis (which is not feasible on such a large universe of stocks).

Through coding, I am able to avoid "index out of bounds" errors by using CurrentBars[i]. However, if NT won't start calling OnBarUpdate() until all the series have been populated (even with BarsRequired = 0), there's not much I can do.

So is there no workaround for this problem, and if not, can you confirm that a fix will be available in NT8?

Thanks

[NinjaTrader_PatrickH]

Hello wuileng,

Thank you for your post.

NinjaTrader 8 will feature improved performance. However, keep in mind that large sets of instruments may not be supported from your data provider as some will have limitations on the number of instruments that can be requested at once.

Who do you connect to for data?
How many instruments do you request?

[wuileng]

Thanks, for the reply.

I'm aware of those limitations. For live trading purposes I would likely limit the strategy to 300-500 instruments and will use my Barchart connection for it (up to 500 simultaneous symbols). There is also no problem with live trading, as I can pull the current S&P 500 and all symbols will be current and populated (thus not encountering said problem).

What I find disappointing though, is the inability to backtest any portfolio strategy without manually looking up when each data series starts and removing those which are "limiting" the backtest.

If there is no workaround, is there at least a way for me to throw all the symbols in and have it somehow list the ones which are "limiting" the backtest? This would solve the problem as I could put that list into Excel and sort, or at least, it would save me the time having to look up each data series in Historical Data Manager to check the start dates.

[NinjaTrader_PatrickH]

Hello wuileng,

Thank you for your response.

You can disconnect from your data feed provider and run the test. Any indicators being called that draw or plot, and any logging and printing in your strategy will all cause performance issues.