BackTesting

[Ikinaw]

Hi,

I am using the Strategy Analyser in Ninja 7 for the first time and nothing happened! that it returns no test data!
///
...
...
..

protected override void OnBarUpdate()
{
double value=MACD(12, 26, 9).Diff[0];
ThisMacd= value;
if (Position.Quantity ==0 && value<0 && OpenOrder == null)
{
OpenOrder=EnterLong(10,"O_MACDLong");
}
if (Position.Quantity !=0 && value>0 && OpenOrder == null && CloseOrder==null)
{
if (ThisMacd*LastMacd>0 && ThisMacd<LastMacd)
{
CloseOrder=ExitLong("C_MACDLong","O_MACDLong");
}
}
LastMacd=ThisMacd;

}

protected override void OnOrderUpdate(IOrder order)
{
if (OpenOrder != null && OpenOrder == order)
{

if (order.OrderState == OrderState.Filled)
OpenOrder = null;
}
if (CloseOrder != null && CloseOrder == order)
{

if (order.OrderState == OrderState.Filled)
CloseOrder = null;
}
}

Thanks.

[NinjaTrader_CodyB]

Hello,
I have tested this on my end and I do see trades submitted.
What data provider are you connected to?
What instrument and date range do you have selected?
If you backtest the SampleMACrossover do you see trades submitted?

[Ikinaw]

Thanks for your response!

I'm connected with NinjaTrader Continuum (Demo).
For test I use AAPL .Range :[2016-06-01 to 2016-06-17].
No trades submitted with SampleMACrossover for me!

[Ikinaw]

I use ZB 03-16 and it's work! I think it's a problem of data!

[NinjaTrader_CodyB]

Hello,
NinjaTrader Continuum does not provide data for stocks, only Futures and Index data. To backtest on stocks you will need to connect to a data provider that offers this data.
I have provided a link below to our Help Guide that goes over understanding the data provided by various connectivity providers.

http://www.ninjatrader.com/support/h...rical_data.htm

[Ikinaw]

Thanks for your response!