Empty backtesting results due to historical state

[jiminssy]

My strategy checks this in OnBarUpdate()

if (State == State.Realtime && BarsInProgress == 0)

It seems when I do back testing using the strategy analyzer, it never goes inside this if statement to actually run any of my strategy's logic. What do I have to do in order to back-test properly?

[bltdavid]

My strategy checks this in OnBarUpdate()

if (State == State.Realtime && BarsInProgress == 0)

It seems when I do back testing using the strategy analyzer, it never goes inside this if statement to actually run any of my strategy's logic. What do I have to do in order to back-test properly?

Documentation for 'State.Realtime' says 'Begins to process realtime data.'

During backtesting, you never process realtime data, only historical data.

When backtesting, try using 'State == State.Historical'.

When running live, use something like 'State == State.Realtime' or 'State != State.Historical'.

[NinjaTrader_AlanP]

Hello,

Thank you for your note.

Bltdavid is correct. Since a backtesting uses historical data rather than real time data, the code inside (State ==State.Realtime && BarsInProgress ==0) will not be processed during backtesting. I’d suggest making another State.Historical section before State.Realtime section so that you can backtest.

Something like this,

if (State == State.Historical && BarsInProgress == 0)
{
// your code here
}
if (State == State.Realtime && BarsInProgress == 0)
{
// your code here
}

I’ve provided a link to our helpguide on OnStateChange:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?onstatechange.htm

Please let us know if you need further assistance.