Backtesting problems

[U0000999]

Hello, guys!

I have bug, when I run or backtest my strategy. It depends on a contract, on crude oil It usually happens at the beginning of the month (from 1 to 4 of december for instance)., mini Nasdaq at the middle of the month, It shows extreme loss or extreme profit. And it harms my trading.. Could this happen because of expiration of contract or continuation backtesting or something like this?

Regards.

[NinjaTrader_ChrisL]

Hi U0000999, thanks for your post.

This depends on the Merge Policy you have set in NinjaTrader. If the Merge Policy is set to one of the others,MergeNonBackAdjusted or DoNotMerge you can get gaps or very large bars between contracts.

If it is the default "MergeNonBackAdjusted", try clearing your cache data and request new historical data from your data provider:

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

Please let me know if this does not resolve your inquiry.

[U0000999]

Thanks, It helped.

Always say: great and quick support!!!