Backtest & Optimization does not see new data

[timmbbo]

Folks, hi there,

My Backtest is apparently unable to see the new historical data I loaded. In one screenshot, I'm running my strategy, Gold1, against ES data that I loaded some months ago. It works as expected. Then, when I run that same strategy against the YM, it does nothing. To make sure it's not my strategy, I run the SampleCrossingMoveOver strategy against YM too, which also does nothing. As you can see, the data is there. Your thoughts? Thanks

[NinjaTrader_Manfred]

Hello timmbbo,

Thank you very much for your post.

The Strategy Backtest uses historical data. However, it seems the data downloaded is Market Replay data.

Market Replay data is a NinjaTrader-supplied, pre-packaged set of Level 2 data for each day. However, the backtest requires historical data instead.

Historical data is supplied by a live brokerage/data feed provider and would be the same data that fills a chart's historical bars when it loads.

To download this data, please click on Tools > Historical Data > Load, then connect to your data feed provider or brokerage and download the requested timeframe of data:



If you have opened a chart for this instrument, you likely already downloaded historical data for it. Downloading it through this interface, however, lets you specifically select what type of data and what intervals you wish to request (e.g. if your strategy requires ask or bid prices).

Please note; Especially when requesting historical tick-data, some providers limit the available historical tick data during live market hours. If you notice the data you downloaded does not suffice, I would suggest retrying the download after the market closes.

For further information, please also take a look at your HelpGuide below:

https://ninjatrader.com/support/helpGuides/nt8/?backtest_a_strategy.htm

Last but not least, don't hesitate to let me know, should you have any further questions!