Strategy Analyzer Backtest with Historical Data

[beejinator]

Hello,

I have two issues regarding the ability to run backtests for historical time periods in strategy analyzer.

1. A few weeks ago, I was able to run backtests in the strategy analyzer on MNQ and NQ, all the way back through the beginning of 2020. Now when I run it, and try to include a date range of 2020-2023, it only runs as far back as the beginning of 2022. What would have changed that stopped allowing me to run these backtests?
2. I would love to be able to run backtests as far back as 5-10 years ago, and I've tried downloading the historical data via Tools > Import > Historical Data, and have included tick/minute data on NQ all the way back through 2013. However, the strategy analyzer still won't backtest further than 2022.

Thank you

[NinjaTrader_ChelseaB]

Hello beejinator,

Are you only importing historical data from text file?

Do you have a connection to a brokerage or data feed?

What data is showing as available in the Tools -> Historical data window?

What is the merge policy set in Tools -> Options -> Market data -> Historical -> Global merge policy?

[beejinator]

Hi Chelsea,

• I wasn't importing from a file, I was just using the function within Ninjatrader that lets you specify a date range, intervals, the data type, and then clicking import.
• Yes, I have a connection to Ninjatrader Continuum. I have tried disabling the connection and running a backtest without being connected, and had the same issue without any differences. When I disable the connection and try to download tick data for earlier than 2022, it says to check with my data provider. When I am connected to Ninjatrader Continuum, and I try to download tick data, it runs for half a second and then stops - basically nothing happens.
• The data shows as available for all the periods I downloaded, but it only shows tick data through 2022. Is it possible that since my strategy uses a tick data series, the backtest won't run unless I have tick data downloaded?
• It shows "Merge back adjusted"

Is there some limit on the amount of tick data I'm able to download, and that's the rason for this? If so - how could I go about getting tick data for historical periods prior to 2022?

Thank you!

[NinjaTrader_ChelseaB]

Hello beejinator,

While there is no set amount of historical data, NinjaTrader Continuum will have 1 year of historical tick data for the most popular future instruments.

If you are specifically using tick data, you will likely need to import this from a 3rd party such as tickdata .com or cqgdatafactory.