backtesting

[Alesiosc]

hello. i want to do a backtest on NQ, for 3 years back, using NT8 and Strategy Analyzer. can i straight use the most recent NQ contract - NQ 6-23 - for all 3 years or would i need to use the the actual contract for the relative 3 month periods.

thanks.

[QuantKey_Bruce]

If your default merge policy is not Do Not Merge (check Tools -> Options, Market Data section) then yes, you can use NQ 06-23 and it will merge them together to build a chart that far back. If you try it on a chart, you will see what Strategy Analyzer will do.

[Alesiosc]

thank you very much for the quick response.

[NinjaTrader_RyanS]

Hello,

Below is further information on the different merge policies in NinjaTrader for reference:

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm

[Alesiosc]

Thank you Ryan

[Alesiosc]

so ideally i want 10 years of backtesting history on one particular strategy. i have tried 1, 2, 3, 5, 10 years but once i increase the dates to cover more than one year the results are exactly the same. it seems the backtesting only goes back one year and an increase of even a month has the same results. is NT8 only capable of 1 years backtesting or am i doing something wrong please anyone....

[NinjaTrader_RyanS]

Hello,

If requiring tick data we only have a year of historical data to access on our servers. Minute/daily data should go back to 2009 for most instruments however.

[QuantKey_Bruce]

You probably only have 1 year of historical data from your provider. Have you tried looking on a chart to see how much data you have?

[Alesiosc]

no Ryan. its minute data im using. im using 5000 volume candles if that means anything.

Bruce. i didnt think id need anything to do with a chart for backtesting using the Strategy Analyzer. nonetheless, i just loaded 4 years (1460 days) of data into a new chart and ran the backtest but still got the same results as 1 year....

[NinjaTrader_RyanS]

Hello,

Volume candles use tick data to build so this would be expected. Only data series using minute or daily data types would provide more data in this scenario.

[Alesiosc]

@Ryan. that makes sense now. is there a way to increase or get 10 years of tick data then?

[NinjaTrader_RyanS]

This is all of the data available on our servers, if you were looking to access more data you would need to acquire it from a third party and import it to the platform. Below is a link to our help guide with further information for reference:

https://ninjatrader.com/support/helpGuides/nt8/importing.htm