Strategy Analyzer Issue

[ScottWalsh]

Hi,

I am having issues with the strategy analyzer not testing all dates in the range selected even though the historical data is downloaded.

Thank you!

[NinjaTrader_Gaby]

Hello ScottWalsh,

Thank you for your post.

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
• Do you see similar results when running the same test on the SampleMACrossOver strategy in NinjaTrader with the same settings as your strategy?
• Who are you connected to? This is displayed in green in the lower-left corner of the Control Center window.
• Are you connected to your data feed provider when running this test?
• If you open a chart for the same instrument(s) and the same date range, then right-click the chart and select 'Reload all historical data' is the historical data showing on the chart?
• Is your strategy a multi-instrument or multi-time frame strategy?
• Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
• Can you confirm that the historical data was downloaded and exists on your platform? (Control Center > Tools > Historical Data > (Edit tab) > Historical, is there minute data available to drive the entire backtest for this instrument?)

I look forward to your response.

[ScottWalsh]

Hi Gaby!

1. The version of NT is 8.1.2.1 64-bit.
2. When I use the SampleMACrossover all dates in the range (January 1 - current) are tested but when I use my strategy it stops at January 15th, 2024.
3. I am connected to APEX.
4. I am connected yes.
5. Yes the historical data shows.
6. My strategy is only one timeframe.
7. I do not receive an error on screen.
8. Historical data has been confirmed.

Thank you!

[ScottWalsh]

Here is the MACrossover ran the exact same as the SS above.

[NinjaTrader_Gaby]

Hello ScottWalsh,

Thank you for your response.

First, I recommend updating to the latest version of NinjaTrader at account[DOT]ninjatrader[DOT]com/download.

If the strategy is getting data and a backtest is run with no errors in the Log tab of the Control Center, and the Sample MA Crossover is returning results, then would likely indicate the logic conditions in the custom strategy did not evaluate as true or orders are being ignored or cancelled.

In order to better understand how the code is working, it will be necessary to use Print to see how the conditions are evaluating and enable TraceOrders to see if orders are being submitted, ignored, rejected, or cancelled.

Below is a link to a forum post that demonstrates using prints to understand behavior and includes a link to a video recorded using the Strategy Builder to add prints.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators.

Let me know if you need any assistance creating a print or enabling TraceOrders.

Save the output from the output window to a text file and provide this with your reply.

I'll be happy to assist with analyzing the output.

[ScottWalsh]

Hi,

I have multiple people using the same exact strategy file as me but are not having this issue, could I be doing something incorrectly? I am downloading all data from the server ie.... tick, minute, day based on ask, bid and last and I am still encountering this problem. I have updated my NT to the newest version as well.

[ScottWalsh]

When I do the same on my vps the full data set works for a backtest but not an optimization.

[NinjaTrader_Gaby]

Hello ScottWalsh,

As mentioned, if the strategy is getting data and a backtest is run with no errors in the Log tab of the Control Center, and the Sample MA Crossover is returning results, then this would indicate the logic conditions in the custom strategy did not evaluate as true or orders are being ignored or cancelled.

The only way to diagnose the strategy's behavior is debugging using prints and TraceOrders. If this is a third party strategy, please reach out to the developer of the script for assistance.