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Tick Backtest skips ticks

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    Tick Backtest skips ticks

    Setup:
    - I am running the latest version of Ninja Trader 8.
    - I imported tick data which consists of ticks when a price moved X steps.
    Note: The tick data sometimes has no tick data on a certain day as price didn't move.
    - I can see all imported data and it seems to be correct in the Historical Data.

    Problems occur when:
    I do a backtest with a simple strategy with these settings:

    Price based on: Last
    Type: Tick
    Value: 1

    In the onBarUpdate of the strategy I print the Time[0]. However, it seems to skip certain ticks when the previous day didn't contain any ticks. It seems to then skips X amount of ticks until at some point it continues to call onBarUpdate again for future ticks.

    What could be going on ?

    Edit: I think I just found the issue. Setting Trading hours to 24/7 fixed the problem. Not totally sure why the default "Forex" setting for EURUSD had the above behavior?
    Last edited by connex; 07-05-2017, 03:06 AM.

    #2
    Hello connex,

    What day and what time exactly did this behavior occur and in what time zone are you located?

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

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