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Backtest - Dates not showing accuracy??

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    Backtest - Dates not showing accuracy??

    Hello,

    I'm trying to run a backtest for my strategy using the strategy analyzer / optimization / walk forward optimization.

    I have market replay data for 4 years back all the way till yesterday.

    I am trying to run a backtest correctly starting from 01/01/2018 to say 05/01/2019 for the S&P Emini (ES) contract.

    In the strategy window, when I select the Instrument (ES 06-19) and the start time frame: 01/01/2018 and end time frame 05/01/2019
    I only get results back for end of February till end of March. What is correct way to get it done for entire time i'm interested in?

    I'm assuming i shouldn't be connected to "Playback connection" Should i be connected to "Kinetick End of Day free"?

    My Live account is for IB, but i don't think IB let's me throttle the historical data that far back.

    Please let me know how to correctly do this.

    #2
    Hello priceisking,

    Thanks for your post.

    The strategy analyzer requires that you have the historical data needed to support the instrument and bar type being tested over the test period. If the historical data exists on your PC it will use that and if not all of the data needed is on your PC the strategy analyzer would need a connection to your historical data provider to automatically download the historical data needed for the analysis.

    To clarify, market replay data is a special file format that is needed for the playback connection, to play back historical data that contains all of the data to simulate a live environment. The playback data cannot be used in the Strategy Analyzer.

    If your strategy is based on daily bars or higher, then yes you can connect to Kinetick end of day free connection.

    If your strategy is based on intraday data then the Kinetick end of Day free connection would not provide the data needed. Depending on your bar type, your IB connection may or may not provide the data required. Here is a link to our Help guide that identifies what historical data information is available by provider: https://ninjatrader.com/support/help...y_provider.htm

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