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Strategy Analyzer and What Data to Use
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Hello Danilod,
Yes, if you have downloaded the historical data on your home PC needed for the backtest, you can backtest with the Strategy Analyzer when disconnected.
If you do not have the data, you will need to connect to a data provider to request and download it to be able to backtest that data.
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Originally posted by NinjaTrader_Jim View PostHello Danilod,
You can either disconnect from the brokerage account on the first PC to connect on the second PC, or you could consider connecting to another account/data provider.
Connecting to a demo account would work for a short period of time if you have not used your allotted demo's. CQG provides demo accounts when registering from the link below and those demo accounts are limited to one 2 week demo per user per year.
https://ninjatrader.com/FreeLiveData
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Hello Danilod,
You can either disconnect from the brokerage account on the first PC to connect on the second PC, or you could consider connecting to another account/data provider.
Connecting to a demo account would work for a short period of time if you have not used your allotted demo's. CQG provides demo accounts when registering from the link below and those demo accounts are limited to one 2 week demo per user per year.
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Originally posted by NinjaTrader_Jim View PostHello Danilod,
You will need to connect to a connection that offers historical data. This could be when connected to your brokerage account, or to a dedicated market data provider service, like Kinetick. Please note that most often you cannot connect to a brokerage account from multiple locations.
Market Data Provider options - https://ninjatrader.com/Choice
Data By Provider - https://ninjatrader.com/support/help...y_provider.htm
thanks
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Hello Danilod,
You will need to connect to a connection that offers historical data. This could be when connected to your brokerage account, or to a dedicated market data provider service, like Kinetick. Please note that most often you cannot connect to a brokerage account from multiple locations.
Market Data Provider options - https://ninjatrader.com/Choice
Data By Provider - https://ninjatrader.com/support/help...y_provider.htm
As for the strategy issue, you can think of a strategy as a mathematical function. When the input data changes, the results will change. The strategy can reach different parts of logic under certain conditions, and the input data can change where the strategy reaches certain parts of code and hits the error.
A print message would be to output a string to the NinjaScript Output Window. For this kind of error, you want to find the line of code that throws the error when you set up the strategy with the settings that hit the error. You would then place meaningful prints (I.E. unique names, line numbers) throughout the code so you know which specific print is seen and what line of code the strategy reaches when the error is reached. Once the line of code that throws the error is found, you will want to see what is being indexed (between [] brackets) which would be out of range.
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And one more question. Once I enter the sim license you gave me. What connection should I activate in order to see intraday historic data (no need for real time data).
Thanks
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Jim,
The simulation license works great for me thanks for that. As for the error I am getting. The strange thing is that the error appears if I enter in the Strategy Analyzer as a start date:
01/01/2021
02/01/2021
03/01/2021
but the error disappears if i use as a start date:
04/01/2021
In all cases why end date is 9/16/2021.
I am currently connected to the sim license you've provided.
I'm not sure where in the code to put the print() and what parameters to include on them to debug this kind of errors. Could you give me an example?
Thanks again.
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Hello Danilod,
You can use the Sim license key on your home PC as you just want to use it for backtesting and practice trading. This would only limit you from using the Order Flow + tools on your home PC when your VPS is active. License keys are entered in the Control Center under Help > License Key. The Sim license key is included below.
@SIM-A82F-D583-40B1-AE74-B79F-705D-1952
As for index out of range errors, these can either be a case where toy are referencing X BarsAgo before the strategy has processed that many bars (use a CurrentBar check) or it would involve accessing an element that does not exist in an array. I.E. referencing element 6 in an array that only holds 5 elements.
I suggest using prints to identify where the line in question is that is throwing the error. IF you are unsure how that line is causing that error, please copy that line here for our insight.
Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm
Making sure there are enough bars in the data series you are accessing - https://ninjatrader.com/support/help...nough_bars.htm
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Thanks Jim. So if I want to run automatic strategies in a vps using my lifetime license and I would like at the same time to optimize those strategies using my local computer, how can I do it? Is there any other away apart from the obvious: buying a second lifetime license? I am currently analyzing 8 months of data in my local computer and I am getting this error: "" 'You are accessing an index with a value that is invalid out-of-range'
. Thanks.
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Hello Danilod,
Kinetick End of Day Free does not include intraday data and only provides historical daily data. Regular Kinetick connections offer daily, minute, and tick data that is bid/ask stamped (compatible with Order Flow + tools)
For more information on what data is needed to build bars please see below:
For a breakdown of supported data providers and the data they offer, please see below.
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May I ask a related question? I am running automated strategies 24/7 on a vps using my Lifetime License with my Continuum connection and performing backtests with strategy analyzer on my local computer using the "Kinetic End of Day" Connection. Is this a good choice? Could I get any distortion in the data I use? Am I receiving all intraday data with the "Kinetic End of Day" connection? My strategies are all intraday. Thanks
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Hello reynoldsn,
Thanks for your post.
The Strategy Analyzer requires historical data and does not use Market Replay data. We do not recommend using the Strategy Analyzer when connected to the Playback Connection as the Playback Connection will adjust the data that can be requested by the Strategy Analyzer and the backtest performed will not reflect the settings used for the backtest.
If you are connected to your data provider, historical data will be requested for your backtest in the Strategy Analyzer if the data is not already available.
Let us know if there is anything else we can do to help.
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Strategy Analyzer and What Data to Use
Can someone please clarify - is historical data required to be downloaded to be used with the Strategy Analyzer or will it use market replay data?
I have been downloading market replay data to be used with at playback connection and, of course, that is working for me. But when I try to run the same date and strategy in Strategy Analyzer, nothing plots on the Analyzer's chart.
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