Backtest: multi months no order executed

[philmg]

Hi,
I have developed a strat with Strategy Builder. When I backtest it on NQ I am getting long stretches, where NT doesn't seem to have the data. The chart is partially empty, resulting in the backtest not being complete. Is this due to using a trial account? Also the data goes back only to 2019, is this a limitation in the trial?

[NinjaTrader_Emily]

Hello philmg,

Thank you for your post.

So I may assist you more accurately, please answer all of the following questions:

• 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.
  • You mentioned it is a trial account, correct? Are you referring to a NinjaTrader demo account or a different kind of trial?
• Are you connected to your data feed provider when running this test?
• What instrument(s) (and expiry if applicable) have you selected?
• What Data Series Type have you selected? Example: Tick, Minute, Day
• What From and To date is selected?
• 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?

Thanks in advance; I look forward to further investigating this item.

[philmg]

Hi,
sure

• Version 8.1.1.6 64-bit
• Yes, same phenomenon with the sample strat as you see here
• to My NinjaTrader connection with the DEMO account login credentials
• Yes, NT DEMO account
• No, just the My NinjaTrader connection
• NQ Dec23
• The strat reference two time frames, main data series is 16 range, secondary serious is 15 min
• 01/01/2019 - 12/03/2023
• No errors on the screen, but the following one error is in the log, but not for the sample strat

  12/7/2023 8:19:24 PM	Default	Strategy 'Scallop3/-1': An order has been ignored since the stop price ‘7648’ near the bar stamped ‘01/31/2019 21:45:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.

[NinjaTrader_Emily]

Hello philmg,

Thank you for your reply.

First, I see you are using an older version of NinjaTrader. To update to the latest version of NinjaTrader Desktop please follow the steps below.

• Login into the NinjaTrader Account Dashboard
• Click "Download" in the bottom left-hand corner of the sidebar
• Next select "Download" in the "Most Recent Release" Window in the main screen
• Once the installation had downloaded, ensure any previous version of NinjaTrader is closed before running the installation package.
  • Note: You may need to locate this in your "Downloads" folder in a Windows File Explorer

Next, Range bars are built based on tick data as the underlying data type. There is a limited amount of historical tick data available from the NinjaTrader servers - they only go back for 1 year's worth of tick data. This is likely part of the reason you are seeing these results since your test has a start date older than 1 year ago. You may view which tick data has been downloaded into your platform for NQ by going to Control Center > Tools > Historical Data. More information about historical data in the platform, including how you could import historical data from another source may be found in the following help guide section:

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

If you require historical tick data that goes back to 2019, you may be able to find third-party resources online that offer this data for purchase. Some of our users have gotten this kind of data from a third party in the required format and imported it into their platforms for testing.

Please let us know if we may be of further assistance.

[philmg]

Thanks, I checked the downloaded data. In deed, the tick data is missing where the backtest returns empty space. Ok, I will search for other data sources to import it.
Cheers!