Not Able to Backtest more than a Year

[Vikuno1]

Hello!

I have built an unmanaged strategy that is being used on Renko. I already need a secondary data series to run in the background so I cannot use High Historical Order Fill Processing for accurate results. To combat this I have changed the orders to be submitted on my secondary data series (1 Second) so that the orders will fill accurately in the backtest.

When I backtest on less than a year it works flawlessly but as soon as I increase it the backtest will return empty. There are no errors or Logs that show up so I do not know the issue. I have NinjaTrader Continuum Data. Let me know if I am missing something or need to make a mock strategy to send over.

Thanks so much for your help!

[NinjaTrader_BrandonH]

Hello Vikuno1,

Thanks for your post.

Renko and Second bars are built using Tick data and only up to 1 year of historical Tick data is available from the NinjaTrader servers.

How bars are built: https://ninjatrader.com/support/help..._are_built.htm

If you want to backtest using historical Tick data further than 1 year back, you would need to research a third-party data provider who offers the amount of historical Tick data you want to backtest over.

Importing Historical Data: https://ninjatrader.com/support/help.../importing.htm

Further, note the following from the help guide documentation linked below:

"Standard Renko bars can be challenging for backtesting as the barstypes use functionality to remove the last bar in the data series and replace the bar with a new Open price.This is done with reversals and cannot be simulated historically, because the bars are already built. Testing may be done with the Playback Connection to fully simulate standard Renko bars with accurate reversals and order fills."

https://ninjatrader.com/support/help...ime_vs_bac.htm

[Vikuno1]

Thank you for your help @NinjaTrader_BrandonH

Are there any 3rd Party Data Providers you guys recommend?

[NinjaTrader_BrandonH]

Hello Vikuno1,

Thanks for your notes.

We do not have a specific third-party data provider recommended. You would need to research possible third-party data providers that provide the specific data that you are looking for.

You may also browse the NinjaTrader Ecosystem for a possible solution.

Ecosystem: https://ninjatraderecosystem.com/search-results/?

This forum thread will also be open for other community members to share their insights on third-party providers they suggest.

The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[timmbbo]

Vikuno1,

I use the Intentional Trader (https://www.theintentionaltrader.com/#). You can buy a subscription for $12 month to get back data for NT replay.