Backtest of strategy generates no trades

[Jamie K]

Hi, I am new to ninjatrader and have ported a few strategies to ninjascript, however none of them generate any trades using the strategy analyzer, while the default strategies generate trades normally. This is the source code for one of the strategies that generates on trades:

namespace NinjaTrader.NinjaScript.Strategies
{
public class Breakout : Strategy
{
protected override void OnBarUpdate()
{
double min = MIN(Low, 7)[1];
double high = MAX(High, 7)[1];
double sma = SMA(200)[0];
double close = Close[0];
if (close < min && close > sma)
EnterLong();
else if (Close[1] > high)
EnterShort();

}
}
}

[NinjaTrader_Gaby]

Hello Jamie K,

Thank you for your post.

To get a better understanding of why nothing happens when you test in the Strategy Analyzer, 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.
• 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?
• If you open a chart for the same instrument(s) and the same date range, then right-click the chart and select 'Reload all historical data' is the historical data showing on the chart?
• Is your strategy a multi-instrument or multi-time frame strategy?
• 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?

I look forward to your response.

[Jamie K]

Hello Jamie K,

Thank you for your post.

To get a better understanding of why nothing happens when you test in the Strategy Analyzer, 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.
• 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?
• If you open a chart for the same instrument(s) and the same date range, then right-click the chart and select 'Reload all historical data' is the historical data showing on the chart?
• Is your strategy a multi-instrument or multi-time frame strategy?
• 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?

I look forward to your response.

1. Version 8.1.2.1 64-bit
2. No, I don't see similar results for SampleMaCrossOver when backtesting, SampleMaCrossOver generates 132trades while my strategy generates 0 trades
3. I am connected to simulation
4. I am connected to simulation when running the backtest
5. I selected $SP500, Day
6. From 2010-01-01 to 2024-07-02
7. If I select $SP500, Day, and select "reload all historical data", the data is showing on chart
8. My strategy is not multi-instrument and not multi-time frame, please read the source code if you haven't
9. When backtesting, I received the below error in the log tab of the control center,

2024-07-03 9:34:20 AM	Default	Strategy 'CriticalTradingBreakout': Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

[NinjaTrader_Gaby]

Hello,

Thank you for your response.

Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart

This message is indicating the specific index requested from a collection does not exist. Indexes must be a non-negative number and less than the size of the collection. The error may be indicating the index requested is larger than the number of elements in the collection.

// require BarsInProgress 0 to have 3 bars processed, require BarsInProgress 1 to have 4 bars processed
if (CurrentBars[0] < 3 || CurrentBars[1] < 4)
return;

Print(Times[0][3]); // this does not cause an error as CurrentBars[0] is equal to or greater than 3

Print(Times[1][4]); // this does not cause an error as CurrentBars[1] is equal to or greater than 4

Print(Times[0][5]); // this line of code will cause an invalid index error. When CurrentBars[0] is 4 there is no bar 5 bars ago

In the case of barsAgo values with Series, any barsAgo index must be less than CurrentBar (the total number of bars is the size of a Series collection).

The help guide discusses ‘Make sure you have enough bars in the data series you are accessing’ .
NinjaScript > Educational Resources > Tips > Make sure you have enough bars in the data series you are accessing


Try adding a CurrentBar check to the top of OnBarUpdate() to ensure you have enough bars before trying to access any data.

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

[Jamie K]

Hello Jamie K,

Thank you for your post.

To get a better understanding of why nothing happens when you test in the Strategy Analyzer, 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.
• 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?
• If you open a chart for the same instrument(s) and the same date range, then right-click the chart and select 'Reload all historical data' is the historical data showing on the chart?
• Is your strategy a multi-instrument or multi-time frame strategy?
• 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?

I look forward to your response.

Thanks for pointing me to the log where I can see the errors, I am able to fix my strategies