Strategy Analyzer Can't Use All Data

[rbeckmann05]

Hello, I have tick data dating back to mid 2022. When I load tick based bars on a chart, it's able to load the data just fine. However when I try to use strategy analyzer, it does not work. Any ideas?

[NinjaTrader_ChelseaB]

Hello rbeckmann05,

To confirm you are using the Merge Back Adjusted Merge Policy, you have selected the Chart Display in the Strategy Analyzer and the data is not appearing on the chart?

[rbeckmann05]

Correct. After experimenting around I discovered it is only because of how the strategy is built. I'm not sure why, but it is only able to utilize the past year of data. The strategy analyzer does not work on this specific strategy on data before that. It does work for other strategies though. Any idea why this might be?

[NinjaTrader_ChelseaB]

Hello rbeckmann05,

Is the data appearing on the Chart display?

If so, the strategy has access to the same data that is appearing on the Chart display.

The logic of the script is likely not performing as you expect.

Try testing the Sample MA Crossover strategy included with NinjaTrader on the same chart or Strategy Analyzer using the same instrument, bar type, interval, and date range.
Do you see results with the Sample MA Crossover strategy? (This would confirm for us data is available and the issue is with the logic in the custom script)

If the strategy is getting data and the strategy is enabled or a backtest is run with no errors in the Log tab of the Control Center, and the Sample MA Crossover is returning results, then would likely indicate the logic conditions in the custom strategy did not evaluate as true or orders are being ignored or cancelled.

In order to better understand how the code is working, it will be necessary to use Print to see how the conditions are evaluating and enable TraceOrders to see if orders are being submitted, ignored, rejected, or cancelled.

Below is a link to a support article that demonstrates using prints to understand behavior and includes a link to a video recorded using the Strategy Builder to add prints.

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators.
Let me know if you need any assistance creating a print or enabling TraceOrders.
Save the output from the output window to a text file and provide this with your reply.
I'll be happy to assist with analyzing the output.

[rbeckmann05]

Hey Chelsea, I was able to figure it out. Luckily it was as simple as loading the tick data into day bars, as one of the additional data series I had added was 1 day periods. Much appreciated for your time!