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Range of data for backtesting

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    Range of data for backtesting

    Hi,

    When I use strategy analyzer to run a backtest on my strategy using MNQ 12-24 set to 9/1/23 - 9/19/24 it runs, but when I look at the daily analysis the date only goes back to 6/24. I have NT on another PC where I run this and it goes all the way back and the number of trades is quite a bit larger.

    What determines how far back NT runs and how can I increase it?

    thanks


    #2
    Hello trader24211341,

    Are you connected to NinjaTrader Brokerage when running the test?

    What is the Merge policy set to?


    Open a chart to the same date range, right-click the chart and select Reload All Historical Data.

    Go the first bar on the chart, is the first bar on September 23rd, 2023?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello trader24211341,

      Are you connected to NinjaTrader Brokerage when running the test?
      On the machine that only goes back to June usually yes I am connected but not on the one that goes all the way back to Sept 2023.

      It's set to MergeBackAdjusted on both instances.

      Originally posted by NinjaTrader_ChelseaB View Post
      Open a chart to the same date range, right-click the chart and select Reload All Historical Data.

      Go the first bar on the chart, is the first bar on September 23rd, 2023?
      I'm not sure what you mean by this, do you mean open a chart wth MNQ 12-24 and set days to load to 365?

      thanks

      Comment


        #4
        Hello trader24211341,

        I do mean open a chart with MNQ 12-24, using the same bar type, with 'Load data based on' set to 'Custom Range' and the Start Date set to 09/23/2023 and the End Date set to 09/23/2024.

        On the computer experiencing the issue may I confirm you are currently connected to the NinjaTrader Brokerage, and this is showing a green dot in the connections menu?
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_ChelseaB View Post
          Hello trader24211341,

          I do mean open a chart with MNQ 12-24, using the same bar type, with 'Load data based on' set to 'Custom Range' and the Start Date set to 09/23/2023 and the End Date set to 09/23/2024.

          On the computer experiencing the issue may I confirm you are currently connected to the NinjaTrader Brokerage, and this is showing a green dot in the connections menu?
          Okay did that with the chart I can go to the first bar in 9/23, and also now when I backtest it does use the full date range.

          Confirmed green dot connected to brokerage, no other connection issues.

          I did try going back to 9/2022 for the backtest and I'm seeing the same issue however (it only runs over part of the data now it's 9/23-9/24 data, nothing earlier than 9/23). I tried loading data on the chart from 9/2022 as I did for 9/2023 but this hasn't fixed it. Is data from 9/2022 perhaps too far back?

          thanks

          Comment


            #6
            Hello trader24211341,

            This depends on the bar type being used.

            NinjaTrader offers 1 year of historical tick data and minute and day data as far back as recorded (typically 10 years).
            Chelsea B.NinjaTrader Customer Service

            Comment

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