Backtesting 1sec data not working for only a few instruments

[gcaver]

Hello NT team,

I am backtesting a strategy that I've used and backtested for months, and have randomly run into a problem that's never happened before. I know the code works fine because it has produced great results every time I've run it using this exact same parameter setup in the past. I even have logged data proving that it worked for all instruments in 2024, so I know I'm not crazy.

As seen in the screenshot, for this backtesting I use the 1 second data series, and am interested in looking at results for the previous month (Jan1-Jan31 2025 in this case). However, for certain instruments, it is all of a sudden returning zero results, like data is not present or something.

So far, I have noticed this with HO and RB only. All other futures I've tried work fine. I've also found that this strategy works fine for HO and RB if I set it to 1 minute data series instead, for whatever reason. Looking at the HO (now HO 3-25) chart, there are clearly data candles present.

Please let me know what other info you might need in order to help me troubleshoot what's happening here. Thank you!

[NinjaTrader_Gaby]

Hello gcaver,

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?