Multi timeframe backtesting

[WalBen]

Hi,

I tried to backtest a multitimeframe strategy between 2006 and now, but it doesn't take any trade before 2009 (without reason as all the data is well loaded). I tried to backtest another strategy (Moving average crossover, native in NT8) with the same parameters and it trades before 2009. I checked the code several times but can't figure out the issue, does't it come from the fact that I use two data series with the first strategy and not with the MA cross?

Found out why : the CQG continuum doesn't provide daily data before 2009... while I have minuts data since 2006. A bit strange

Thanks,

[NinjaTrader_AlanP]

Hello WalBen,

Thank you for your note.

To have backtest run on locally stored data, go to Control Center>Tools>Options and selecting the Market Data category. You’ll then uncheck the box next to “Get Data from Server”. This will force NinjaTrader to use its locally stored cached data and to download data only when that data is not already available.

After making that change and confirming you have that data locally stored, do you see trades pre 2009?

If not, what indicator methods are you using as part of your strategy?

Have you added print statements to check whether your conditions are becoming true? I’ve provided a link to a youtube video which covers an example of using prints to understand behavior:

https://www.youtube.com/watch?v=K8v_2ONBbqI&feature=youtu.be&t=48m45s

I look forward to your reply.