back test

[latkinso]

Hi, I am attempting to develop and backtest and autostrategy,

I am a bit uncertain on the backtest procedure, I am using
zenfire for datafeed, where do i retrieve the historical data
and exactly what steps are required to get into a backtest
mode?

[NinjaTrader_Ray]

Latkinso,

Zen-Fire does provide limited amounts of historical data. If you want to do some serious backtesting, you will need a provider such as eSignal or DTNiQ.

Here is a link for historical data - http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

There are quite a few steps involved to develop and backtest a strategy. Fortunately, there is documentation. I would start with the following link and work your way through it. I will likely host some product training sessions in this area next week.

http://www.ninjatrader-support.com/HelpGuideV6/DevelopTradingLogic.html

[latkinso]

Thanks Ray for the quick reponse.

Please direct me to the strategy analyzer icon, sounds
silly, but i have looked at every button on this thing and
am obviously overlooking it.

Thanks

Lynn

[NinjaTrader_Ray]

Within the Control Center window, select the menu File > New > Strategy Analyzer.

[latkinso]

Hi Ray

You would be proud of me, i found the strategy analyser and
was actually able to do a backtest. There is hope for all of us, lol

Can you tell me the correct method of auto entry for a system
such as the sample moving average crossover, that would begin
with the correct number of contracts. The system as i am running
it starts the first trade of the day with a two lot and then is
just going flat on each switch rather than changing from long
to short and vice versa.

Thanks

Lynn

[NinjaTrader_Ray]

Hi Lynn,

Great...

We are in the process of providing more sample code for users to reference. What I would suggest is reviewing in great detail the Strategy Wizard section of our Help Guide. Also search for the Tutorial on building a strategy. Both of these sections will give you a jump start in building various strategies.