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View Full Version : Backtest won´t work on Indices - solved by recreating the Index as a Stock.


tomcat
08-06-2007, 03:19 PM
Hi!
I am just getting started with NinjaTrader...
Tried to backtest the Dax on the SimpleMACrossover Strategy. Connected Datasource to Yahoo. Modified Instrument Settings of DAX Index for Yahoo to ^GDAXI. Chart shows.

Backtest won´t, no matter what I try.
Backtesting on Dow-Symbols works.

Solution / Workaround:
-> Dax is configured as an Index.
Created new Instrument "myDAX" as a Stock. Same Symbol for Yahoo lookup (^GDAXI), Now Backtesting works.
-> Conclusion: Backtesting won´t work on Instruments that are configured as Indices.

Maybe others also bumped into this...
Tomcat.

NinjaTrader_Dierk
08-06-2007, 03:23 PM
>> Backtesting won´t work on Instruments that are configured as Indices
Of course not, since you can not trade an index.

tomcat
08-06-2007, 03:45 PM
Yes, you´re technically right, and I don´t want start a discussion about it as I fully agree!
It is just a bump for a newbie, as you would want to start with something where Yahoo has lots of data going back into the dark ages...

NinjaTrader_Dierk
08-06-2007, 03:50 PM
Right, however this data is not of value for your backtest, since you can't trade it.

FREEN
03-23-2010, 07:12 AM
I really don´t see the point in building this limitation into a great software. No matter indices beeing non tradeable instruments, they´re still benchmarks to base systems and signals on.

TNX!

NinjaTrader_ChristopherJ
03-23-2010, 07:24 AM
I really don´t see the point in building this limitation into a great software. No matter indices beeing non tradeable instruments, they´re still benchmarks to base systems and signals on.

TNX!

Hi FREEN,

Thank you for your post and feedback. I will forward this to our development for future cosiderations.

Please let me know if I may be of further assistance.