PDA

View Full Version : Cannot backtesting on index


VitaminC
02-25-2008, 02:08 AM
I always get no trade when I backtested a strategy on index e.g. S&P500 etc, the same strategy worked fine with stock.

NinjaTrader_Dierk
02-25-2008, 02:58 AM
You likely can not backtest and index since a index is not tradable.

VitaminC
02-25-2008, 08:44 AM
Is there a way to backtest a strategy on future index in NinjaTrader?
For simplicity, NinjaTrader can treat 1 index point = $1, so buying 1 lot of S&P500 now would cost around $1,359.23. It would be great to have this feature in NinjaTrader 6.5.

NinjaTrader_Ray
02-25-2008, 08:47 AM
You can backtest on a futures contract such as the Spooz or the ES (S&P Emini). These contracts track the index.