View Full Version : Unable to change backtest dates
bluelou
08-14-2008, 08:18 PM
I'm unable to get the Strategy Analyzer to analyze data prior to 07-04-08 for a strategy that I'm running on the 10-Yr Treasury (ZN).
1) I created a continuous contract so I'm able to chart the ZN data back to 3/1.
2) However, with respect to backtesting, whether I set "from" date in the backtest window to 3/1 or to 6/1 the first bar that appears in the log file is on 07-04-08. In other words, I can't get the Strategy Analyzer to use the new "from" date that I've entered.
Is the Strategy Analyzer know to reject merged data files for any reason?What steps can I take to fix this?
Thx,
Lou
NinjaTrader_Dierk
08-14-2008, 10:48 PM
Strategy analyzer does not merge any data. It uses what ever data is there.
bluelou
08-15-2008, 07:56 AM
Dierk,
That's not the response I was looking for. Okay, so the continuous contract data isn't the problem. So, what is? I'll reiterate the problem:
1) I change the date in the backtest window (and I have sufficent data)
2) Regardless, the Strategy Analyzer output in the log file always starts on the same date, 07-14-08.
3) So, currently, I can backtest my strategy from 07-14-08 to today ONLY.
What are your recommendations to solve the problem?
Thx,
Lou
NinjaTrader_Dierk
08-15-2008, 07:59 AM
You need to debug your strategy as per here: http://www.ninjatrader-support.com/vb/showthread.php?t=3418
Also: I suggest trying the SampleMACrossOver on the "same setup". This could provide you some insight on how NT processes the interval selected.
bluelou
08-15-2008, 08:57 AM
Dierk,
Since the strategy runs properly are you suggesting that I just use trial and error until I can get the Stratey Analyzer to work properly?
Other than commenting out code and re-running the Strategy Analyzer, are there any functions or other diagnostics that you would suggest?
-Lou
NinjaTrader_Ray
08-15-2008, 09:26 AM
Lets start at the top.
- In the Strategy Analyzer, what is the exact symbol that you are backtesting?
- Can you run a backtest on the symbol using the SampleMACrossOver strategy with a data from 6/1/08
- What time frame are you backtesting?
- Set the min bars required to 20 (default value) when running your back test
---> Once the backtest completes, click on the chart tab, what is the date of the first entry?
bluelou
08-15-2008, 09:44 AM
Ray,
I'm able to change the backtest dates now. Setting the min. bars req'd to 20 was the key. I was using 35. That seemed pretty easy - why couldn't your co-worker have suggested that?
Thank you,
Lou
NinjaTrader_Ray
08-15-2008, 09:48 AM
Excellent! I am glad its resolved.