backtest data

[pistolpete]

I am a new customer of Iqfeed, primarily so I can backtest data and I have noticed that a lot of the time there are large gaps in the data. I have contacted IQfeed about this problem and they say it is not on their end that it is a problem with ninjatrader. Could you help me resolve this issue?
Below is a jpeg of data that appears to have gapped on me.
Thanks
Pete

[NinjaTrader_RJ]

Originally Posted by pistolpete

I am a new customer of Iqfeed, primarily so I can backtest data and I have noticed that a lot of the time there are large gaps in the data. I have contacted IQfeed about this problem and they say it is not on their end that it is a problem with ninjatrader. Could you help me resolve this issue?
Below is a jpeg of data that appears to have gapped on me.
Thanks
Pete

Hello Pete,

Thank you for your post.


Can you open a chart for this time period and see if the historical data loads?

[pistolpete]

yes I am getting all the historical data when I bring up the chart.

[NinjaTrader_RJ]

Originally Posted by pistolpete

yes I am getting all the historical data when I bring up the chart.

Can you run the backtest again and bring up the Charts tab?

Do you see data for this period and were there any trades placed?

More information on the Charts tab here: http://www.ninjatrader-support.com/H...eDataTabs.html

[pistolpete]

I see data and I see trades taking place but there is nothing showing when I go to my graphs - daily net profit.
Thanks
Pete

[NinjaTrader_RJ]

Originally Posted by pistolpete

I see data and I see trades taking place but there is nothing showing when I go to my graphs - daily net profit.
Thanks
Pete

Interesting... can you go to the "Periods" tab and choose Daily next to period?

Then look at these dates and see if there is a value under "Net."

Thank you!

[pistolpete]

It isn't showing in periods either.
it goes right from April 1 to May 1. But the chart shows around 1 trade a day which is correct.
Thanks
Pete

[NinjaTrader_RJ]

Originally Posted by pistolpete

It isn't showing in periods either.
it goes right from April 1 to May 1. But the chart shows around 1 trade a day which is correct.
Thanks
Pete

Please try repairing your database: Tools --> Options --> Misc --> Repair DB.

Then perform the backtest again and let me know if the issue persists.

[pistolpete]

that didn't work.
This is a significant problem because I am basing my live trades on my total net profit of my back tests of 2 months at a time. If one of the months is missing then it is useless.
please help.
Thanks
Pete

[NinjaTrader_RJ]

Originally Posted by pistolpete

that didn't work.
This is a significant problem because I am basing my live trades on my total net profit of my back tests of 2 months at a time. If one of the months is missing then it is useless.
please help.
Thanks
Pete

I understand.

Can you perform the same period backtest with the SampleMACrossover Strategy? Does the issue happen with this strategy?

If so, please let me know what datafeed, period, and instrument, so I can recreate this backtest on my end.

Thank you!

[pistolpete]

I just ran the test on the sample MA crossover and the same thing happened. I ran it on Apache APA NYSE from iqfeed from 1/1/2009 to 6/10/2009. I have brought up the problem with IQfeed and they have been saying that is deffinately a NT problem and that they have all of the data for the stocks that I am running.

[NinjaTrader_RJ]

I tested the SampleMaCrossover strategy for stock APA from 1/12009 through today, 6/11/2009. I used 5 and 10 for the fast and slow respectively.

It shows trades as going through every day. Can you try this same backtest?

[pistolpete]

Same thing.
I tried multiple time series as well, 10min and 1 min and it shows a month gap.

[pistolpete]

sorry it gaps from 1/8/2009 to 4/21/2009 but shows trades on the charts for that period of time.

[NinjaTrader_RJ]

Originally Posted by pistolpete

sorry it gaps from 1/8/2009 to 4/21/2009 but shows trades on the charts for that period of time.

Ok, can you please try the following and test a new backtest between each issue?

Please try repairing your database:
1. Go to Tools --> Options --> Misc --> Repair DB

Please try repairing your NinjaTrader Installation:
1. Shut Down NinjaTrader
2. Go to Uninstall Programs in the Windows Control Panel
3. Select NinjaTrader and hit the "repair" or "change" button and follow the instructions to repair the installation.