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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Junior Member
Join Date: Jun 2012
Posts: 4
Thanks: 0
Thanked 0 times in 0 posts
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Im trying to make a Strategy Backrest in my NT7 platform im connected to my provider Vision financial in that case but my back test only can show result at least 7/14/2011 do you know how get more years in my back test Notice: I already put in back test form the correct period For example: 1/1/2010 to 1/1/2012 i will appreciate a soon help.
regards |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,232
Thanks: 83
Thanked 334 times in 326 posts
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Hello dubaigoldholding,
Can you please tell me what instrument you selected to backtest. Do you load all requested data when you backtest the ES 09-12 as per the dates you like? You can check the Chart-tab in the Strategy Analyzer to see how much historical data is loaded. More information regarding backtesting strategies in the Strategy Analyzer can be found at the link below. http://www.ninjatrader.com/support/h...a_strategy.htm
Jason
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Jun 2012
Posts: 32
Thanks: 4
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Im using Vision finantial with ritmic as provider could you tellme how load more data to get more year in my backtest?
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,232
Thanks: 83
Thanked 334 times in 326 posts
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Hello GAVETSO,
You load data as per the From and To dates when you backtest. If you like to increase the amount of historical data, please use the From and To dates to load more data.
Jason
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Jun 2012
Posts: 32
Thanks: 4
Thanked 0 times in 0 posts
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i do that but always get backteats at least 24/7/2011 why?
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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,232
Thanks: 83
Thanked 334 times in 326 posts
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What instrument do you backtest?
Do you load all data if you backtest the ES 09-12 from 2010 up to today?
Jason
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: Jun 2012
Posts: 32
Thanks: 4
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i m working only with /TF AND /NQ
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#8 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,781
Thanks: 159
Thanked 565 times in 556 posts
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Hello,
Under Tools--> Options--> Data tab, what do you have the "MergePolicy" set to? Make sure this either on MergeBackAdjusted or MergeNonBackAdjusted Specifically, what interval are you backtesting on? Minute or tick?
Matthew
NinjaTrader Customer Service |
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#9 |
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Senior Member
Join Date: Jun 2009
Posts: 120
Thanks: 2
Thanked 1 time in 1 post
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I'm also trying to backtest a system on the TF for the past 5 years. A while back I purchased a cheap historical data pack that I have found a couple differences and no longer trust.
I have Kinetick and Zenfire subscriptions. I'm fairly certain I could backtest in 3 month chunks doing each one on a different contract (TF 09-12, TF 06-12, etc). However it would make it a lot easier if I could merge them. I currently have it set to MergeBackAdjustedData but I'm wondering if this will cause problems since a lot of my trades rely on previous day's data and different gaps could change things. I'm in the Instrument Editor right now lookking at the Contract Months and notice there is nothing before 06-08. The last couple also do not have offset values. Is this because kinetick/zenfire do not have data before this point? I'm trying to avoid getting bad data in here so any suggestions are appreciated. |
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#10 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,781
Thanks: 159
Thanked 565 times in 556 posts
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Hello,
Yes, this would be due to no data available during that point. You would need to add your own New contract months and define the rollover date/offset value.
Matthew
NinjaTrader Customer Service |
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#11 |
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Senior Member
Join Date: Jun 2009
Posts: 120
Thanks: 2
Thanked 1 time in 1 post
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do you know where I can obtain TF data earlier than this?
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#12 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,781
Thanks: 159
Thanked 565 times in 556 posts
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Unfortunately I do not have the range of data which is available from the vendors nor do we have any official recommendations.
A few you may consider: www.cqgdatafactory.com/ www.tickdata.com
Matthew
NinjaTrader Customer Service |
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