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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 07-16-2012, 12:09 AM   #1
dubaigoldholding
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Wink Strategy Analizer at least 4 years

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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Old 07-16-2012, 01:39 AM   #2
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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
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Old 07-24-2012, 02:26 AM   #3
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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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Old 07-24-2012, 02:29 AM   #4
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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.
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Old 07-24-2012, 02:33 AM   #5
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i do that but always get backteats at least 24/7/2011 why?
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Old 07-24-2012, 02:46 AM   #6
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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?
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Old 07-24-2012, 11:03 AM   #7
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i m working only with /TF AND /NQ
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Old 07-24-2012, 01:30 PM   #8
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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?
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Old 07-25-2012, 09:40 AM   #9
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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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Old 07-25-2012, 09:45 AM   #10
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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.
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Old 07-25-2012, 09:59 AM   #11
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do you know where I can obtain TF data earlier than this?
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Old 07-25-2012, 10:02 AM   #12
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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
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