Backtest question / Loading of Historical data / exceeded limit of data request

[Hiromichi]

Hello,

I am doing some backtest jobs on my newly developed FX strategy by using the Strategy Analyzer. During the backtests, download 5-minute historical data from Interactive Brokers.

I have no problem with backtesting the strategy with data from 1 Jan 2009 to 8 Oct 2009, but when I tried to test with year 2008 data, there is a message box prompt saying that NJ has reached an IB limitation for historical data requests. It further says IB may reject all historical data requests for the next five minites.

It seems that NJ actually tried to download those 5-minute data of year 2009 even I set the backtest period to 1/1/2008 to 31/12/2008.. and i guess that's why i was prompted with the above-mentioned message box.

What can I do to solve this problem? Is there a way to stop NJ from downloading the data of year 2009 if I only want to backtest a strategy using the data of year 2008?

I will greatly appreciate if anyone can help.

Thank you very much.

Hiromichi

[NinjaTrader_Jason]

Hello Hiromichi,

It seems that NJ actually tried to download those 5-minute data of year 2009

--> Can you please tell me how you determined this? The error message indicates you reached the historical data request limitation by IB.

Please wait 5 minutes and you should be able to load the 2008 historical data from IB.

[Hiromichi]

Hi Jason,

I noticed that NJ actually tried to download data of 2009 even I set the backtest period to 2008 because NJ would show a message box of "Loading Data..." everytime i run the backtest. There shows the date of the data that NJ was downloading.

e.g.

Loading Data...

$GBPUSD
2009/6/21

This request can not be aborted.

Even I set the backtest period to 2008, NJ started to download data starting from today, i.e. 2009/10/9 5 days by 5 days going backward. and then the download stopped when it reached 2008/12 by violating the limitation of data request and the backtest process was terminated automatically.

Even I waited for another 5 minutes it didn't work. Because when I started the backtest process again it started downloading data from today (i.e. 2009) again and the same experience repeats...

Thank you for your prompt reply!

[NinjaTrader_Jason]

What From and To dates are used in your backtest?

If both options reflect dates from 2008, it should not load 2009 data.

[Hiromichi]

Hello Jason,

It was 2008/1/1 to 2008/12/31. Even I set so NJ was downloading data from 2009. I captured the screens as below:




Thank you!

Hiromichi

[NinjaTrader_Jason]

Hello Hiromichi,

Unfortunately I cannot reproduce this on my end.

When I used 1/1/2008 and 12/31/2008 as From and To dates in my backtest, only 2008 data was loaded.

Can you please reboot your PC and try again.

I just tried again by backtesting the GBPUSD as well, using the SampleMACRossOver strategy.