I am using Esignal as a data provider. I have imported data for backtesting purposes. I am reviewing backtesting on currencies – in this case AUD/USD (or $AUDUSD).
I have successfully imported 60 days (26-02-2009 – N.B. Date in UK format) of 1 minute bar data. That is, NinjaTrader says I have successfully imported this data. When I load this data on a chart I shows that data as expected and seems to align with the data from the Esignal connection / servers.
I then do a backtest of a strategy with this the imported historical data, the strategy takes no trades and there is no output to the NT output window. I then run the strategy across the Esignal connected data, across exactly the same data and dates and the same strategy takes 19 trades.
Question:
Has anyone had any experience of this behaviour? Is there something I am missing from a strategy set-up point of view for testing historical / imported data? Is it different than testing to data from another data source (e.g. Esignal).
Thanks and regards,
Dan
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