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Old 03-23-2010, 05:31 AM   #1
FREEN
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Default Why is it not possible ro run strategies and backtesting on indices in NT?!

Itīs not possible to run strategies and backtesting (generate trading system signals) on indices in NT6.5. THIS IS A MAJOR DRAWBACK and I really hope this will be changed in NT7. After all generating trading signals from an index is a rather basic concept in trading strategies. PLEASE make this possible in NT7!

If anyone knows how to cheat NT6.5 into treating indices as tradeable instrument (hence beeing able to run strategies and backtesting) please drop me a mail.

Happy trading!
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Old 03-23-2010, 06:07 AM   #2
FREEN
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Tomcat had a bypass on this. Iīll try it out and see if it works with eSignal data as well. I really donīt see the point in building this limitation into a great software. No matter indices beeing non tradeable instruments theyīre still benchmarks to base systems and signals on.

Hi!
I am just getting started with NinjaTrader...
Tried to backtest the Dax on the SimpleMACrossover Strategy. Connected Datasource to Yahoo. Modified Instrument Settings of DAX Index for Yahoo to ^GDAXI. Chart shows.

Backtest wonīt, no matter what I try.
Backtesting on Dow-Symbols works.

Solution / Workaround:
-> Dax is configured as an Index.
Created new Instrument "myDAX" as a Stock. Same Symbol for Yahoo lookup (^GDAXI), Now Backtesting works.
-> Conclusion: Backtesting wonīt work on Instruments that are configured as Indices.

Maybe others also bumped into this...
Tomcat.
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