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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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06-22-2011, 11:11 PM
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#1 |
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Junior Member
Join Date: Jun 2011
Posts: 15
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Downloads "Last" data for "Bid" data backtest
Hi,
Why is it that NT downloads the "Last" data for the period when I am performing a backtest on "Bid" data? (i.e. I selected "Data Series": Bid/Minute/60) |
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06-23-2011, 07:50 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
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fongler, we will look into it - is this a single series strategy you run here?
What dataprovider are you using here?
Bertrand
NinjaTrader Customer Service |
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06-24-2011, 09:30 PM
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#3 |
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Junior Member
Join Date: Jun 2011
Posts: 15
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Single series. IB. I had previously imported all back-testing data and verified the presence of the Bid data in the historical data manager.
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06-26-2011, 02:53 PM
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#4 |
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NinjaTrader Customer Service
Join Date: Jun 2009
Location: Denver, CO
Posts: 3,149
Thanks: 10
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Thanks for the update, fongler. We'll take a look.
Austin
NinjaTrader Customer Service |
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06-27-2011, 04:30 AM
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#5 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
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fongler, I just gave for example the SampleMACrossOver a run here on bid data only and there was no 'last' data downloaded into my HDM here when backtesting it - what symbols / markets are you seeing this behavior for?
Thanks
Bertrand
NinjaTrader Customer Service |
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06-27-2011, 09:57 PM
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#6 |
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Junior Member
Join Date: Jun 2011
Posts: 15
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$nzdusd....
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06-28-2011, 06:36 AM
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#7 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
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Thanks, will give it a try here as well.
Bertrand
NinjaTrader Customer Service |
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