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04-10-2012, 10:20 AM
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#1 |
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Senior Member
Join Date: Jul 2008
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LineBreak charts + Volume based + Backtests do not work
Hi,
I have individual contract months like ZB 03-12 and for each minute I have got Volume - number of contracts traded. Why is there the option to optimize/backtest Volume based LineBreak charts when that is actually not supported? I can get Volume based charts on market replay data but never am able to backtest them. Am I doing omething worng, or this feature is simply not supported currently? Why, if so? Thank you N. |
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04-10-2012, 10:43 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
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nicknamed,
Are you using the strategy analyzer for these series types? Who is your data provider?
Adam P.
NinjaTrader Customer Service |
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04-10-2012, 11:05 AM
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#3 |
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Senior Member
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1/ Yes, sure, is there any other option to backtest/optimize?
2/ IQFeed You can test it as the file I tried to backtest is attached. Just put it in db/minute folder. N. |
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04-10-2012, 11:13 AM
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#4 |
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Senior Member
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Here is the screenshot that it does not make any trades on also your default strategy and not only on my strategy. Test it yourself on data you have got or on mine from IQFeed (see attachment of previous post).
Thank you N. |
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04-10-2012, 01:26 PM
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#5 |
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NinjaTrader Customer Service
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Nicknamed,
I am testing now, and will get back to you shortly.
Adam P.
NinjaTrader Customer Service |
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04-10-2012, 01:45 PM
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#6 |
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NinjaTrader Customer Service
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nicknamed,
I believe you are running into a historical data limitation here. Line break charts are built up by tick data, so you would need to have tick data availability as far back as you are asking for it. Just running a test on the last 10 days I am able to pull up results using the SampleMACrossover on LineBreak charts.
Adam P.
NinjaTrader Customer Service |
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04-10-2012, 03:39 PM
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#7 |
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Senior Member
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I see, the creation of volume based LB charts would just be more complicated based on the minute + volume as it would have to divide the minutes into separate parts due to set volume but that is not possible, so one needs tick data, that makes sense.Thanks
N. |
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04-10-2012, 03:42 PM
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#8 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
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Nicknamed,
Please don't hesitate to contact us should you require additional assistance.
Adam P.
NinjaTrader Customer Service |
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