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Backtesting over more than a few weeks


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Backtesting over more than a few weeks

  #1 (permalink)
 skylerb 
Boston, MA
 
Experience: Intermediate
Platform: NinjaTrader, X_Trader
Broker: AMP/iQFeed
Trading: Stocks, Oil (CL)
Posts: 7 since May 2013
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Hi,

I've been trying to backtest a strategy I'm working on, and I've run into a strange problem. When I set it to backtest over more than a few weeks, the data does not load and it acts as though I've only asked it to backtest from the end of December. I checked my historical data manager, and all of the data for the past seven or eight months has been downloaded, so I'm not quite sure what the problem is. Any ideas as to what I'm doing wrong? I'm using IQFeed for data, if it makes a difference.

Thanks!

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  #2 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Any indications from looking at the log tab in control center?

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  #3 (permalink)
 skylerb 
Boston, MA
 
Experience: Intermediate
Platform: NinjaTrader, X_Trader
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I just checked it. I get the message "Error on reloading data. E,Invalid Symbol., (Panic)"
My best guess is that there is a problem loading the data from before the current contract rolled over? In the historical data manager I have CL 02-14 selected, and the number of times the error appears is the same as the number of months before the 02-14 contract became active...

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Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,442 since Jun 2009
Thanks Given: 33,215
Thanks Received: 101,603


skylerb View Post
I just checked it. I get the message "Error on reloading data. E,Invalid Symbol., (Panic)"
My best guess is that there is a problem loading the data from before the current contract rolled over? In the historical data manager I have CL 02-14 selected, and the number of times the error appears is the same as the number of months before the 02-14 contract became active...

You should contact NinjaTrader support, sorry I can't be of more help. I am not sure how NT works with handling continuous contracts in this way, I always used my own data and symbol not a built-in one.

Mike

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