NexusFi: Find Your Edge


Home Menu

 





[ASK] Multicharts backtesting problem - pls help


Discussion in MultiCharts

Updated
      Top Posters
    1. looks_one jacoGreeff with 3 posts (0 thanks)
    2. looks_two Big Mike with 1 posts (1 thanks)
    3. looks_3 Jura with 1 posts (0 thanks)
    4. looks_4 grausch with 1 posts (0 thanks)
    1. trending_up 4,731 views
    2. thumb_up 1 thanks given
    3. group 4 followers
    1. forum 7 posts
    2. attach_file 0 attachments




 
Search this Thread

[ASK] Multicharts backtesting problem - pls help

  #1 (permalink)
jacoGreeff
Cape Town
 
Posts: 6 since Mar 2012
Thanks Given: 4
Thanks Received: 0

Hi Guys

I recently started working on Multicharts and did a few charts importing from ACII.

I am however having problem with backtesting some of the build in strategies. I follow the instructions yet I keep getting the error: DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.

I went through all the settings 9 times did all the bar and magnifying settings etc.
The 2 signals I tested out were Bollinger Bands LE and SE.

Hope someone can help me with this.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
How to apply profiles
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Better Renko Gaps
The Elite Circle
MC PL editor upgrade
MultiCharts
REcommedations for programming help
Sierra Chart
 
  #2 (permalink)
 
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: 50,460 since Jun 2009
Thanks Given: 33,234
Thanks Received: 101,655

You need to provide a lot more details. Exact type of data imported, how much of it, length of backtest, etc.

Did you open a chart and confirm the data is valid?

Is it tick data? Minute data? Daily data?

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #3 (permalink)
 
sptrader's Avatar
 sptrader 
Colorado
 
Experience: Advanced
Platform: MultiCharts
Broker: IB & Iqfeed
Trading: ES , CL
Posts: 535 since Apr 2010
Thanks Given: 1,097
Thanks Received: 701


Try a much smaller amount of data ( maybe 15days) and see if it will generate any signals.. and like Mike said- examine to see if the data is there and complete. (Correct order etc)

Reply With Quote
  #4 (permalink)
jacoGreeff
Cape Town
 
Posts: 6 since Mar 2012
Thanks Given: 4
Thanks Received: 0

Hi yes the data is working and I can put my signals on the chart to see how it look.

The data is in basic ASCII format and is in 5min intervals i.e.

2009/09/17,08:34:53,23472,23650,23472,23650,41
2009/09/17,08:39:37,23650,23700,23649,23700,74
2009/09/17,08:44:12,23700,23700,23680,23680,54
2009/09/17,08:49:53,23680,23727,23680,23727,19

It goes back to the above date from the current date. I have tried doing a back test with less bars, but get the same error then. I just hate not getting it right because I want to start back testing my own strategy, but can't even get the build in ones to work.

Thanx for the reply's guys.

Reply With Quote
  #5 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
Posts: 775 since Apr 2010
Thanks Given: 2,352
Thanks Received: 690


jacoGreeff View Post
I am however having problem with backtesting some of the build in strategies. I follow the instructions yet I keep getting the error: DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.


jacoGreeff View Post
Hi yes the data is working and I can put my signals on the chart to see how it look.

How come your signals work while at the same time you get that error?

Do you have a screenshot or something? What's you MaxBarsBack setting (see Strategy Properties for your signal)?

Reply With Quote
  #6 (permalink)
jacoGreeff
Cape Town
 
Posts: 6 since Mar 2012
Thanks Given: 4
Thanks Received: 0


Jura View Post
How come your signals work while at the same time you get that error?

Do you have a screenshot or something? What's you MaxBarsBack setting (see Strategy Properties for your signal)?

my max bar setting at 2000 bars and I was testing it on the build in signal pair that comes with multicharts as stated in first post.

I looked at the signal on my chart and seems to be working on there, but when I go to portfolio backtesting I keep getting that error.

Reply With Quote
  #7 (permalink)
 grausch 
Luxembourg, Luxembourg
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Stocks
Posts: 494 since May 2012
Thanks Given: 1,731
Thanks Received: 1,159


jacoGreeff View Post
DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.

I have only 1 day of MC experience, but I had a similar problem yesterday. In my backtester my starting date was set to 2012 while my data is for 2010.

Once I changed that it worked.

Reply With Quote
  #8 (permalink)
 
andby's Avatar
 andby 
Norwich, UK
 
Experience: Intermediate
Platform: Multiple:research&executi
Broker: Started with Stage5/OEC ... multiple
Trading: Anything found profitable goes ...
Posts: 168 since Jul 2012
Thanks Given: 88
Thanks Received: 88

Some logged problems regarding Multicharts backtesting / walk-forward optimization which have not been reviewed/commented by Multicharts so far:

MultiCharts Project Management - Issue MC-1026 - Walk-Forward Logic is Flawed
MultiCharts Project Management - Issue MC-1478 - Display Walk Forward Optimization Parameters for next Out of Sample period if incomplete
MultiCharts Project Management - Issue MC-1479 - Continuous Walk Forward Optimization

Reply With Quote




Last Updated on September 2, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts