Hi, I am currently backtesting calendar spread using NinjaTrader 7, and I am adding a list of CL contracts in Initialize(), like this:

 

Code

Add("CL 03-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-10", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 03-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-11", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 03-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-12", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 03-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-13", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 03-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-14", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 03-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 04-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 05-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 06-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 07-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 08-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 09-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 10-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 11-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 12-15", BarsPeriod.Id, BarsPeriod.Value); Add("CL 01-16", BarsPeriod.Id, BarsPeriod.Value); Add("CL 02-16", BarsPeriod.Id, BarsPeriod.Value);

And in my OnBarUpdate(), for demonstration purpose, I will just have:

 

Code

Print("Hello World");

The backtest period is from 1/1/2010 till 19/3/2015, using daily bar, and BarRequired = 0;


Th expected behavior is a list of "Hello World" in console output, but, I am not getting even 1. Seems like OnBarUpdate is not running at all.

However, remove CL 01-16 and CL 02-16 then "Hello World" will be printed. Why is this happening?

Check the "Log" tab in the Control Center to see if there are any error messages, you may have some error messages that occurred in the Initialize() method.

vhanded 

Th expected behavior is a list of "Hello World" in console output, but, I am not getting even 1. Seems like OnBarUpdate is not running at all. However, remove CL 01-16 and CL 02-16 then "Hello World" will be printed. Why is this happening?

Can you actually chart 01-16 and 02-16? May be a data problem

Sent from my phone

Big Mike 

Can you actually chart 01-16 and 02-16? May be a data problem Sent from my phone

Hi Big Mike, yes, I can add just CL 01-16 and CL 02-16, and "Hello World" is printing. No problem.

shodson 

Check the "Log" tab in the Control Center to see if there are any error messages, you may have some error messages that occurred in the Initialize() method.

Nothing is printing in Log...

vhanded 

Hi Big Mike, yes, I can add just CL 01-16 and CL 02-16, and "Hello World" is printing. No problem.

Daily bars or intraday bars?

shodson 

Daily bars or intraday bars?

This is daily bar.