Backtesting with tick data

[johannes]

When I try to backtest my strategy with minute timeframes everything goes well. But when I try to backtest with tickdata, nothing happens?

Isn't it possible to backtest with tickdata? My data provider is Interactive Brokers, and I try to backtest the NQ, Nasdaq future. Or do I need to set any settings within NT to enable this?

Thanks in advace!

[NinjaTrader_Ray]

The limitation is that IB does not support historical tick data thus no data is loaded and no backtest occurs.

[johannes]

The limitation is that IB does not support historical tick data thus no data is loaded and no backtest occurs.
Thanks, then I need to find another data supplier.

[NinjaTrader_Ray]

Please see this matrix, this may provide some guidance.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[johannes]

I took a trail account by ZenFire and am now backtesting.

But I can't get it to work smooth.

When I let my strategy run on the Sim101 account on the ES future I get a realized profit for one day of $1150 when I backtest the same day it will give me a negative profit of -$621???

When I do the same with minute strategies, the results will have a difference of arround $20 what would be normal because the way Ninjas algoritme works for backtesting. But backtesting on Tick charts will give very strange results.

So the question is, whats going wrong?

Thanks in advance!

[heyligerb]

Would you mind sharing your code for backing the tick? I can't seem to figure it out...

Regards,

Brian

[NinjaTrader_Jason]

Hello johannes,

Zen-Fire itself does not support historical data. As a courtesy we provide historical data from our server for Zen-Fire users. There can be discrepancies between two data feeds as per the link below.
http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

The strategy ran real-time on real-time data provided by Zen-Fire. Upon backtesting you backtested the strategy using historical data from our server. Since there is a discrepancy in data, most likely this caused the discrepancy in the realized profit.

As per Brian, I am not sure if I follow your inquiry. You can backtest strategies using a tick interval using the Strategy Analyzer. more information can be found at the link below.
http://www.ninjatrader-support.com/HelpGuideV6/BacktestAStrategy.html

[sourcem]

Jason, I have been having many problems with tick data backtesting, running too slow, not giving results for the full time period, chart in the results not showing any trades at all, sometimes no results, keeps saying Loading data.... "cannot be aborted" all day while I know that there was only 2 or 3 trades per day for a 2 month period.

I am wondering whether the fact that I have 64 bit Vista with 4 gig RAM is the problem. I know you don't support 64 bit Vista but could the OS cause these kinds of problems in backtesting? Also what are my options? I have also sent an email to support but would like your help in this forum, in case others have the same problem as well.

Thanks in advance!

[NinjaTrader_Ben]

Hello,

64 bit is not supported. This is likely the issue. NT 7 will support 64 bit. We hope to have it out in a few months.