BackTesting data

[latkinso]

I am attempting to backtest several strategies using
rangebars. It appears that Zenfire database does not
use continuous charts. What would be best method of
obtaining additional data?

Would you suggest switching between databases, or merging
zenfire data with some other source?

Thanks

Lynn

[NinjaTrader_Ray]

You could try www.opentick.com (http://www.opentick.com), esignal, DTNiQ or, you can add ES 12-07, ES 09-07 etc..., open charts with 90 days back or so to load the data. Then use Tools > Historical Data > Merge to merge...

09-07 --> 12-07
12-07 --> 03-08

Now if you backtest on 03-08, data will go back to the start of the 09-07 data.

[latkinso]

That should work, should I worry about the gaps resulting
from rollovers, or just assume that will balance out?

Lynn

[NinjaTrader_Ray]

The merge process automatically adjusts for this.