View Full Version : Renko chart past data
03-21-2012, 06:19 PM
I am trying to backtest some of the strategies using Renko chart. But for ES and CL I was able to get the data going back to one year only.
Is this normal? Am I doing something wrong? How far going back the data is available for ES and CL in form of Renko charts?
03-22-2012, 01:13 AM
It depends on how much historical tick data the connected data feed supports. If you request additional historical tick (renko) data and it is not loaded, it is likely not available.
Can you please tell me to what data feed you connect in NinjaTrader.
03-22-2012, 06:17 AM
I am using ZenFire as my datafeed.
Is there a way to get additional data if it is not loaded at the first attempt?
03-22-2012, 06:28 AM
Unfortunately Zen-Fire does not support historical tick data more than a year.
If data is not loaded on the initial attempt, please right click in the chart and select 'Reload All Historical Data'.
03-22-2012, 06:31 AM
Can I load the data from an external source? And if yes, what file format should it be in?
03-22-2012, 06:33 AM
Yes, you can manually load historical data as per the instructions at the link below. It will display what data format needs to be used as well.
03-22-2012, 07:56 AM
And so my question is can I create Renko charts with historical data if i were to purchase the data from an outside source in .txt file format?
03-22-2012, 08:04 AM
Yes, as long as you can import the historical tick data successful in NinjaTrader, you can create renko charts or any other chart that is tick-based (volume, tick, seconds, etc).
03-23-2012, 01:57 PM
So I downloaded this .txt file for ES data from 2003 to 2009. And I renamed it as ES 06-12.Last.txt as mentioned on the help page on importing the historical data.
It is currently formatted correctly. When I go to the Historical Data Manager tab, and follow the promps it says imported successfully!
But after loading new chart for ES 06-12 (currently trading ES contract) when I try to load the data going back to 2003, I can see renko charts appearing only for last one year (something that my current data provider ZenFire provides).
I am not sure what else can I do to see the historical data? Am I missing something here?
Appreciate any help you can provide. Thanks.
03-23-2012, 02:22 PM
This is likely do the merge policy. To test for this, please go to Tools--> Options--> Data tab--> set the MergePolcy to "DoNotMerge". Next reopen this chart and test again.
If this is the case, I would suggest importing the txt file as a continuous contract by using ##-## as the expiry.
For example instead of ES 06-12.Last.txt, name the file ES ##-##.Last.txt and then open the ES ##-## expiry from your chart. This will open a contract without applying the merge policy.
You can read more about Understanding Merge Policy settings from the following link: