View Full Version : Saving Tick Data
06-30-2008, 09:42 AM
How do I make sure that daily tick data is stored to my computer. It seems that some days when I backtest a strategy, tick data is automatically stored, and some days it is not. I'm not sure what I am doing differently on these days and would like to know how to store daily tick data, perhaps automatically without even having to be backtesting that day. A free source for historical forex tick data would also be good if one is known.
Also, how do you incorporate a spread for forex trading into your backtesting and how exactly does this work?
06-30-2008, 09:46 AM
Tick data is always stored on your PC as it is loaded from a connection that supports historical data. You could introduce slippage at the time you run a backtest. This is set in the strategy dialog window when running a backtest.
06-30-2008, 10:07 AM
I don't know what slippage means and I don't know what connection would support historical data. I'm asking (since forex.com only gives 24 hours of historical data), how I save that data to my computer.
06-30-2008, 10:12 AM
Tools > Account Connections
Select your GAIN connection, then change the historical data access to use "NinjaTrader servers" --> You will now get more than 24 hours data.
06-30-2008, 10:16 AM
I have done this and still I get spotty historical data. When I run a backtest I only get trades from 3 days in the last month (I assume days in which I ran backtests that data was saved) I just don't know how this data was saved.
I thought ninjatrader did not have historical forex data for backtesting? Do you have tick data? Thanks
06-30-2008, 10:23 AM
If you have done this and the data is not sufficient, then you can look at eSignal or DTNiQ as add on service for historical FX data.
06-30-2008, 10:55 AM
How far back does ninjatrader have historical tick data for forex?
06-30-2008, 11:01 AM
At least 1 year.
07-02-2008, 06:02 PM
Ok, so changed my historical data feed to ninjatrader servers and still I only get 24 hours of historical data. What gives? (this is for forex through gain capital)
07-02-2008, 11:52 PM
>> Ok, so changed my historical data feed to ninjatrader servers
- how exactly did you you do that?
- try Tools->Historical data->Reload
- which connection are you connected to as you try?