problems backtesting with tick data

[nebeno]

I currently have 3 months worth of ES tick data. Unfortunately backtesting is horribly slow if I test tick by tick (which my strategy necessitates). I can only run a test 1 month at a time, if I try much more it crashes NinjaTrader. So I have to run it a month at a time, paste the results into Excel, and then analyze it there. And I really need is to test for the past year at least. I'm running a P4 with 2GB ram. Do I just need a super computer? Is there a different way to setup or program something to make this run faster? Again, the strategy is very simple, just using a few variables and checking against an SMA. Let me know if there's anything I can do. And if anyone else has trouble with tick data, or if it runs fine, let me know you system specs. Maybe it's just time for an upgrade. thanks.

[NinjaTrader_Bertrand]

nebeno, most likely your running out of memory with this operation on tick data (expected on 6.5) - NinjaTrader 7 will offer much more efficient handling of this -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[trade4$]

Hi Nebero,
Could you tell me how you tested with tick data? My system is also based on tick data. From what I saw, there is no way to back test tick data in NT(the "OnMarketData" method was never called during the testing). I ever tried moving my code to "OnBarUpdate" then calling GetCurrentAsk and GetCurrentBid but it still didn't trigger any orders. My system runs fine in live, so I have to do forward testing only and manually adjusting settings.
Thanks!

[NinjaTrader_Bertrand]

trade4$, correct OnMarketDate() is for realtime use only, same as for GetCurrentBid() and GetCurrentAsk() - those will be replaced with Close in backtesting. NinjaTrader 7 will offer accessing historical bid / ask data if supported by the provider -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[DaveE]

Originally Posted by NinjaTrader_Bertrand

NinjaTrader 7 will offer accessing historical bid / ask data if supported by the provider -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

Do you have a list of providers who support historical bid/ask?
If there is no list, can you confirm whether Interactive Brokers provide this to NT7?

[NinjaTrader_Bertrand]

Dave, would unfortunately not have a list yet - IB would support this as I just tested here...