backtesting with IB data provider

[anyaM]

Hi,

Im trying to backtest my strategy on 7 minutes chart for 1 trading day (or any period in general), when i click on Run Backtest, it seems to do something, and in chart tab i can see correct historical data loaded and indicator is displayed, but in Summary tab everything is zero.

What am i doing wrong? Is this kind of setup not possible with IB data?
Thanks.

[NinjaTrader_Jason]

Hello anyaM,

Do you see any information in the Executions and Trades tabs?

Could it be the conditions to submit orders did not occur when testing the strategy in question? Can you please perform the same backtest using the SampleMACrossOver strategy and check if you get any results.

You can perform backtests using a minute interval while connected to IB. Historical minute data is supported with IB. Please note that historical tick data is not supported, so any tick based backtests will not load any data.

[anyaM]

Hi Jason,

You can perform backtests using a minute interval while connected to IB. Historical minute data is supported with IB. Please note that historical tick data is not supported, so any tick based backtests will not load any data.

So, basically. what you mean above is if my strategy is doing something OnBarUpdate() (on each incoming tick update), backtesting wont work here?

Thanks

[NinjaTrader_Jason]

It informs that IB does not support historical tick data. So backtests on seconds, tick, volume, renko, etc will not be processed because such data is not available.

Please note that backtests cannot make intraday calculations - it uses OHLC values of price bars only.

[anyaM]

Hi Jason,

Can i run tick based backtest with any other data provider other then IB?

Thanks

Originally Posted by NinjaTrader_Jason

It informs that IB does not support historical tick data. So backtests on seconds, tick, volume, renko, etc will not be processed because such data is not available.

Please note that backtests cannot make intraday calculations - it uses OHLC values of price bars only.

[NinjaTrader_Jason]

Yes, you can perform such backtests once connected to a supported connectivity provider that supports historical tick data.

Please see the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.
http://www.ninjatrader.com/support/h...rical_data.htm

The matrix lists 'data feeds only' such as Kinetick and DTN IQFeed, but it lists broker technologies as well such as Zen-Fire and CQG.

The broker technologies can only be used if you have an account at a supported broker partner that uses the broker technology in question. They will provide data in NinjaTrader and will allow you to trade your account at your broker.

The 'data feeds only' will only provide data in NinjaTrader. You will need to have a subscription with one of these data providers to obtain login information, which you enter upon creating a connection.

As per NinjaTrader 7, our preferred market data service is Kinetick. Real time service starts as low as $50 per month. If you trade CME Globex products, you can have these exchange fees waived if you have a qualified brokerage account. This service is only available for NinjaTrader 7. Please visit www.kinetick.com for more detailed information.