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Old 11-16-2008, 03:12 AM   #1
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Default historical backtesting data confusion

hi,

i've been trawling the forums and getting various answers on the subject historical data.

i'd like to do some backtesting of custom strategies i've written on various instruments (futures and stocks). ideally on tick data but 1 min is fine for now.

I've got a subscription to barchart.com

To do a 1min level backtest of AAPL from 1-jan-2008, I set the test timeframe and run the test however i only get results from the 15-oct-2008. Does anyone know how to sort this out?
I've tried tools->historical data->reload but it hasnt sorted the problem.



For futures, i've gathered from the forum posts that i need to obtain a historical datasource in NT format and import them into a custom symbol

Can anyone recommend a good datasource?
i've seen tickdata.com but would like to know if there are others out there.
I dont mind paying if its a reasonable cost.
I can code up something to convert the data into the correct format if need be.


cheers
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Old 11-16-2008, 06:08 PM   #2
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Hello diffused,


Please let me know what exact steps you are taking before backtesting.
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Old 11-17-2008, 04:32 AM   #3
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i do the following

* in NT, connect to barchart
* load up Strategy Analyzer
* select AAPL from my default instrument list
* right-click, backtest
* set timeframe from 01/01/2008 to today' date and using 1 min bars
* hit ok
* wait while is does stuff
* check Orders tab when back test is finished
* notice it only back tested from 15/10/2008
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Old 11-17-2008, 04:38 AM   #4
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Could you please open up a 1 minute AAPL chart with the same look back period and check if you display all requested historical data while connected to BarChart.

If so, please backtest the strategy once more and check again.
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Old 11-17-2008, 04:49 AM   #5
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only goes back to 15/10

according to barcart, they say they have 6 months of intraday data
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Old 11-17-2008, 05:21 AM   #6
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I tested the AAPL on my end and received historical 1 minute data up to 15/10 as well.

I suggest to contact BarChart and check if this can be as expected.
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Old 11-17-2008, 05:40 AM   #7
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thanks for the help, i've emailed barchart.


i dont suppose you know of decent source of futures (cme, cbot) ascii tick data that is compatible with NT?
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Old 11-17-2008, 05:46 AM   #8
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You can find all supported data feed providers at the link below.
http://www.ninjatrader-support.com/H...ricalData.html

If you like to import historical tick data manually please ensure the format is used displayed in the link below.
http://www.ninjatrader-support.com/H...V6/Import.html
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Old 11-17-2008, 05:51 AM   #9
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thanks, but that wasnt exactly what i was after.
All those data service providers offer very limited historical data.

I'm just after some sources of ascii data (tick and 1min) to import into NT.

i've seen tickdata.com but was wondering if there were any other sources that could be recommended.
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Old 11-17-2008, 05:55 AM   #10
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My apologies, I am not familiar with other sources regarding such data.

I suggest to search the Support Forum for more information. You might want to take a look at the link below.
http://www.ninjatrader-support2.com/...ght=ascii+data
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