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| Miscellaneous Support Miscellaneous support issues. |
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#1 |
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Member
Join Date: Oct 2008
Posts: 44
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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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#2 |
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NinjaTrader Customer Service
Join Date: Jun 2008
Location: Denver, CO
Posts: 429
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Hello diffused,
Please let me know what exact steps you are taking before backtesting.
Michael
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Oct 2008
Posts: 44
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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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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
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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.
Jason
NinjaTrader Customer Service |
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#5 |
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Join Date: Oct 2008
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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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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
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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.
Jason
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: Oct 2008
Posts: 44
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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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#8 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
Thanked 354 times in 345 posts
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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
Jason
NinjaTrader Customer Service |
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#9 |
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Member
Join Date: Oct 2008
Posts: 44
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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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#10 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
Thanked 354 times in 345 posts
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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
Jason
NinjaTrader Customer Service |
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