Testing strategies using market data

[Antraman]

Hi Ninjas,

I've been playing with the simulated data feed in order to learn NinjaTrader functions, and have become pretty comfortable now, with NT5's features and how to use them effectively. I am pleased to say I am confident with using NT5 functions, and believe it is a wonderful interface for the type of trading I wish to do.

However, the simulated data feed is not a true representation of any particular market, so it is not actually the ideal tool to test personal trading strategies (size of stops/targets relative to price movement etc.), or trading systems (various combinations of indicators suited to various types of market etc.).

For this, I gather one needs a real-time data feed, or historical data to back test on.

Not yet having an online broker, and therefore not yet having a daily data feed, is there some way I can load historical data into NT5 so I can now start fine tuning my strategies and systems into real, workable ones before going real?

The other options in File/Connect (External datafeed or Market Replay Connection) both assume that I already have a broker feed.

I find this quite limiting, because in the other proprietary analysis software I use, I can load files which are stored historical datafiles of all major futures markets for past 2 years, so I can really study and back test my systems on real market moves.

thanks,

Antraman

[NinjaTrader_Ray]

There is no way to import historical data for market replay, you will need a live broker feed for this. Many of our partners offer two week trials on live market data.

Ray

[trymph]

All.....

Has anyone written an External Data FeedConnection.dll or .com interfacefor Ensign playback files??

[Antraman]

On the main website in the custom applications automated trading page it says this:

You can use the FREE NinjaTrader[sup]TM[/sup] Simulation Edition with real-time market data, market replay data or NinjaTrader’s internally generated simulated data feed

How can I use real time market data in Sim for free? Ray, by your reply it seems this statement is contradicted...

cheers,

Antraman

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[NinjaTrader_Ray]

You need either a broker account or a data feed account that will provide NT real-time data.

[Antraman]

So if I open an account with IB, I will automatically get real time data that I will be able to run in sim for free with the version of Ninja (5.1.1.4) I am already using?

thax,
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[NinjaTrader_Ray]

That is correct.

[Antraman]

Thanks...sounds good.
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