Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Why strategy analyzer always downloads data from market data provider?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Why strategy analyzer always downloads data from market data provider?

    Hi,

    In NT8 help guide saying that "By default, the Strategy Analyzer downloads data from your market data provider which can slow down backtest progress for larger tests. If you wish to disable this feature and operate using existing data in your database, right click on the Strategy Analyzer > select Properties > enable Use Local Data Only".

    Why NT8 don't check local data and if see there is no any data (or less data according to start-end date) after that try to download data (only missing part) from data provider?

    Regards,
    Aytac
    Last edited by aytacasan; 02-18-2017, 07:56 PM.

    #2
    Hello Aytac,

    NinjaTrader 8 will attempt to use local data the same as a chart and will download data if necessary.

    Please review when historical data is downloaded in the help guide.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea,

      Sorry, maybe i misunderstand explanation of "Use Local Data Only" property. I understand like that if we don't set this property true, NT8 download data from data provider although it is available under database.

      Suppose;

      #1 There is historical data between 01.01.2017 - 01.31.2017 and i set the Use Local Data Only property to true and run strategy analyzer between 01.01.2017 - 02.20.2017. Strategy analyzer only back-test available data that between 01.01.2017 - 01.31.2017 or don't pay no attention property value and try to download only missing data?

      #2 If i set Use Local Data Only property to false then NT8 first try to download data between 02.01.2017 - 02.20.2017 and then back-test full range data that between 01.01.2017 - 02.20.2017. Am i right?

      If your answer is doing download first in both cases #1 & #2 and only for missing data, i don't understand what is the meaning of this property if NT8 can decide that "there is missing data so i have to download it first."

      PS: Don't know that is your link is about NT8's general historical data download rules but i want to specify that i'm talking about specifically strategy back-test feature.
      Last edited by aytacasan; 02-19-2017, 06:25 PM.

      Comment


        #4
        Hello aytacasan,

        A backtest uses the same rules for loading data as a chart.

        The Local data only option will prevent NinjaTrader from downloading the data if it has determined there is data missing and needs to download this from the server.
        From the help guide:
        "When enabled the strategy analyzer will not make a request for historical data from the provider and used stored data in the repository only."


        If this is unchecked, data will be downloaded if there is missing data locally from the period requested.

        When unchecked NinjaTrader will load data when:

        1. The End date parameter of the Data Series window contains the current day
        2. The End date parameter of the Data Series window contains the last day of data available in your data repository
        3. The data repository contains no data within 3 days of the first day loaded in the chart
        Chelsea B.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by jaybedreamin, Today, 05:56 PM
        0 responses
        3 views
        0 likes
        Last Post jaybedreamin  
        Started by DJ888, 04-16-2024, 06:09 PM
        6 responses
        18 views
        0 likes
        Last Post DJ888
        by DJ888
         
        Started by Jon17, Today, 04:33 PM
        0 responses
        1 view
        0 likes
        Last Post Jon17
        by Jon17
         
        Started by Javierw.ok, Today, 04:12 PM
        0 responses
        6 views
        0 likes
        Last Post Javierw.ok  
        Started by timmbbo, Today, 08:59 AM
        2 responses
        10 views
        0 likes
        Last Post bltdavid  
        Working...
        X