Random generated as bar object?

[geovani]

Is it possible to call the internal random generated bars as bars object?
Say I am back testing daily bars, can I use the simulated data feed as 5 min bar object for entries/exits and go back to historical daily bars?

tx

-geo-

[NinjaTrader_JoshP]

geovani,

You can create multi-time framed strategies if that is what you are trying. http://www.ninjatrader-support.com/H...struments.html

[geovani]

Josh,

I have access to only 2 month intra day historical data (I thought it was two years). That is not enough for back testing. This is Brazil, and I am going through all kind of malabaristic contortions in order to come up with a minimally decent back testing procedure. So I thought one could use the internal NT random generator as object bar for intra day data for entries and exits. It is not my original concept. David, from the Traders Consortium, developed a back testing software called TSD available for free (link bellow) that does exactly that. Entries and exits are executed in intra day simulated data. If your system generated say 80 trades it is plausible to accept that on average you'll be quite close to reality.

http://tradesystemdesigner.com/

Can I do that on Ninja?

Tx

-geo-

[NinjaTrader_JoshP]

geovani,

I cannot evaluate this other system for you. NinjaTrader's sim data feed is real time data.

To create these data sets you want, you would also need to be running the sim feed for months just to create fake data. I suggest you try picking up a data vendor instead. http://www.ninjatrader-support.com/H...HistoricalData

[geovani]

Josh,

If I could find a data vendor for the Bovespa (Brazil) stocks to feed intraday historical data I would have done that years ago. Not easy though... :>(

Tx

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[NinjaTrader_JoshP]

geovani,

Unfortunately I have no further information that I can provide you with for the Brazil stocks.

[NinjaTrader_JoshP]

geovani,

It has just been brought to my attention that simulated data feed data does not get stored into the database. This means you will not be able to create yourself fake data to backtest on. You can however still use the sim feed to forward test.

Alternatively, you could try using Excel to create yourself fake data you could import into NinjaTrader. That way you don't need to sit there all day collecting data either.