• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Querying Time and Sales Data

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

    Querying Time and Sales Data

    Got one of those questions that I know is going to get me flamed, but here goes.

    Is there any way to query historical data? For example, let's say:
    (1) I'd like to see how many times the Daily RSI on a symbol was below X during Q42012,
    (2) I'd like to know the maximum trade size from the Time & Sales data for a certain day,
    (3) I'd like to query the maximum intraday range for symbol X for 2012.

    I've got a full set of Day, Minute, and Tick data for the symbols I'm interested in. I'm familiar with coding; I'm comfortable writing C# code, and I've already written a few simple indicators and strategies. I was wondering if there was a general-purpose tool to use on our historical data - almost like writing SQL queries from a command line?

    #2
    No flame here

    To the best of my knowledge, no such tool exists. It's certainly not anything built in to Ninjatrader by default. You'll have to just code up each condition you want to check. You could probably do it all in one indicator, and for each condition you want to grab a stat on, simply carry a variable value along each bar and print the value to the output window.

    Comment


      #3
      pbailey19, welcome to our forums. I'm not aware of such a statistical analysis toolbox made available already either, however with NinjaScript's C# capabilities there would be oppurtunity to extend here.
      BertrandNinjaTrader Customer Service

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by lavalampmj, Today, 05:25 PM
      0 responses
      3 views
      0 likes
      Last Post lavalampmj  
      Started by Antares66, Today, 05:19 PM
      0 responses
      2 views
      0 likes
      Last Post Antares66  
      Started by jmneto, Today, 05:18 PM
      0 responses
      4 views
      0 likes
      Last Post jmneto
      by jmneto
       
      Started by Bobbyj78, Today, 02:21 PM
      2 responses
      14 views
      0 likes
      Last Post bltdavid  
      Started by EnveousColnago, Today, 02:10 PM
      1 response
      8 views
      0 likes
      Last Post NinjaTrader_Ariana  
      Working...
      X