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controlling the historical data manager

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    controlling the historical data manager

    Folks,

    Is it possible to control the Historical Data Manager using code? I regularly download data for multiple instruments and charts (1, 5, 30 minutes, some tick charts etc). to feed a C++ program which updates some models I use for my trading. It'd be too cumbersome to do the download by hand. I've been trying to write a custom indicator but it seems NT does not allows an indicator to set the range of data to use in the Bars object... so I'm looking at other options.

    Thanks!

    Juan
    p.s. I'm new to NinjaTrader but a seasoned programmer.

    #2
    Hi Juan, unfortunately the HDM could not be accessed / controlled programmatically - have you considered porting over your models to the NinjaScript environment we have? That would give you more power and flexibility for 'feeding' them. I also replied to your other thread showing your loaded baded on bars could be done,
    BertrandNinjaTrader Customer Service

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      #3
      Thanks again Betrand! Not sure I would want to re-write all my C++ code but as I become more familiar with the Ninjatrader environment, I hope I will be able to migrate some of the functionality.
      In the meantime, can you explain (or point me to the right place to get the information) how do you do a historical simulation of a strategy that uses multiple intruments/charts (for example 30, 5 and 1 minutes or for ex 900, and 300 tick charts) for 2 or 3 securities (such as ES, NQ and 30 year US bond)?
      I would like to test the strategy using up to 6 months of tick data if available (I think Kinetics provides up to 6 months) and/or up to 3.5 years of intra day minute data.

      Based on the emails from you it looks like I have to manually configure the specific securities (ES, NQ, etc) and chart intervals (X Minutes or Ticks) and data ranges (X months) before running the simulation... The code can not automatically decide what securities to look at or what charts intervals and durations to use... am I correct?

      Thanks again for your help!

      Juan

      Comment


        #4
        Hi Juan, you could create a so called MultiSeries strategy here, the code would be able to add the series internally and work decisions then on all series - however it would not be able to visualize all series automatically on your chart or Strategy Analyzer. You could for example check into the SampleMultiTimeFrame and SampleMultiInstrument scripts we ship with NT to see an entry into this powerful framework. The full documentation is found online here - http://www.ninjatrader.com/support/h...nstruments.htm
        BertrandNinjaTrader Customer Service

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