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Backtesting equities with daily data?
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Backtesting equities with daily data?
I tried looking but I can't seem to find any information, but can ninjatrader test equities (particularly the SPY etf) on a daily level with the yahoo connection? Nothing seems to be coming up when I run the back test.
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Yes, that's what I do. Just set up a Yahoo data connection, and in your chart be sure to set the "bars back" parameter to the number of bars you want. If you set the "days back" you will only get something like 250 days maximum regardless of your setting.
-Alex
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So my question would be, is the Min. Bars Required parameter in the Strategy analyzer the number of bars back that you would want to look prior to the From date? Or is that the minimum number of bars including the From date?
And does the multiple time frame work, like for example, if I want to do something with the weekly time frame by using Add(PeriodType.Week, 1);?Last edited by mazachan; 10-08-2008, 11:17 AM.
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What I meant was, when you create a chart, you are first shown the "format data series" dialog that has the following choices:
Days back
Bars back
Start date
If you want more than 250 bars (365 days), it doesn't seem to matter how you set "Days back". You need to set "Bars back" to something large.
These things are not the same as "minimum bars back" that you set in the strategy analyzer.
-Alex
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Hello,
The from date tells what data will be used. The min. bars required is then counted on top of that date. So if your from date is the 1st of the month, and your min. bars is 20, then since you are using daily data your strategy will start on the 21st.
The multi-timeframe part is correct and possible.DenNinjaTrader Customer Service
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