history data and recorded data clarification

[diffused]

Hi,

after reading some posts i'm a little confused as to how NT performs its backtests and replays.

Lets say I subscribe to barchart.com for historical and realtime data.

I've got a couple things i'd like to try out.

First, if i write my own custom strategy, and want to test it over say 2 years of data, will this info be downloaded and stored locally? will the strategy be tested against tick data?

Second, I want to perform a replay of old data to manually test out a strategy. Will my subscription to barchart.com enable me to playback a time from last year? Or will i have to "record" tick data?


cheers,

shaun

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Q1.) First, if i write my own custom strategy, and want to test it over say 2 years of data, will this info be downloaded and stored locally?
A1.) Yes, NinjaTrader will store the historical data gathered by BarChart on your PC.

Q2.) will the strategy be tested against tick data?
A2.)No, backtesting is only computed on end of bar data.
See Backtesting section of the help guide: http://www.ninjatrader-support.com/H...verview37.html

Q3.) Will my subscription to barchart.com enable me to playback a time from last year? Or will i have to "record" tick data?
A3.) No, you will have to recored tick data. See Market replay section of the help guide: http://www.ninjatrader-support.com/H...verview14.html

[diffused]

are there plans to implement tick by tick back testing and playback using plain historical tick by tick data?

[diffused]

i just stumbled onto this thread.

http://www.ninjatrader-support.com/vb/showthread.php?p=38258

so i'm guessing you can set up 1 tick bars to backtest against.

are these real ticks or made up ones based on potential values that can exist inside a bar?

[NinjaTrader_RJ]

What that thread is referring to is backtesting on a 1-tick chart, which would test on the close of the bar, which is one tick.

You can do this, but your chart will have to be a 1 tick chart. The suggestion Josh recommends requires advanced programming.

This is real tick data from your data provider which you can use if they support tick data: http://www.ninjatrader-support.com/H...ricalData.html

[diffused]

lucky i'm a programmer then

so this would in effect be like performing a tick by tick backtest.

would you need to write the strategy to use
CalculateOnBarClose = true;
when performing backtesting and then setting it to false when running in a forward test?

[NinjaTrader_RJ]

You leave CalculateOnBarClose to false because it has no bearing on the strategy and is always set to true in backtesting.

[diffused]

cheers for that.

am i able to use historical data from tickdata.com in NT?

[NinjaTrader_RJ]

Unfortunately they are not one of our supported data feed providers.

You must convert this data into a supported format to import.

Please see this link for more information: http://www.ninjatrader-support.com/H...V6/Import.html