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Backtesting a major index since inception
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Backtesting a major index since inception
I want to backtest some of my strategies against the major indeces (S&P, DJI, etc) since they were created to find optimal bear/bull market indicators. Is this possible on ninjatrader? I have IQfeed for my data but they only have S&P back to 1995 when it was created in 1957Tags: None
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Hello,
Thank you for your note.
Unfortunately NinjaTrader does NOT provide data, so you are limited to what your data provider provides.
If you can find a source of this data in txt format, you can import it. See this link for instructions: http://www.ninjatrader-support.com/H...V6/Import.htmlRay S.NinjaTrader Customer Service
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no dice
In case anyone else is following this thread, NinjaTrader_RJStein was right. even though yahoo has the data, backtesting on the index through NT doesn't actually create any trades.
I hope that this is something that they add to NT 7 when it comes out because it would be extremely valuable
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You can trade on the index using a workaround like this:
Create a new instrument using the instrument manager, give it any unused ticker/description, set the instrument type to stock, set the Yahoo ticker for the instrument to the index ticker (^GSPC, etc.), set the exchange to Default, download the data from Yahoo, and then trade away. I do this and it works just fine.
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