Historical Data for Backtesting

[IceRage]

Hi,

im trying to backtest a simple strategy over historical data in minute format:

20070601 090000;7891,20;7911,58;7889,74;7908,76;100
20070601 090100;7908,29;7916,39;7908,29;7914,75;200
20070601 090200;7915,34;7917,94;7910,56;7910,96;300
20070601 090300;7910,96;7913,78;7908,51;7911,86;200
20070601 090400;7911,82;7913,79;7910,01;7910,40;550
20070601 090500;7909,95;7912,46;7908,50;7910,47;330
20070601 090600;7910,16;7910,31;7905,79;7908,25;990

unfortunately the volume numbers are missing. so i filled out with fantasy numbers for testing.

ive created a testing index calles MYDAX, and named the file likewise (MYDAX.txt). after the data import i tryed to open a chart with the new instrument. but the first thing going strange ist the double entry as you can see on the pic. and the second thing is, that i cant see any data in the chart.



there are no reported errors in the log, so what im doing wrong?

greetings, IceRage

[NinjaTrader_JoshP]

Indexes start with ^. You most likely imported your data into the stock.

[IceRage]

but thats exacly what doesnt work. ive tried the data in stock and index. but the data isnt displaying in any chart.

maybe there is a "dummy connection" i have to establish, or anything else?

or maybe there is a minimal ammount of minute based data without it doesnt work?


Also ive tried to name my datafile: ^MYDAX.txt .. doesnt work too

[NinjaTrader_JoshP]

Please try changing your commas to periods.

[IceRage]

ive tried this now:

20070601 090000;7891.25;7911.25;7889.25;7908.25;100
20070601 090100;7908.25;7916.25;7908.25;7914.25;200
20070601 090200;7915.25;7917.25;7910.25;7910.25;300
20070601 090300;7910.25;7913.25;7908.25;7911.25;200
20070601 090400;7911.25;7913.25;7910.25;7910.25;550
20070601 090500;7909.25;7912.25;7908.25;7910.25;330
20070601 090600;7910.25;7910.25;7905.25;7908.25;990

but doesnt work, sorry.

[NinjaTrader_JoshP]

What chart dates are you trying to load? Please try filling out more data in your file too.

[IceRage]

ok, ive tried it only with these 7 lines of data. i will try it with more.

[NinjaTrader_JoshP]

IceRage,

One way to see if you have data imported is to try exporting. Please see if you can export the data you import.

[IceRage]

Ok ive tested and there is no data imported. But also i havent noticed an error message while the import operation ^^. thats confusing. Is it possible to obtain some test data, for checking the import process? If i know about the correct import procedure, and see that data is imported, i can try the same with my own data.

[NinjaTrader_JoshP]

Unfortunately I do not have data you can try. Please try setting yourself up a data connection and open up a chart to download data. Then disconnect and try to export. If you do not have a data feed please try the Yahoo connection. You can play with historical daily data for stocks with Yahoo. http://www.ninjatrader.com/webnew/support_Yahoo.htm

[IceRage]

Ok, i tried with historical data from yahoo export. The resulted file i named ^MYDAX.txt . At first, there came a message with the information, there is no appropriate instrument in list. This message ive never seen since my former attempts. I managed a new instrument and i could import the yahoo data in the new ^MYDAX instrument. Because its daily EOD data, the data format is different to minute based data. But ive posted the format of my applicated data to you, wich seems to be correct. So ... i dont know the mistake

Obviously the import procedure is correct. My minute based data seems to be correct. The index based adjustments in the instrument manager, in respect to the ^MYDAX instrument, are correct. But the minut based data wont still show up in any char window.

So what the fu.... im doin wrong?

But anyway, thanks for your help.

[NinjaTrader_JoshP]

IceRage,

Have you tried filling out more data into your import?

[IceRage]

No i havent. But now it works! ^^

I guess the problem was the year 2007 minute based data, so i havent seen it

Sorry! And many thanks for your help. Very kind of you

[NinjaTrader_JoshP]

Glad you got it resolved.

[IceRage]

One last question: how can i adjust the strategy for runnig longer time back, than 20.05.2009? The time range seems to be restricted to 05.05.2009 - 20.05.2009. And the generated report too.