Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How to setup a Data File to do historical testing

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How to setup a Data File to do historical testing

    I have a data file from 01/01/09 to 07/01/09. How do I set up NT to back test the data. Everything i try doesn't work. Any help would be greatly appreciated. I was messing around and exported the current ES 09-09 to ES 09-09.txt and then imprted it and it worked. So to be able to import the file the name of the file has to be the same as the ES 09-09 for it to import the data correct.
    Last edited by cbart_1; 07-22-2009, 10:48 AM.

    #2
    Hello cbart_1,

    Now that historical data is imported successful, what happens if you perform a backtest on the ES 09-09 from 01/01/2009 up to 07/01/2009?

    Try backtesting the SampleMACrossOver strategy and check if you will display results.

    In addition, more backtest information can be found at the link below.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Problem Loading Historical data

      I got the historical data to load but from March 31 to June 10 has incorrect data all it shows is just ticks no bars. I tried to import just that time frame and it still shows just ticks and not bars. the data file I have looks to be correct. When I connect to Zinfire does it automatically replace my data with theirs. Any help would be greatly appreciated.

      Thanks,
      Coby B.

      Comment


        #4
        Hello Coby,

        I suggest to connect to Zen-Fire and subsequently perform the backtests you like. NinjaTrader will retrieve data from Zen-Fire this way.

        The data from March 31 to June 10 can be as expected as per the ES 09-09, since the ES 06-09 was the front month contract at that time. Thus the 09-09 contract was not that volatile.

        You can merge the 06-09 contract into the 09-09 contract to avoid it. Instructions can be found at the link below.
        JasonNinjaTrader Customer Service

        Comment


          #5
          I made a NQ ##-## and imported the data and it looked like it should. I merged the NQ ##-## to NQ 09-09 and it said it merged the data, but the bars between 3/31 to 6/10 still are not correct. This is no problem I can just export the data from 6/11 to now and import them into NQ ##-## to keep the data current.

          Thanks,
          Coby B

          Comment


            #6
            FYI, You could also merge the ES 06-09 data (3/31 - 6/10) into the ES 09-09.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Thank you i will do that also.

              Comment

              Latest Posts

              Collapse

              Topics Statistics Last Post
              Started by CortexZenUSA, Today, 12:53 AM
              0 responses
              1 view
              0 likes
              Last Post CortexZenUSA  
              Started by CortexZenUSA, Today, 12:46 AM
              0 responses
              0 views
              0 likes
              Last Post CortexZenUSA  
              Started by usazencortex, Today, 12:43 AM
              0 responses
              2 views
              0 likes
              Last Post usazencortex  
              Started by sidlercom80, 10-28-2023, 08:49 AM
              168 responses
              2,262 views
              0 likes
              Last Post sidlercom80  
              Started by Barry Milan, Yesterday, 10:35 PM
              3 responses
              10 views
              0 likes
              Last Post NinjaTrader_Manfred  
              Working...
              X