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How to setup a Data File to do historical testing
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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.Tags: None
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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
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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.
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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
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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
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