How to run analyzer on .ntm files ?

[maxima]

I never did any manipulations with data so now I am a bit confused.

I have downloaded bunch of ES data in .ntm files. I understand these are Replay data.

However I want to run my strategy on these. Is there an instruction with step by step information?

What do I do to feed it into the analyzer?

Sorry if it was asked already. Cant see relevant thread.

[NinjaTrader_RyanO]

Hello maxima,

Thank you for your post.

To run the Market Replay files you will need to place the .ntm files in the proper location. That location is My Documents-->NinjaTrader 6.5-->db-->data. Within that folder each file needs to be in a folder for the particular date, named 2009xxxx, where x is the date.

Then to view that data within NinjaTrader you will want to connect to the Market Replay files. To connect please go to File-->Connect-->Market Replay Connection-->Choose the date for which to replay data.

Once you are connected you will have a play button that will enable to begin playing the recorded data as if it is real-time data.

Once the recorded data is playing you can open a chart and apply your strategy. Please see the following link for more information.

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?StrategiesOnCharts

There is no benefit to backtesting a strategy with the Market Replay connection since the Strategy Analyzer uses historical data.

However, if you apply a strategy, as if it were in real-time, to the Market Replay data you can view how the strategy would perform in real time.

[maxima]

Thank you Ryan for the detailed answer. Is very helpful.

I just read help and found that I can import tick data from text files in format yyyyMMdd HHmmss;price;volume

I can write a quick utility to convert ntm file into needed text formt.

My question - is it legal to do? Can NT advice on ntm file format?

[NinjaTrader_RyanO]

Hi maxima,

You can do this but it is not supported. If you were to convert the replay data into historical data for importation we would be unable to support the resulting outcome.

Additionally, before doing this you will want to make sure that the data you are using belongs to you.

Also, NinjaTrader 7 will feature the ability to download market replay files. Please see the following link for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[maxima]

many thanks Ryan.

NT7 is not coming out till 2010 is that right?

Do you know where can I find ntm file format description? I mean I understand that you dont support it but may be you have it somewhere at hand... if not no problem I will see what I can do...

[NinjaTrader_RyanO]

Hi,

NinjaTrader is scheduled to be released at the end of this month. Please see the following link for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7_Letter.htm

As for a description of the .ntm files, unfortunately that information is not available to me.

[maxima]

NinjaTrader is scheduled to be released at the end of this month..

Oh WOW! Congratulations! That is great news for us users too !