Forex historical data

[fle__]

Hi,
I'm having a lot of trouble testing a forex strategy that is using the following pairs with daily data :
"EURUSD","EURGBP","EURJPY","EURAUD","EURCHF","EURN ZD","EURNOK","EURCAD","GBPUSD", "USDCHF","USDJPY","AUDUSD","USDNOK","NZDUSD","USDC AD"
My broker / feed is IB.
My NT version is 6 5 1000 14
My TWS version is 898.4

When I try to launch the strategy, historical data are requested to IB, and I bump into IB's limitation for historical data request.

I have tried to call individually each pair (ploting them on a chart) to have all data stored locally.
But when I tried to launch the strategy again, a request for historical data was sent to IB with the same result as above (I can see in the popup window that historical data are loaded).

It is as if my data were not stored when I call up a chart.

I have checked my settings, and the option "Store realtime bar data" is enabled.

I have also tried with Gain, using the settings described in the documentaton, but I can't have historical daily data.

Thank you for your help.

[NinjaTrader_RyanO]

Hello fle,

Thank you for your post.

Unfortunately, this is a limitation of the IB historical data. And, yes, everytime you connect it will request historical data. Please see the following link for more information.

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

However, what you can do to test your strategy without this limitation of IB is to load the historical data once. Then go to Tools-->Account Connections-->highlight the IB connection-->Change-->Next and then disable the historical data. This will then use the data that you just stored in your database from the IB feed and will prevent historical data requests.

When finished you will want to enable historical data again.

[fle__]

thank you for your very prompt reply;
what shall I do to "to load the historical data once" ?
I thought that charting the instrument on the testing period would have been sufficient.

[NinjaTrader_RyanO]

Hi,

To load the data once you will want to chart the instrument while historical data is enabled with IB.

Then, once you have the data you want for each of the forex pairs you want to test you will want to disconnect and then disable historical data and then reconnect to IB.

From that point you will receive real-time data from IB, use the historical data in the database and then you can apply and test your strategy.

[fle__]

Thank you,
I will do as you suggest.
Regards