Maximum amount of data for backtesting

[rarmington]

Josh,

I had an issue with historical data going beyond 800,000 lines in the database. This was confirmed and duplicated by NT support staff about a year or so ago. Multiple attempts with different mixtures of tick data confirmed the limitation.

I am only posting this so someone else doesnt have to go through the same 1 month process I did, with support, to determine the limitation.
You guys have enough to do !!

Obviously I reference 6.5. Can you confirm NT7 doesnt have this limitation? I wasnt able to get a yes or no on that possibility: I dont plan on using NT7 until development confirms it can be stable enough for trading.

Thanks,
TJ

TJ,
That's exactly the kind of info that I was looking for. Thanks for sharing your experience.

Bob

[NinjaTrader_JoshP]

Trader.Jon,

There is no known limitation in this regards for NT7 since we do not store data in a database anymore. We use a repository where you can have as many data files in there as you want.

[Trader.Jon]

If you have infinite resources you can run infinite tests. NinjaTrader has no hard coded limitations.

Josh,

I had an issue with historical data going beyond 800,000 lines in the database. This was confirmed and duplicated by NT support staff about a year or so ago. Multiple attempts with different mixtures of tick data confirmed the limitation.

I am only posting this so someone else doesnt have to go through the same 1 month process I did, with support, to determine the limitation.
You guys have enough to do !!

Obviously I reference 6.5. Can you confirm NT7 doesnt have this limitation? I wasnt able to get a yes or no on that possibility: I dont plan on using NT7 until development confirms it can be stable enough for trading.

Thanks,
TJ

[NinjaTrader_JoshP]

If you have infinite resources you can run infinite tests. NinjaTrader has no hard coded limitations.

[rarmington]

Bertrand, thanks for your response. I guess I was looking for a more specific answer. Assuming that I have unlimited resources can would NT allow me to run a backtest with one, five or ten years of one minute historical data?

Does anyone else have any specific esxperience backtesting large amounts of one minute data?

What about charts. Can I display one, five, or tens years of minute data on a chart? What are NT's limits?

Thanks,
Bob

Bob, there's really no hard set limit, it would depend a lot on your system setup and available resources, however with minute data you go generally easier on resources than with tick related data.

[NinjaTrader_Bertrand]

Bob, there's really no hard set limit, it would depend a lot on your system setup and available resources, however with minute data you go generally easier on resources than with tick related data.

[rarmington]

Hi,
I would like to know what the maximum amount of 1 minute data (Emini) can be used for testing strategies.

Also what is the maximum number of minute data that can be displayed in a chart.

Thanks,
Bob