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Maximum amount of data for backtesting

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    Maximum amount of data for backtesting

    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

    #2
    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.
    BertrandNinjaTrader Customer Service

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      #3
      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

      Originally posted by NinjaTrader_Bertrand View Post
      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.

      Comment


        #4
        If you have infinite resources you can run infinite tests. NinjaTrader has no hard coded limitations.
        Josh P.NinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Josh View Post
          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

          Comment


            #6
            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.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by Trader.Jon View Post
              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

              Comment

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