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Ticks in minute bars

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    Ticks in minute bars

    Hi,

    I have a question from our programmer who is not fluent in English, so as I’m an intermediary here the question might be confusing. Please, tell me if more explanations are needed:
    We use one minute bars for our strategy, however we also need information about each tick (in particular we need time of each tick). We could get tick data and then accumulate it into one minute bars, but maybe there is already a feature for that at NT6.5?
    Thank you.

    #2
    Hello OlgaD,

    I am not sure if I completely follow. You can specify on what type of data your strategy will be tested in the Strategy Analyzer in the properties menu that will appear upon performing a backtest, optimization or walk forward test. Please see the link below for more information.


    You can select the type of data at 'Data Series'-->'Type' and 'Value'.

    Note that you will need to have access to historical tick data either in the database or via your data feed.

    In addition, you can export historical data as per the instructions at the following link to check the timestamp.
    JasonNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jason View Post
      You can specify on what type of data your strategy will be tested in the Strategy Analyzer in the properties menu that will appear upon performing a backtest, optimization or walk forward test.
      Is there a feature to use two types of data in one strategy?

      Comment


        #4
        Yes, this is possible. Please see the link below for more information.
        JasonNinjaTrader Customer Service

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          #5
          Thank you very much!

          Comment

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