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Backtesting range bars

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    Backtesting range bars

    My understanding, and please correct me if I'm wrong, is that one can't backtest tick data in NT 7. Does that mean that one can't backtest strategies that require range bars as those bars are directly built on tick data?

    #2
    Hello sgordet,

    Thank you for your post.

    Yes you can back test tick data - as long as you have access to historical tick data from your data provider.

    Click here for more information on the varying levels of data of our supported connectivity providers

    You are correct that range bars are built off of tick data, therefore you will need historical tick data in order to back test range bars. Can you please clarify who you use as your data provider?
    MatthewNinjaTrader Product Management

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      #3
      Thanks, Matthew.
      I use IQFeed. According to their website, I have access to 4 months of tick data. I was wondering what happens during the backtest when I run past the four months; does it go to the nearest minute bar, give me meaningless results, or does something else happen?

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        #4
        Hello,

        Nothing else will happen - you will not see any backtest results from a time period in which you do not have any data.
        MatthewNinjaTrader Product Management

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