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data for strategy analyser

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    data for strategy analyser

    i run my strategy 24x7 with IB. does NT collect all the ticks during that perod for me to use with Strategy Analyser or does it only hold 1 m inute data?

    #2
    Hello junkone,

    Thank you for your post.

    NinjaTrader should store your historical tick and minute data as long as this is configured by going to Tools--> Options--> Data tab--> check "Save chart data as historical".

    Since IB does not offer historical tick data, any data that you can test on for this interval will have to be saved from real-time. However you should be able to download any additional minute data from IB.
    MatthewNinjaTrader Product Management

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      #3
      IB provides min 5 sec resolution data. what resolution does NT save it. does it save only 1 minute data or even less than that. Becoz when i am running my strategy live, NT should be collecting all the data that IB sends to it. Is my assumption correct.
      My settings looks like this.

      Easy cloud file sharing for Mac, Windows, and iOS.

      Comment


        #4
        junkone,

        Yes those settings should work.

        The minute data will be constructed every 1 minute. For any lower interval, you will need to subscribed to a data provider who offers tick data which can be used for high frequency intervals.
        MatthewNinjaTrader Product Management

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