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backtesting not working with Kinetic data

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    backtesting not working with Kinetic data

    I have recently created my first strategy with the strategy wizard and tested it with good results with my Mirus/Zenfire data feed for the last 30 day period.

    Today I subsribed to Kinetic data for backtesting purposes and have just tried to use my strategy to back test a 1 year period from today but, when I try and do it in Strategy Analyzer, it will only go back 6 days?

    I am using instrument ES ##- ##, I have the date period selected as 10/10/2010 to 10/10/2011, I'm connected to Kinetic data, but, other than that , I can't figure out what I'm doing wrong.

    Any help would be greatly appreciated!

    #2
    Hello tammyd549,

    What interval are you testing this against? Kinetick restricts the amount of historical tick data available during market hours. Tick data would be used anytime you backtest tick, volume, range, second, or renko.

    You can get the most historical data, by requesting data after market hours - 4:30 PM eastern time.
    Ryan M.NinjaTrader Customer Service

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      #3
      Thank you, I am using range bars so, I will try again when the markets close.

      Comment


        #4
        Hi, I am using Zenfire as my data source. Is it possible to get historical data from Zenfire? I have tried to download several times and have failed. I need data for the last 5 years.

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          #5
          sandeshrai,

          There were reports of a few items regarding the historical data servers from earlier this evening, however as now, the historical data servers are back up and running.

          Please make sure to restart NinjaTrader and reconnect. If you are missing any data between now and the globex open, please make sure to right click on your chart and select 'reload all historical data'.

          Please let me know if you need further assistance.
          MatthewNinjaTrader Product Management

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            #6
            Downloading Historical Data

            Originally posted by NinjaTrader_Matthew View Post
            sandeshrai,

            There were reports of a few items regarding the historical data servers from earlier this evening, however as now, the historical data servers are back up and running.

            Please make sure to restart NinjaTrader and reconnect. If you are missing any data between now and the globex open, please make sure to right click on your chart and select 'reload all historical data'.

            Please let me know if you need further assistance.

            Tried downloading the data again. The data does not apear to be downloading properly. Some part of the data is getting download, but only part of the data is getting downloaded.

            For example, I tried downloading ES data from 6/1/2010 to 12/31/2010 by highlighting ES 03-11. I had ticked 'Tick' as the interval and Ask, Bid and Last Data types.

            When I checked in edit mode, it has downloaded just 'Ask' for ES 12-10 only from October to December.

            Comment


              #7
              Hello sandeshrai,

              The Zenfire connection is primarily real time data and execution. The historical data provided is recorded by NinjaTrader from the real time stream and offered as a courtesy. You will typically only have data for the current front month, and is not meant to replace the historical data you would get with a stand-alone data service like Kinetick, eSignal, or BarChart.
              Ryan M.NinjaTrader Customer Service

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