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Historical Data in MA

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    Historical Data in MA

    Hi,
    I have a few fx pairs where I'd like to get data without having to have a chart open, so I've added them in one MA with an indicator (lookback set at 60) configured on a 1min timeframe.
    I start my computer every morning at 7gmt and stop it at 22gmt.
    I'd like to know if when I start NT it will automatically download the data from 22 on the previous day to 7 on the current day (1 min timeframe)?

    I use Esignal as a datafeed with fx subscription.

    Thanks,
    Ryker

    #2
    Historical data loaded on the MA is triggered by the "# of bars to lookback" property, meaning you could not provide a start date but would need to set an appropriate "# of bars to lookback" value to cover the period you would want to download.

    Comment


      #3
      Thank you for your quick answer. Another question on the charts:
      When I open a 5mins chart, NT downloads 5mins bars or 1min?
      I'd like to build a 1min bar historical database of the symbol I trade. So if the chart doesn't download 1min bars, my only solution will be to have an MA with the appropriate # of bars loopback?

      Thanks

      Comment


        #4
        NT internally download 1 minute data and builds your 5 minute bars from it.

        Comment


          #5
          So if I understood correctly, if all my symbols are open in 5mins charts with an appropriate bars back, I won't need to have an MA open with a big # of bars.
          Great :-).
          Thanks again.

          Comment


            #6
            Your understanding is correct. You just need to make sure your # of 5 mins bars covers the period you want to download/have in your DB.

            Comment


              #7
              Can you explain in detail how to save price data without using chaarts?
              What indicator should i use and which options to choose?
              thx

              Comment


                #8
                To save price data you can either have a chart of the instrument open, a Market Analyzer with a large number of bars back open containing the instrument you want to record, or just use the Historical Data reload tool to download data manually.

                For the MA, you can put any indicator you feel like on it.
                Last edited by NinjaTrader_JoshP; 03-19-2008, 10:15 PM.
                Josh P.NinjaTrader Customer Service

                Comment


                  #9
                  I added an EMA 1 minute, on bar close and 43200 period.
                  This means it stores 1 minute data of the last 30 days, right?
                  Thx

                  Comment


                    #10
                    No.

                    I assume you mean market analyzer. Just put up an MA on 1 minute with default period. Then in the Market Analyzer properties, set the # bars back to the desired level.
                    RayNinjaTrader Customer Service

                    Comment


                      #11
                      "# bars back" is 5 minutes per bar or 1 minute per bar?
                      Thx

                      Comment


                        #12
                        Originally posted by skynetman View Post
                        "# bars back" is 5 minutes per bar or 1 minute per bar?
                        Thx
                        I'm not quite sure I understand your question. If you have a 1min bar loaded into the indicator and your look back within the properties is set to 5. NinjaTrader is looking back at five one minute bars.

                        If you are loading an exponential moving average with a period of 43200. You will be taking 43200 bars into the calculation of the EMA.

                        Comment


                          #13
                          Originally posted by NinjaTrader_Eamon View Post
                          I'm not quite sure I understand your question. If you have a 1min bar loaded into the indicator and your look back within the properties is set to 5. NinjaTrader is looking back at five one minute bars.

                          If you are loading an exponential moving average with a period of 43200. You will be taking 43200 bars into the calculation of the EMA.

                          ..so if i have a 30min bar loaded into the indicator and your look back within the properties is set to 20, NinjaTrader is looking back at 20 thirty(30) minute bars?

                          also..can i load daily data into MA and then use/convert that data for intraday ?
                          ex; use 30min data from daily data
                          Last edited by mystiq; 07-15-2010, 11:46 PM. Reason: added info

                          Comment


                            #14
                            Yes, this would use a bars lookback setting according to the series you specify, either 20 30 min bars or 20 daily bars.
                            BertrandNinjaTrader Customer Service

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