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Historical Data Sources and Content

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    Historical Data Sources and Content

    I would like to be able back test strategies across historical data using Renko Bars, Range Bars, and tick data.

    I currently subscribe to IQFeed. How can I bring this data into NT and what considerations do I need to make in terms of Futures and their expiration dates.

    I prefer to back test in quarterly increments and am hopeful this can overcome "roll over" issue.

    Please advise.

    #2
    Hello,

    Please be aware the historical tick data may not be available going more than a couple months back.

    To download data you can use the Historical data manager. You will also use this to ensure the proper data has been downloaded via the edit tab: http://www.ninjatrader.com/support/h...ta_manager.htm

    Before doing this you will want to configure your merge policy by going to Tools-> options -> Data tab. You will have three choices, details on those can be found here in the last section: http://www.ninjatrader.com/support/h...rical_data.htm

    Additionally please keep in mind that when using bar types like Renko bars backtesting will not be as accurate unless you use multi-series to handle exits since they do not cover all price action: http://www.ninjatrader.com/support/h...nstruments.htm

    Please let me know if I can be of further assistance.
    LanceNinjaTrader Customer Service

    Comment


      #3
      what is the ##-## used for when selecting expiry dates?

      Comment


        #4
        Hello,

        This is used for continuous contracts.
        KyleNinjaTrader Customer Service

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