Historical Data Sources and Content

[Ironplates]

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.

[NinjaTrader_Lance]

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.

[Ironplates]

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

[NinjaTrader_Kyle]

Hello,

This is used for continuous contracts.