Very important configuration data

[pstrusi]

Hi Ninjas,

I've just realized (cause many backtest) that I need as incoming forex tick data, just BID and ASK, in order to work ( BID+ASK) / 2 in my charts and Algos; I know that I can do that through my codes; so my goal is:

- Since I work with interactivebrokers, how can I set my configuration and connection, in order to receive and save this tick forex data ( BID, ASK, BID+ASK/2 ) into my database? I understand by default it comes in such weird way, where Last = Last bid, I can't work properly with that set.

Thanks a lot for your attention

[NinjaTrader_Kyle]

Hello,


Thank you for your post.

1.) To save chart data:
Open the Options menu (Tools > Options) then navigate to the Data tab.
Check the 'Save Chart Data as Historical' option.

2.) Historical data will now be saved when data is displayed. If you wish to save bid/ask data, you will need to display this data within a chart so that recording can take place.

[pstrusi]

Thank you Kyle, I thought that tick data was automatically saved tick by tick without xtra configuration in charts, but this is great cause I can customize the data that I want.

So summarizing: if I'd like to save BID, ASK ticks, I should chart in the same screen : BID, ASK, but how could I set as "last" the following tick: ( Bid+Ask)/2 ?

[pstrusi]

Another question:

Let's assume that I chart a 2 range chart, Bid, Ask...the data will be saved tick by tick, or by that range ? this is kind of confuse to me

[NinjaTrader_Kyle]

Hello,

1.) Custom programming would be required for the other format.

2.) Data is saved tick-by-tick. Interval would not have an effect on how data is held by NinjaTrader for later use.

[pstrusi]

Custom programming like creating an indicator? if so, that's easy, what I don't know is how to instruct to NT, saving that data as "Last tick"

Any help ot hint about will be highly appreciated, thanks Kyle

[NinjaTrader_Kyle]

Hi,

Thanks for expanding on your needs with that last update.

It's not possible to change how Last price data is saved.

[pstrusi]

Well, that feature maybe should be considered to be added for coming updates, cause both way could lead to different backtests.

Thanks anyway for your attention

[koganam]

Well, that feature maybe should be considered to be added for coming updates, cause both way could lead to different backtests.

Thanks anyway for your attention

We do not have access to the Database schema or API, so you probably cannot do that. But as you can record the Ask and Bid and refer to them, why do you need to be able to record what is in effect a calculation anyway. If you want to use Historical Bid/Ask data, instead of Last, just add them as Price DataSeries.

ref: http://www.ninjatrader.com/support/helpGuides/nt7/using_historical_bid_ask_serie.htm

[NinjaTrader_JC]

Hello pstrusi,

We are taking it under consideration for future releases of NinjaTrader and it has been assigned a tracking ID. See the following thread.

http://www.ninjatrader.com/support/forum/showthread.php?t=56108