Backtesting FTSE 100 stocks

[Sardo_Numpsa]

Hi,

I am new to Ninja Trader, I just want to get an idea if it is suitable for my purposes.

I am looking to back-test a swing trade methodology on FTSE 100 constituent stocks on D1 time-frame.

1. If I can get hold of EOD data (e.g. Yahoo) for the FTSE 100 stocks as well as the FTSE index itself, am I able format the files and load into MT4 for back-testing?

2. Am I able to incorporate fixed fractional position sizing in the back-testing? i.e. position size for each trade is calculated using account % per trade and number of points between entry and stop.

3. Is it possible for trades to be conditional on the direction of the main FTSE index? i.e. only take long trades in a stock when FTSE is making news highs and vice versa for shorts?

Thanks

[NinjaTrader_PatrickH]

Hello Sardo_Numpsa,

Thank you for your post and welcome to the NinjaTrader Support Forum!

1. You can export data from NinjaTrader using the Historical Data Manager (Tools > Historical Data Manager). For information on the data formats in NinjaTrader please visit the following link: http://www.ninjatrader.com/support/h.../importing.htm
   You can backtest NinjaScript Automated Strategies in NinjaTrader using the Strategy Analyzer. For information on the Strategy Analyzer please visit the following link: http://www.ninjatrader.com/support/h...y_analyzer.htm
   
2. You can determine the size of your orders based on percent. For information on the Order Methods in NinjaScript please visit the following link: http://www.ninjatrader.com/support/h...er_methods.htm
   
3. It is possible to base your trades on the direction of another market or index. For information on multiple instruments and/or time frames in your NinjaScript code please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if I may be of further assistance.

[Sardo_Numpsa]

Great, thanks

[Sardo_Numpsa]

Quick question for anybody who has connected to the Yahoo EOD data.

I have got the data for FTSE 100 stocks working, however it only goes back one year, where on the Yahoo website it goes back to 1984.

Is there anyway of resolving this?

[NinjaTrader_PatrickH]

Hello Sardo_Numpsa,

Thank you for your response.

Please right click in your chart > select Data Series > change the DaysToLoad to your desired value > OK.

For information on working with price data please visit the following link: http://www.ninjatrader.com/support/h...price_data.htm

Please let me know if I may be of further assistance.