Data Question

[diggerydoo99]

I download data for an instrument from IB set to minutes. I do some backtesting, daily no problem. I then switch from daily to hourly, same instrument, and It starts downloading the data for the same time period over. What gives?

[NinjaTrader_ChelseaB]

Hi diggerydoo99,

Thanks for your note.

NinjaTrader will download new data if it detects there is any data missing for the time period requested.

If viewing the current date, switching intervals to an hour interval will always try and re-download to get up to date data.

Hourly data is based on minute data. Daily data is separate.

There are 3 types of data NinjaTrader uses: tick, minute, daily.

Below is a link to the help guide that explains when NinjaTrader downloads historical data. Please read the section 'When does NinjaTrader load historical data?'.

http://www.ninjatrader.com/support/h...rical_data.htm

[diggerydoo99]

Thanks

Appreciate your response.

[diggerydoo99]

Still problems

I have downloaded data for an instrument from IB first daily data for the past year. I then downloaded minute data for the same instrument from IB for the past year. I then did a backtest for the past 10 months on the instrument, 60 min. time frame and it immediately started downloading data. This is sort of a pain in the neck because there is a data limit with IB and it times me out. Any ideas?

[diggerydoo99]

By the way

Also, on options-data I have save chart data as historical and record for market replay checked.

[NinjaTrader_Kyle]

Hello,

Are you working with a futures instrument? If so, what Merge Policy is currently used in the Options menu's Data tab?

[diggerydoo99]

Merge or not

Hi, no I'ts an etf,UPRO. I had it set to merge back adjusted. I switched to do not merge, results seemed the same my first exec. was 9/26/12. I switched to Merge non back adjusted and my first exec. was 9/4/12, but my backtesting results were way different than the previous two.

[NinjaTrader_ChelseaB]

Hello diggerydoo99,

Thanks for your note.

What method did you use to download the historical data from IB for the back test?

Did you open a chart with 300+ days to load?

Did you use the Download tab in the Historical Data Manager?

If you run this test twice, does the data download the second time your run the test?

Are you including today in the backtest date?

[diggerydoo99]

To download the data, I went to Hist. Data Man. clicked download, clicked day, and set the dates in 3 month intervals from 1/1/11 to the default end date(Day before the actual date).When I opened up a weekly chart it only went back until the last week of 2012. When I reran the test not connected to the data provider, I didn't get any unusual messages. When I reran it connected to the data provider it tried to download the data again. Problem is you can't download that much data at one sitting with IB because they will time you out. It's supposed to be for 5 mins. but sometimes quite a bit longer.

Thanks for your interest in the matter.

[NinjaTrader_ChelseaB]

Hi diggerydoo99,

I'd like to know if all of the data is in the Historical Data Manager that you are requesting from the backtest.

What instrument are you backtesting on?
What interval are you using for your backtest?

• Please click Tools -> Historical Data Manager
• Click the "+" to expand the instrument that you are using for backtest -> then type of data (Last, Ask, or Bid) -> then the interval
• Take a screenshot of this window with as much data in view as possible

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

For detailed instructions please visit the following link
http://take-a-screenshot.org/


Also, I'd like you to test to see if this issue still exists if you use a smaller time span. Please try backtesting twice over just a few months. Let me know if it downloads data on the second test.