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Back test on external data with already predicted values

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    Back test on external data with already predicted values

    Hello
    I will have a intra day strategy based on Artificial Inteligence and that will predict H, L and Close of every next minute. My problem is that I will have just just historical data and the already predicted values for next minute. End that is it. I must put there some simple logical rules for Entry and do back test first without a SL. So my question is technical: Can I import the "external data" with predictions to the NT and set up the rules for trading and to do back test?
    Thank you.
    Deux008

    #2
    Hello Deux008,

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

    It is possible to import historical data into NinjaTrader using the Historical Data Manager. You can find information on this at the following link: http://ninjatrader.com/support/helpG.../importing.htm

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      #3
      Hello,
      My question is not about " historical data" only. It is about import " p r e d i c t e d ". " v a l u e s " and about doing back test on it. I do belive it is clear now. Thank you.
      Last edited by Deux008; 01-11-2016, 09:05 AM.

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        #4
        You will need to clarify what "predicted values" are. Please provide additional information on what the predicted value would. Any examples you could provide would also be helpful.

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          #5
          In this matter there will be added one (or 2) column to the original historical data and this column is the predicted Close for the particular day (row) . So the record for daily prediction should looks like this :
          01/02/2016, Open 1.23, High 1.31, Low 1.01, Close 1.02, "Predicted Close " 1.11 , " Stop Loss "1.35 .

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            #6
            Deux008,

            I see, in this case you would need to implement either StreamReader or the IO functions.
            You can find two examples at the following links:

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