Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Saving Tick Data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Saving Tick Data

    How do I make sure that daily tick data is stored to my computer. It seems that some days when I backtest a strategy, tick data is automatically stored, and some days it is not. I'm not sure what I am doing differently on these days and would like to know how to store daily tick data, perhaps automatically without even having to be backtesting that day. A free source for historical forex tick data would also be good if one is known.

    Also, how do you incorporate a spread for forex trading into your backtesting and how exactly does this work?

    Thanks

    #2
    Tick data is always stored on your PC as it is loaded from a connection that supports historical data. You could introduce slippage at the time you run a backtest. This is set in the strategy dialog window when running a backtest.
    RayNinjaTrader Customer Service

    Comment


      #3
      I don't know what slippage means and I don't know what connection would support historical data. I'm asking (since forex.com only gives 24 hours of historical data), how I save that data to my computer.

      Comment


        #4
        Tools > Account Connections

        Select your GAIN connection, then change the historical data access to use "NinjaTrader servers" --> You will now get more than 24 hours data.

        RayNinjaTrader Customer Service

        Comment


          #5
          I have done this and still I get spotty historical data. When I run a backtest I only get trades from 3 days in the last month (I assume days in which I ran backtests that data was saved) I just don't know how this data was saved.

          I thought ninjatrader did not have historical forex data for backtesting? Do you have tick data? Thanks

          Comment


            #6
            If you have done this and the data is not sufficient, then you can look at eSignal or DTNiQ as add on service for historical FX data.
            RayNinjaTrader Customer Service

            Comment


              #7
              How far back does ninjatrader have historical tick data for forex?

              Comment


                #8
                At least 1 year.
                RayNinjaTrader Customer Service

                Comment


                  #9
                  "Ninjatrader Servers"

                  Ok, so changed my historical data feed to ninjatrader servers and still I only get 24 hours of historical data. What gives? (this is for forex through gain capital)

                  Comment


                    #10
                    >> Ok, so changed my historical data feed to ninjatrader servers
                    - how exactly did you you do that?
                    - try Tools->Historical data->Reload
                    - which connection are you connected to as you try?

                    Comment

                    Latest Posts

                    Collapse

                    Topics Statistics Last Post
                    Started by TheWhiteDragon, 01-21-2019, 12:44 PM
                    4 responses
                    542 views
                    0 likes
                    Last Post PaulMohn  
                    Started by GLFX005, Today, 03:23 AM
                    0 responses
                    3 views
                    0 likes
                    Last Post GLFX005
                    by GLFX005
                     
                    Started by XXtrader, Yesterday, 11:30 PM
                    2 responses
                    11 views
                    0 likes
                    Last Post XXtrader  
                    Started by Waxavi, Today, 02:10 AM
                    0 responses
                    7 views
                    0 likes
                    Last Post Waxavi
                    by Waxavi
                     
                    Started by TradeForge, Today, 02:09 AM
                    0 responses
                    14 views
                    0 likes
                    Last Post TradeForge  
                    Working...
                    X