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    Data Feed question

    I am about to set up forward testing and I have a couple questions. I have only done testing with historical data that I imported.

    I just got my account set up with my Forex broker and now have a connection.

    My strategy requires 41 days worth of daily data for each calculation. Let's say my computer is shutdown for a day accidentally. When I get home to turn it back on, will it load the days worth of data that it missed from the broker?

    Also, I used 1140 minute bars (1 day bars) in my backtesting since I had to import from TS. Should I apply my strategy to daily charts? Or 1140 minute bar charts?


    Thanks.

    #2
    Provided your data provider offers historical data it will backfill your database for you automatically.

    I would say use daily charts since it is more standard, but it is up to you.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      the Forex broker I'm currently using doesn't provide historical data.

      So, I imported from TS using NT's script, and the program would only allow 1 minute exports and imports.

      The problem is that I need to apply my strategy to a daily chart. I imported 60 days of 1 minute data for EURUSD, but it wont modify this into a daily chart.

      How can I apply my strategy to a daily chart using the 60 days of 1 minute data?

      Thanks


      Originally posted by Josh View Post
      Provided your data provider offers historical data it will backfill your database for you automatically.

      I would say use daily charts since it is more standard, but it is up to you.

      Comment


        #4
        Use your 1440 min bars then. It will produce the same results as a daily chart provided your imported data does not contain pre/post market data. If it does it will still be mostly the same except your OHLC will engulf pre/post market hours.
        Josh P.NinjaTrader Customer Service

        Comment

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