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Ninjatrader 8 Replay on imported data

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    Ninjatrader 8 Replay on imported data

    I am ready to start backtesting my strategy on a larger historical time frame. However, before I purchase data, which I plan to, I need to figure out how to import a sample file and view it on the strategy analyzer in NT8.

    The help files have not been very helpful. Would anyone be so kind as to provide the necessary steps to go from a csv to being able to run a strategy on strategy analyzer? It would be greatly appreciated!

    Thanks!

    #2
    Hello zaruski,

    Thank you for your note.

    In order to successfully import historical data into the platform, you must follow the proper formatting laid out in our online Help Guide.

    Historical data can be imported from a text file with a ".txt" extension within the Load tab of the Historical Data Window. Several formats and data types are supported and NinjaTrader can optionally build 'Minute' bars from tick data as well as 'Day' bars from tick or minute data.

    For more on this process, please review the Importing section of our Help Guide: https://ninjatrader.com/support/help.../importing.htm

    Once successfully imported, you can test by using the strategy analyzer (New > Strategy Analyzer) You can select a Sample Strategy such as SampleMACrossover under the General section and fill out the remaining values with your preferred settings.

    For more in depth look at our Strategy Analyzer, please review our Strategy Analyzer section of our Help Guide: https://ninjatrader.com/support/help...y_analyzer.htm

    Please let us know if we may assist further.
    Chris Sch.NinjaTrader Customer Service

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      #3
      Yes but in this case, do I need to create any connections?
      What I've tried to do is import the data as you described, and connect to the playback connection Then I change the type to historical, but I get a warning saying there is no historical data available
      Also I'm importing futures data for 2010. Will it work if I load it with the 06 19 symbol? Because otherwise, I can't seem to be able to switch to older contracts...

      Comment


        #4
        Hello Zaruski,

        Thank you for your post.

        If you are to use the Strategy Analyzer to backtest then you would need to be connected to your data feed provider but if you would like to replay the data to backtest then you will need to be connected to the Replay Connection.

        If you would like to use the Replay Connection with Historical Data you will need to have Tick data for the time period you are attempting to replay as this is the only type of data that is able to be replayed.

        Here is a link to our Help Guide on the different data type that may be used with the Replay Connection:

        https://ninjatrader.com/support/help...data_files.htm

        Lastly, you will need to use the appropriate expiry to match the dates that you are replaying so you would need to use the xx - 10 expiry if replaying data from 2010.

        Please let me know if I may be of any further assistance
        Last edited by NinjaTrader_Spencer; 04-05-2019, 12:19 PM.
        Spencer F.NinjaTrader Customer Service

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