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Backtesting futures

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    Backtesting futures

    Hello Community,

    I`m importing VIX data to NT because I want to do a backtesting.

    The problem is I dont know how to configure the Tick size, tick value, Margin, ETC.

    Can someone help me please???


    #2
    Hello lismartin,

    Thank you for your post.

    To confirm, are you wanting to import external data via a text file? If so, these settings will not be needed. The format used for the txt. file name determines the instrument and associated tick and other settings to use.

    See below for more on import options.


    For manually adding an instrument, note that NinjaTrader comes preloaded with the most commonly traded instruments. Should you wish to add an instrument to your database that is not located in the preloaded lists, please follow these steps:
    • Navigate to the Control Center > Tools > Instruments window.
    • Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
    • Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
    • Left-click the OK button once each field has been filled out with correct information.

    The new instrument has now been created in your database. Should you wish to add this instrument to an instrument list:
    • Navigate to the Control Center > Tools > Instruments Lists window.
    • Left-click to select the instrument list that you wish to add this instrument to in the left panel, then left-click on the ‘add’ button at the bottom of the right-hand panel.
    • Type the name and (if applicable) front month of your instrument in the search field that appears. Press the Enter button on your keyboard to confirm this change.
    • Left-click the OK button to close the Instrument Lists window.

    Your new instrument is now added to the instrument list of your choice.

    Please let us know if we may be of further assistance.
    Eric B.NinjaTrader Customer Service

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