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Optimizing over the weekend ?

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    Optimizing over the weekend ?

    Would the data at the weekend used by the Optimizer be the same as the weekday when the markets are live? In both cases the data feed would be connected, in my case FXCM
    I imagine both instances use historical data but would the data be less reliable when connected to a data feed at the weekend? when markets are closed.
    I am also assuming the green light is on and a successful connection is established at the weekend.

    Of course, the weekend live data would only cover to close on Friday night.

    How would the optimizer draw its data at the weekend ? would it draw data from stored downloaded historical data or would it use the historical data from the connected FXCM feed even though the markets are closed?

    The reason for these questions is that I would like to optimize over the weekend and study the results and concerned that the weekend data may be different from weekday data.

    Regards and thanks


    #2
    Hello fredfred,

    Thanks for your post.

    The Strategy Analyzer will use data that is on the platform if it is available. If the data is not available and you are connected to your data provider, the data would be downloaded. Historical data is available when you are able to connect to your provider regardless of if realtime data is streaming.

    The Strategy Analyzer also only uses historical data and is not affected by realtime data. As long as you are testing the same time frame and have the data, you will be testing the same data whether you are connected or not.

    We would not expect the historical data that is retrieved to be different if it is requested during the week or over the weekend.

    Please let us know if you have any additional questions.
    JimNinjaTrader Customer Service

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      #3
      Thank you for the information.

      If I wanted to clear all my historical data on my computer how would I do that ?

      Thanks

      Comment


        #4
        Hello fredfred,

        Historical data is stored in the Documents\NinjaTrader 8\db\ folder. You could close the platform and delete the contents in the 'minute' 'day' and 'tick' folders to clear your historical data repository, or you can use the Historical Data Manager (Control Center > Tools > Historical Data Manager) and right click on Historical and select Remove.

        Please let me know if there is anything else I can do to help.
        JimNinjaTrader Customer Service

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