Switch between data providers in backtests?

[NT-Roland]

Hi Experts,
Is it possible to switch between different data providers in backtests? If not, can this feature please be added?
I always test strategies against DIFFERENT data feeds. I consider this a very important check step. The smaller the difference, the better.
Right now, I don't know how to do this other than via deleting the historical data from provider A, then activate provider B, then run the backtest again.
That's really stupid. I would be glad to hear, well, you don't need to do this because ...
However, if NT doesn't do the trick today, please add this functionality.
Thx.
NT-Roland

[NinjaTrader_ChelseaB]

Hello NT-Roland,

Connecting or disconnecting from a data feed is possible, however do keep in mind data loads before a backtest is run.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/connect.htm

https://ninjatrader.com/support/helpGuides/nt8/disconnect.htm

[NT-Roland]

Hello ChelseaB,
Thanks for getting back to me. Does this really help?
If I first load historical data from provider A, then run a backtest, then disconnect from provider A, then connect to provider B, then run the same backtest again, the result of the backtest does NOT change. However, if I delete the historical data from provider A (painful because bulk delete e.g. for futures is not available), then connect to provider B, then run the backtest, I get different results.
Thus, the question is, how can I ensure the data is always refreshed after switching between providers in a backtest.
Of course, it would be even better, if the data does not needed to be deleted/loaded again, if already available. If separate default directories by data provider for the SAME instrument were available, it should be sufficient to just pick the respective provider (and perhaps indicate the directory where the data is located) and run the backtest with already existing data.
What am I doing wrong?
NT-Roland

[NinjaTrader_ChelseaB]

Hello NT-Roland,

The data doesn't change because it's been cached.

You can choose to delete historical data so this is re-downloaded.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/index.html?editing.htm#HowToDeleteHistoricalData

[NT-Roland]

Hello ChelseaB,
Exactly. Wouldn't this be a major improvement if the user hadn't to delete and reload when backtesting strategies against different data providers?
Or if some sort of bulk delete for more than one future expiry date was made available?
If you backtest future strategies against a full portfolio, you have an awful lot of expiry dates to pick one by one.
A fix for that would be a big time saver, even if the data then had to be reloaded.
NT-Roland

[NinjaTrader_ChelseaB]

Hello NT-Roland,

You can delete all historical data for all instruments and expiry months at the same time.
Do this instead of deleting historical data one contract month at a time.

I have submitted a feature request on your behalf for historical data to be deleted and re-downloaded before each backtest.

Once I have a tracking ID for this request I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hello NT-Roland,

This request is being tracked with ID# SFT-4384.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm