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How to Backtest a Strategy Using Historical Data Files

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    How to Backtest a Strategy Using Historical Data Files

    Hello,

    My trading strategy is fully developed, and I am ready to do some backtesting for some much needed performance data.

    The data I chose to use for said backtests are CSV files that contain data all the way back from 1991. I created a script to convert my files into the correct formatting for a successful import.
    The reasons I prefer this method instead of the standard download of Market Replay is:
    • The data is local, and will not take more than a minute to load in.
    • The data is 5 Minutes, which is enough for my strategy (And hopefully enough for NinjaTrader).
    • I might eventually code a fast, automated importer for all my historical data (147 Files).

    I have tried to search this forum for a solution to a similar problem, and YouTube for a proper guide on backtesting with Historical Data, but to no avail.
    Once I

    Here's my issues:

    1. Charting Historical Data
    Every time that I load my Historical Data, I would like to check it out in the chart window. I don't know how to do that entirely. I just need to know if this is possible, and if it is then how do that.

    2. Using Playback with Historical Data
    I want to be able to play back my Historical Data just like a Market Replay. There seems to be an option for this in the Playback window, but I don't understand how to use it.


    Happy Holidays,
    Anton Abramovych

    #2
    Hello Anton,

    Historical data will automatically load for corresponding bar types once imported.

    Below are links to the help guide on importing historical data.



    To run historical data in Playback this must be historical tick data. Minute data will not work.


    Below is a public link to a video on Playback.


    Chelsea B.NinjaTrader Customer Service

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