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How to record the historical data and use it when testing a strategy?

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    How to record the historical data and use it when testing a strategy?

    1. Does Ninjatrader can record historical data except the real time data recording function? For Example, if I did not record the real time data of QQQ, is there a way that I can record its historical data of last month for 1 hour and 15 minutes bars?

    2. How to use the recorded data when testing a strategy?

    Thanks!

    #2
    I assume you're referring to backtesting of an automated strategy. My answers will be based on that assumption:
    1. If you're connected to a data provider that supplied historical data for the instrument you're backtesting, it will be automatically downloaded when you run the backtest if the data is available.

      If you're missing historical data for an instrument, this can be downloaded manually if you're connected to a data provider that supplies historical data for that instrument. Here is a link with more information about downloading historical data manually



      If you do not have the relevant historical data and have no way to download it, then recording in real-time is an option when connected to a provider who supplies real-time only for your instruments. Keep in mind that you'll have gaps for any period of time that you were disconnected:
    2. The Strategy Analyzer window will automatically pull in historical data that it needs to run the test assuming that A) you're connected to a historical data provider and/or B) you have the data stored locally.

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

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      #3
      Hi Patrick, thank you for the answers! How can I load the historical data for a specific period of time into the chart when I need to run a strategy over the chart. For example, I would use the ES data of January to test the strategy on a chart with ES, how can I make the chart link to the ES data stored locally? Thanks!

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        #4
        You can define the a range of historical data to load on your chart by changing the Data Series' "Load data based on" to "Custom range" then selecting your desired start and end date:

        https://ninjatrader.com/support/help...riesParameters

        Here is a link which goes into further detail about viewing strategy performance on a chart:

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