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Historic Data import zero value

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    Historic Data import zero value

    I am importing historical stock minute data from a text file.

    If there were no trades during that minute the text file has zero as the value for open high low close. This is causing the back testing stop loss to trigger.

    Is there something I can set in NT to correct this on import?

    If I need to manually correct it in ninja...

    Is it better to enter the previous minute open high low close or simply exclude that line of data?

    If I exclude the line will that affect the time frame?
    Let say a 3 minute bar starts at 9.57am and closes at 10.00am if I exclude the bar time stamped 9.58am will NT still see 10.00am as the close of the bar or will it change to 10.01am.
    Basically is NT counting 3 bars (for a 3 minute bar) or is it looking at the time stamp?


    Thanks for the help


    #2
    Hello,

    Thanks for your post.

    NinjaTrader would use minute data in this case and would need to consider all 3-minute data rows involved.

    For the 0 value issue, yes, I would suspect repeating the last previously known value would remedy this for your strategy. You'll just need to ensure the data adheres to the correct format:

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

    Please let me know if I may be of any further assistance.
    Marco G.NinjaTrader Customer Service

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