Basically I want take a Quant type algo and recreate in NinjaTrader so that I can use my NinjaTrader platform instead of paying for their platform. Here is the algo I want to recreate:
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Historical Data Replay for stocks/Funds
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Historical Data Replay for stocks/Funds
I am working on a long term strategy for making trades based on signals from daily data of ETFs such as DBB, XLI, IGE, SHY, UUP, etc. I was able to download the Daily bars for these instruments from Kinetick End of Day data and see the data in the Ninjatrader DB. When I try to replay this data using Historical Replay, NinjaTrader complains that the symbols are not found. It also does not allow me to select the data ranges for the data I've downloaded. Is it not possible to replay daily bar data? I want to replay the last 12 years of data from these instruments and make trading decisions on Futures vehicles such as /NQ and /ZB based on the signals generated by the ETFs. I'm planning to use my TDAmeritrade data feed for live trading, but I need historical replay working so that I can test.
Basically I want take a Quant type algo and recreate in NinjaTrader so that I can use my NinjaTrader platform instead of paying for their platform. Here is the algo I want to recreate:
Last edited by CyberNate; 11-17-2020, 08:19 PM.Tags: None
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Hello CyberNate,
Thank you for your note.
Unfortunately, the playback connection would require historical tick data or market replay data in order to replay successfully. There is not a way to use historical daily data within the playback connection.
Please see the Playback Connection section of our Help Guide for more info: https://ninjatrader.com/support/help...8/playback.htm
Please let us know if we may assist further.
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