Confused on Databases

[timmbbo]

Hi there, I'm not clear on what each of the subdirectories under /db should hold?

Sometimes when I run a Playback or Optimization, the results come out all zeros. I'm not sure if this is because my strategy generates no trades, or the data is missing. Where do Playback and Optimization get their data from? Thanks

[NinjaTrader_ChelseaB]

Hello timmbbo,

Backtesting, Optimizing, and loading historical data on a chart is Historical data.

Playback uses Market Replay data which are recordings. When you first open a chart in Playback, the historical data loads on the chart. When you click play and the recording starts playing, that's market replay data.

Historical data comes from a connected data provider or broker.

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

Market Replay data can be downloaded from NinjaTrader's Market Replay servers directly or can be recorded from a real-time feed.
The most popular futures and forex instruments are recorded on our market replay server and will usually have up to 90 days worth of data available.

https://ninjatrader.com/support/helpGuides/nt8/index.html?set_up12.htm#HowToDownloadPlaybackDataFromTheNinjaTraderServer

Below is a link to a video on Playback with Market Replay data.

https://youtu.be/CktTvESKo4w

You can confirm what historical data and what market replay data you have downloaded in the Tools -> Historical Data window on the Edit tab.

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

An easy way to know if you have data in a script, is to print the time of the bar at the top of OnBarUpdate().
If you see bar time stamps, you've got data. And you can tell how much.

If you can confirm there is data, debug the script.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1180531-strat-will-not-show-any-historical-data?p=1180548#post1180548