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Import Data to execute backtesting

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    Import Data to execute backtesting

    Hi All,

    I was wondering if the below scenario is possible within NinjaTrader.

    If I can import into the tool, a pre-defined list of stocks with date, time, price and action ( buy/sell), can i perform back-testing for this for the date on which the signal was generated. The expected result is if the target or SL is hit first.

    The evaluation needs to happen atleast on 5 min time frame but not in real time. I can run this end of day as well.

    Regards,
    Konal

    #2
    Hello Konal,

    Thank you for your post.

    There's not exactly a way to import a list of dates, times, prices and actions to backtest. You'd need a NinjaScript Strategy, though you could certainly have that read from a file of signals and fire the appropriate signals on the necessary instrument as those times are passed in the Strategy Analyzer, however.

    Here's a link to our help guide that goes over how to use StreamReader to read data from a file:

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

    You could utilize this same sort of setup within a strategy and base your order submittal on the values your script reads in.

    I'd also review the section on Multi-Time Frame and Instruments:

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

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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