Historical Data

[netjms]

I have been developing some strategies that have proven themselves in the short-term and now would like to expand testing with a larger time series (+1 year). My strategies are based on range bars. Can you point me to posts and/or documentation on how range bars are created? I have ported my code to NT7 but I assume this process didn't change from 6.5. Let me know otherwise.

I am looking to purchase data but want to make sure I am getting the correct format. I have read that range bars are built from minute data. Most of the historical data I have seen is in 1 minute formats. I do not see how this would work. Wouldn't you need EACH tick with time stamp to build the range bar? One minute intervals would not seem granular enough to accomplish this.

Please help me clear this up. Also if there are recommendations for histrocial data providers, I would appreciate that information as well.

Thanks

[NinjaTrader_RyanM1]

Hello netjms,

Please see here for how NinjaTrader constructs chart bars.

Range bars are built with tick data, not minute data.

This investopedia article may be helpful for learning more about range bars.