backtesting Ninjascript with own historical data

[YD777]

I've read lots about people using Ninjatrader with historical data to evaluate performance of your algorithms. But what about back testing to check the logic of your code? That is, making sure it is doing what you want. Are either of these options possible:

1) Back test with imported data on my hard drive. This is not data "recorded" with the software, but rather historical minute by minute data I purchased from another source.

2) Back test with historical data provided by Ninjatrader WITHOUT needing to purchase a data feed and record the data manually?

I simply want to make sure that I code my strategy correctly in Ninjascript before I even think about back testing to evaluate performance.

[NinjaTrader_ShawnB]

Hello YD777,


Yes, this is possible if the data is properly formatted for NinjaTrader. Historical data can be imported from a text file with a ".txt" extension within the Import tab of the Historical Data Manager. Several formats and data types are supported and NinjaTrader can optionally build 'Minute' bars from tick data as well as 'Day' bars from tick or minute data.
Here is the Help Guide on Importing Historical Data to assist you further.




Yes, NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.

To download replay data:

1.Select the File menu in the Control Center, select the menu item Utilities and select Download Replay Data... The Download Replay Data window appears.
2.Select the instrument and date of the desired replay data and press the OK button to begin the download.

The status of the download will appear in the lower right hand corner of the Control Center.