Backtesting a major index since inception

[Celticaces]

I want to backtest some of my strategies against the major indeces (S&P, DJI, etc) since they were created to find optimal bear/bull market indicators. Is this possible on ninjatrader? I have IQfeed for my data but they only have S&P back to 1995 when it was created in 1957

[NinjaTrader_RJ]

Hello,

Thank you for your note.

Unfortunately NinjaTrader does NOT provide data, so you are limited to what your data provider provides.
If you can find a source of this data in txt format, you can import it. See this link for instructions: http://www.ninjatrader-support.com/H...V6/Import.html

[Anagoge]

You can use the free/built-in Yahoo data provider in NinjaTrader on the S&P 500 to go back into the 1950s with daily bars. Bear market detection seems to be a popular theme recently.

[Celticaces]

Nice, I was hoping yahoo had that data. Thanks Anagoge

[Celticaces]

no dice

In case anyone else is following this thread, NinjaTrader_RJStein was right. even though yahoo has the data, backtesting on the index through NT doesn't actually create any trades.

I hope that this is something that they add to NT 7 when it comes out because it would be extremely valuable

[Anagoge]

You can trade on the index using a workaround like this:

Create a new instrument using the instrument manager, give it any unused ticker/description, set the instrument type to stock, set the Yahoo ticker for the instrument to the index ticker (^GSPC, etc.), set the exchange to Default, download the data from Yahoo, and then trade away. I do this and it works just fine.

[Celticaces]

That worked perfectly! Thanks for the follow up Anagoge