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Backtesting a major index since inception

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  • Celticaces
    replied
    That worked perfectly! Thanks for the follow up Anagoge

    Leave a comment:


  • Anagoge
    replied
    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.

    Leave a comment:


  • Celticaces
    replied
    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

    Leave a comment:


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

    Leave a comment:


  • Anagoge
    replied
    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.

    Leave a comment:


  • NinjaTrader_RJ
    replied
    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

    Leave a comment:


  • Celticaces
    started a topic Backtesting a major index since inception

    Backtesting a major index since inception

    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

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