Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Randomly generated data for backtesting?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Randomly generated data for backtesting?

    Hi,

    I'm working on something that I hope will be ready for "random" (log-normal distributed) stock movements.

    So far I've been trying to do back-testing based on historical data, but instead of just relying on actual historical results... I'd like to pump many hundreds of thousands of random cycles through it, and get a better idea of how the strategy actually performs.

    So, I'm curious whether anyone has looked into generating random pricing history for back-testing. How can we write an adapter feeding in data? Or, can we generate data in text format that NinjaTrader can "load"?

    #2
    Nevermind, the manual is very clear on the format:



    Very cool!

    Comment


      #3
      Hi heech, the link you posted refers to the historical data import from TradeStation. For general data import guidelines, please check this one - http://www.ninjatrader-support.com/H...V6/Import.html

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by DannyP96, 05-18-2026, 02:38 PM
      1 response
      25 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by CarlTrading, 05-11-2026, 05:56 AM
      0 responses
      115 views
      0 likes
      Last Post CarlTrading  
      Started by CarlTrading, 05-10-2026, 08:12 PM
      0 responses
      69 views
      0 likes
      Last Post CarlTrading  
      Started by Hwop38, 05-04-2026, 07:02 PM
      0 responses
      225 views
      0 likes
      Last Post Hwop38
      by Hwop38
       
      Started by CaptainJack, 04-24-2026, 11:07 PM
      0 responses
      411 views
      0 likes
      Last Post CaptainJack  
      Working...
      X