Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How to setup a Data File to do historical testing

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

    How to setup a Data File to do historical testing

    I have a data file from 01/01/09 to 07/01/09. How do I set up NT to back test the data. Everything i try doesn't work. Any help would be greatly appreciated. I was messing around and exported the current ES 09-09 to ES 09-09.txt and then imprted it and it worked. So to be able to import the file the name of the file has to be the same as the ES 09-09 for it to import the data correct.
    Last edited by cbart_1; 07-22-2009, 10:48 AM.

    #2
    Hello cbart_1,

    Now that historical data is imported successful, what happens if you perform a backtest on the ES 09-09 from 01/01/2009 up to 07/01/2009?

    Try backtesting the SampleMACrossOver strategy and check if you will display results.

    In addition, more backtest information can be found at the link below.

    Comment


      #3
      Problem Loading Historical data

      I got the historical data to load but from March 31 to June 10 has incorrect data all it shows is just ticks no bars. I tried to import just that time frame and it still shows just ticks and not bars. the data file I have looks to be correct. When I connect to Zinfire does it automatically replace my data with theirs. Any help would be greatly appreciated.

      Thanks,
      Coby B.

      Comment


        #4
        Hello Coby,

        I suggest to connect to Zen-Fire and subsequently perform the backtests you like. NinjaTrader will retrieve data from Zen-Fire this way.

        The data from March 31 to June 10 can be as expected as per the ES 09-09, since the ES 06-09 was the front month contract at that time. Thus the 09-09 contract was not that volatile.

        You can merge the 06-09 contract into the 09-09 contract to avoid it. Instructions can be found at the link below.

        Comment


          #5
          I made a NQ ##-## and imported the data and it looked like it should. I merged the NQ ##-## to NQ 09-09 and it said it merged the data, but the bars between 3/31 to 6/10 still are not correct. This is no problem I can just export the data from 6/11 to now and import them into NQ ##-## to keep the data current.

          Thanks,
          Coby B

          Comment


            #6
            FYI, You could also merge the ES 06-09 data (3/31 - 6/10) into the ES 09-09.

            Comment


              #7
              Thank you i will do that also.

              Comment

              Latest Posts

              Collapse

              Topics Statistics Last Post
              Started by argusthome, 03-08-2026, 10:06 AM
              0 responses
              68 views
              0 likes
              Last Post argusthome  
              Started by NabilKhattabi, 03-06-2026, 11:18 AM
              0 responses
              41 views
              0 likes
              Last Post NabilKhattabi  
              Started by Deep42, 03-06-2026, 12:28 AM
              0 responses
              24 views
              0 likes
              Last Post Deep42
              by Deep42
               
              Started by TheRealMorford, 03-05-2026, 06:15 PM
              0 responses
              27 views
              0 likes
              Last Post TheRealMorford  
              Started by Mindset, 02-28-2026, 06:16 AM
              0 responses
              54 views
              0 likes
              Last Post Mindset
              by Mindset
               
              Working...
              X