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NinjaTrader
Clean data
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Clean data
I would like to import some clean data , at least a year's worth of it, any stock, future, fx or commodity should be fine. Is anyone willing to share? I have nothing but very gappy unclean data that I have collected using IB's free feed. I want to do some backtesting , thanks a lot if anyone can help.Tags: None
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mrbeanbag. could you be a little more specific. ie. daily, intraday, minute, tick, market hours only, or 24hr data? What's the minimum time frame you need for backtesting?Last edited by zacharydw00; 10-30-2009, 11:55 AM.
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Well, ideally tick data for a stock or stocks such as GS, AAPL, SPY, QQQQ , anything with reasonable liquidity . If not tick data then 1-min data would also be good. I would like to back test for market hours sessions from 930am to 4pm for stocks and 24hours session for futures and fx etc.
There is no minimum timeframe , but I guess a years worht would give me a fair idea of the viability of the systme I'm developing.
Thanks for the reply!
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Check BigMikeTrading. There's lots of stuff for NT on his site, including some data. I don't remember seeing stock data, but I know there's various futures data for download.
Good Luck.
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