Loading data on backtests

[zwyss]

Hi

I'm not able to backtest a strategy more than about 4 weeks. I use interactive brokers and when I d'like to backtest a strategy (15 Minute - Bars), there always pops up a window after a couple of seconds with the message, that the data can not be loaded, because there is an IB restriction to load the data. I tried it several times, but there is always the same problem.

Can someone help?

[NinjaTrader_Bertrand]

Please disconnect from IB and wait for about 10mins for your data status to change, then reconnect and open a chart containing all the data you wish to backtest on, after it's loaded fully, disconnect from IB and run your backtest again.

[zwyss]

Not working

Hi Betrand

Thanks for the guide, but it doesn't work. I tried it a couple of times, there is always the same mistake. IB limitates the historical data request (about 4 weeks are ok with intraday datas)

Any other comments?

Thanks

[NinjaTrader_Bertrand]

How long did you wait in disconnected state zwyss? Are you working on NT 6.5.1000.14 and TWS 898.4 as per this guide here - http://www.ninjatrader.com/webnew/su...ivebrokers.htm

You might still need to download chunks of historical data with IB and also it would be good to clarify with IB how much data is available for your symbol and chosen timeframe.

[zwyss]

IB data load

Hi Bertrand

I run the latest versions. Still the same problem.
I try to resolve the problem on the IB side...

Thanks

Marco

[NinjaTrader_Bertrand]

Ok, sounds good - please let me know how it goes.

[zwyss]

no data

There is no intraday data available at IB that go back more than 1 month.......

Is there a (free) way to get the data elsewhere?

Wouild appreciate help...

[NinjaTrader_Bertrand]

For FX spot symbols, you could use the free Gain / Forex.com connection we have - http://www.ninjatrader.com/webnew/support_GAIN.htm

Which products are you interested in?

[zwyss]

Stocks and ETF's...

Suppose there is no easy solution...

[NinjaTrader_Bertrand]

Thanks, easiest is then to use a third party datafeed like eSignal, BarChart or DTNIQ.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

You can connect to this first for data, and then to IB second for execution.