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Loading data on backtests

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



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

    Leave a comment:


  • zwyss
    replied
    Stocks and ETF's...

    Suppose there is no easy solution...

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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?

    Leave a comment:


  • zwyss
    replied
    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...

    Leave a comment:


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

    Leave a comment:


  • zwyss
    replied
    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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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.

    Leave a comment:


  • zwyss
    replied
    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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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.

    Leave a comment:


  • zwyss
    started a topic Loading data on backtests

    Loading data on backtests

    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?

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