News filter when backtesting

[morpheoz]

Is historical news data available that would make it possible to filter news times as non-trade times ?

[NinjaTrader_Jason]

Hello morpheoz,

Please see the link below under 'Understanding the data provided by your connectivity provider', it will display which connectivity providers support real-time news.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

You can view news information in the News window. Please see the following link for information regarding the News window.

http://www.ninjatrader.com/support/helpGuides/nt7/news_window.htm

However the News window is unrelated to the Strategy Analyzer. You cannot setup a filter in the News window that would affect backtests in the Strategy Analyzer.

Unfortunately there is no such option in the Strategy Analyzer itself either. However, you could code your strategy so it will not trade during times when news was released.

[morpheoz]

Thanks Jason, I was hoping to be able to back-test using the same non trading periods due to news that is possible when live trading but now I know that it's not possible.

So any strategy that involves non trading periods due to news can't be back-tested accurately,too bad :-(

[Trader.Jon]

???

So any strategy that involves non trading periods due to news can't be back-tested accurately,too bad :-(

Are you looking to time limit 'news' or 'financial releases' (ie ForexFactory calendar events http://www.forexfactory.com/calendar.php? ) ?

I am working on a way to input the calendar events into strategy backtesting: I could use some help if you are code proficient ... I am working on cleaning up last 3 years of that calendar data to use as input... lol

Jon

[cjdsellers]

and how did that go Jon?