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Unable to backtest imported historical data.

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    Unable to backtest imported historical data.

    I use NT7 with MbTrading. I imported historical data using bid and ask text files.

    I renamed the bid and ask files to $EURUSD.txt and imported both into Ninjatrader7 but received the following repeating error each time I imported:

    "Volume in line 54079 is invalid since it is <=0. The line and subsequent volume lines have been modified and replaced by a volume of 1."

    Then the log shows a repeating error message of "$EURUSD: illegal volume in line 54079. Volume needs to be greater than 0.249545."

    Even though I got those error messages I went into the history manager and found the data in the Ask and Bid dropdowns, going back to the year 2007. I also was able to open charts for the historical data using Bid or Ask instead of Last back and it shows all the way back to 2007. However, the problem is that when I try to run the strategy analyzer to run a backtest on the historical data it will only load data back 6 months. So only to 6/8/10.

    How do I make it test data further back?

    #2
    Hello Trankuility,

    First step is to get a successful import of the data. If the values are in the historical data manager, can you export from NinjaTrader and then reimport? Can you share a sample of the data you're working with and we can try to import on our side?
    Ryan M.NinjaTrader Customer Service

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      #3
      Ryan,

      Looks like the problem was from my end. The strategy needed to be modified. It works now. Thanks for the quick reply.

      I have a somewhat related question though. All the historical data I imported was bid and ask prices. Assuming the data integrity is good, no gaps, etc..,are "Bid" and "Ask" prices just as reliable for backtesting and walk forward optimizing as "Last" prices are?

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        #4
        That should be ok Trankuility, there's no real 'last' in FX spot anyways and charted is normally the bid.
        BertrandNinjaTrader Customer Service

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          #5
          Cool. Thank you.

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