How to use Ask/Bid prices for historical backtesting

[freewind]

Hi,

I have recording of Ask/Bid/Last ticks for several instruments.
I saw that I can load them directly through the Historical Data Manager and to choose the correct Data Type.
How can I use this in my backtest? GetCurrentBid() only works in realtime...
How can I have access to the bid ask data I loaded to the instrument?

Thanks,
Roy

[NinjaTrader_Jason]

Hello freewind,

Yes, you can use ask or bid data by configuring 'Price based on', see screenshot.

[freewind]

Yes, but if within my script I want to access the bid ask prices, how can I do it?

[NinjaTrader_Joydeep]

Hello Roy,
You can create a multi series code to add the bid/ask series.

Please refer to our help guide to know more about multi series concepts

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

A sample code to add the ask series for example will be like

protected override void Initialize()
{
Add("ES 12-12", PeriodType.Minute, 1, MarketDataType.Ask);
//rest of the codes
}

[freewind]

Thanks Joydeep.
Then I can access this stream BIP.

I think as an improvement and feature idea you should incorporate in GetCurrentAsk() so there will be minimal changes between backtesting and production versions.

[NinjaTrader_Joydeep]

Hello Roy,
Yes, you can access it via BIP.

I will forward your feature request to development for future consideration.