1 second frequency backtest

[greedybull]

Hi,

I am new to ninja trading, but I spent quite a few years backtesting ideas.

I am interested in 1 second frequency for my FX c# models to be deployed in ninja trading+Interactive Brokers.

I am wondering if it's a frequency that could be implemented/handled/captured in ninja trading (I am aware that IB has 250 ms time stamp) for backtest.

Thanks

[NinjaTrader_Matthew]

Hello,

Thank you for your post and welcome to our forums!

It would be technically possible to run a strategy on real-time IB data at a 1 second interval, however please note that we build 1 second data from historical tick data, and at this time, Interactive Brokers does not provide historical tick data to build second charts.

Chart bars will however be built as time passes so if you left NinjaTrader running with an open chart for 60 minutes you would have a 1 minute chart with an hour of historical data on it.

Please let me know if you have any questions.

[greedybull]

Hello,

Thank you for your post and welcome to our forums!

It would be technically possible to run a strategy on real-time IB data at a 1 second interval, however please note that we build 1 second data from historical tick data, and at this time, Interactive Brokers does not provide historical tick data to build second charts.

Chart bars will however be built as time passes so if you left NinjaTrader running with an open chart for 60 minutes you would have a 1 minute chart with an hour of historical data on it.

Please let me know if you have any questions.

Do you know brokers who provide 1 sec data information? or I should use a data vendor like kinetic for real time data? What's the optimized solution in ninja trader?

I am wondering if I could just poll the data at the end of each second in ninja trader+ ib instead of starting from tickdata. 1 minute chart is very low frequency to me.

Thanks

[NinjaTrader_Matthew]

Hello,

You can review a list of all the supported brokers and data feeds and the varying level of data they support at the following link:

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

Connecting to Kinetick would for data would be a solution to backfill the data that IB does not support. Kinetick will also be a real-time, unfiltered feed, so there would not be any snap shots sent as you see with IB.

[greedybull]

clarification

Hello,

You can review a list of all the supported brokers and data feeds and the varying level of data they support at the following link:

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

Connecting to Kinetick would for data would be a solution to backfill the data that IB does not support. Kinetick will also be a real-time, unfiltered feed, so there would not be any snap shots sent as you see with IB.

I understand, but ideally it's better to use as data vendor and platform the same source given I might find differences among kinetic data and interactive broker for execution.

Do you know one of vendor that provides historical bid ask data for free opening an account? I mean a provider that is very used withing the ninja trader community.

One more question, in order to try ninja I was thinking to open a demo account with fxcm and try NT to see how it works, is it possible to do it?Or I need to buy NT?

[NinjaTrader_Matthew]

You may consider using CQG or Zen-Fire which would provide you with historical tick data as well as historical bid/ask data.

You can use an FXCM demo in the simulation version of NinjaTrader.