Backtesting

[Ravish]

Hi

I am new to NinjaTrader. I am trying to backtest a forex strategy but am having trouble getting started:

1. How do I test a strategy against historical data that I imported into NT? Do I need to connect to a live broker in order to backtest against my already-imported historical data? Note - I am using tick data exported from TickStory.
2. How do I import all the forex symbols (correctly so they are associated with the historical data that I imported)?
3. How do I then go about doing the backtest against my imported data?

Thank you

[NinjaTrader_Brandon]

Hello Ravish,

Thanks for your post.

You do not need to be connected to backtest. So long as it was properly imported you will just be able to select the desired instrument and run your backtest.

You will need to ensure that the file is named in the correct format
Example: $EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
The data must also be in the correct format
The format for tick data is: yyyyMMdd HHmmss;price;volume

Below I have provided a link to the Importing section of our help guide.

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

Start a Backtest
To run a Backtest of a strategy:


1. Left mouse click on an instrument or instrument list (to backtest the entire list of instruments) and right mouse click to bring up the right mouse click menu. Select the menu item Backtest... Alternatively left mouse click on the "b" icon in the Strategy Analyzer toolbar. The default Hot Key CTRL + B can also be used.
2. Select a strategy from the Strategy slide out menu
3. Set the backtest properties (See the "Understanding backtest properties" section below for property definitions) and press the OK button.

Below I have provided a link to the Backtest a Strategy section of our help guide.

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