Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtesting

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtesting

    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

    #2
    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.


    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.
    BrandonNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Mindset, 02-05-2025, 08:05 AM
    4 responses
    30 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by Powerbucker, 02-07-2025, 01:42 PM
    4 responses
    26 views
    0 likes
    Last Post Powerbucker  
    Started by novytrader, 01-20-2025, 05:27 AM
    12 responses
    96 views
    0 likes
    Last Post Marinus1955  
    Started by joergtomann, Today, 03:29 AM
    0 responses
    10 views
    0 likes
    Last Post joergtomann  
    Started by Preacher, 09-20-2021, 10:11 AM
    14 responses
    1,022 views
    0 likes
    Last Post Fertryd2  
    Working...
    X