New to Backtesting

[rtj4201]

I have never used the backtesting feature and have had a live license since 2009. I am starting to use it, but I have a question.

I want to test some strategies with tic data. Can I download historical tic data and run the backtest on that? If so, then where is it stored so I can use it?

[NinjaTrader_CalH]

Hello rtj4201,

Thank you for your post.

Tick data would be available through your data provider connection.

You would go to the strategy analyzer, set your parameters and click run Backtest.

This will request a data download for the specific time frame you have set.

This data is download and stored locally on the PC.

http://www.ninjatrader.com/support/h...y_analyzer.htm

Let me know if I can be of further assistance.

[rtj4201]

I use AMP Futures. Do you know how much data they will allow to download?

[NinjaTrader_CalH]

rtj4201,

It will depend on the instrument and it's popularity but averagely you will get 3-5 years of Daily data, 1-1.5 years of minute, and 6 months of tick.

[rtj4201]

What about replay data that is downloaded with the historical downloader? Can it be used with backtesting?

[NinjaTrader_CalH]

What about replay data that is downloaded with the historical downloader? Can it be used with backtesting?

Reply data is not downloaded through the historical download but through File -> Utilities -> Download Replay Data...

This is not used with backtesting. This will allow you to play the market and see the market occur on a tick by tick basis, just like if it was live.