backtesting with tick data

fLife

Junior Member

Join Date: Jun 2014

Posts: 167
#1

backtesting with tick data

12-15-2014, 03:07 AM

Hello,

i would like to ask for some advice with tick, volume data. Does ninja support these kind of data, or can ninja backtest with executing in intrabar another way ??

Thank you a lot Bertrand or Jason ....
Tags: None
NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

12-15-2014, 03:16 AM

GM fLife, yes execution on those bars types as well could be tested.

Simulating intrabar executions could be done via more advanced programming, too - here's an example -

Strategy: Backtesting NinjaScript Strategies with an intrabar granularity - NinjaTrader Support Forum

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by

BertrandNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
OrderFlow Data by ageeholdings Started by ageeholdings, Today, 07:43 AM	0 responses 10 views 0 likes	Last Post by ageeholdings Today, 07:43 AM
Toggle On/Off Indicator by pibrew Started by pibrew, Today, 06:37 AM	0 responses 4 views 0 likes	Last Post by pibrew Today, 06:37 AM
Strategy not entering short in strategy analyzer by rbeckmann05 Started by rbeckmann05, Yesterday, 06:48 PM	1 response 14 views 0 likes	Last Post by bltdavid Today, 05:43 AM
market data bid ask last by llanqui Started by llanqui, Today, 03:53 AM	0 responses 9 views 0 likes	Last Post by llanqui Today, 03:53 AM
Strategy to export account Unrealised PnL to excel by burtoninlondon Started by burtoninlondon, Today, 12:38 AM	0 responses 12 views 0 likes	Last Post by burtoninlondon Today, 12:38 AM

Announcement