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Is it possible to import and use bid/ask data in a backtest?
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Is it possible to import and use bid/ask data in a backtest?
Is it possible to import and use Bid/Ask Data (Level I only would be OK) in a backtest? If not, will it be possible in the near future?Tags: None
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Hi ChiTrader2000,
No, unfortunately not, but you can import tick data following those guidelines - http://www.ninjatrader-support.com/H...V6/Import.html
Another option would be to record your needed Bid/Ask data using the Market Replay recorder in NinjaTrader - http://www.ninjatrader-support.com/H...V6/SetUp1.html
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