Conversion 30 min. historical data to daily

[Argo1]

Hi,

I've got 30 minutes historical data for backtesting.
In my strategy important thing is to get last day close price.

Can NT convert minutes bars to daily bars? (and should I Add() the same instrument with new timescale?)
In Strategy Analyzer -> Chart, I changed timeframe from 30 Min to Daily and chart disapeared, so I think that's unsupported.

[NinjaTrader_Austin]

Hi Argo1, NinjaTrader doesn't automatically convert minute bars to daily bars as you've noticed.

If you're just looking for daily closing prices, the Yahoo feed is free and has all that information. All you need to do is create a Yahoo account connection (Tools -> Account connections -> new connection), connect to it, and then you have daily data for many years back.

[Argo1]

Thanks Austin,
I already have 10 years daily bars, but so what since prices are differ from my minutes bars - with Yahoo and others it will be the same. Intraday and daily quotes should be taken from the same vendor.

Solution is to write converter by myself.

[hanslama]

Thanks Austin,
I already have 10 years daily bars, but so what since prices are differ from my minutes bars - with Yahoo and others it will be the same. Intraday and daily quotes should be taken from the same vendor.

Solution is to write converter by myself.

Hello Argo1. Any success with the converter? I would need to convert NT 1minute data to 30minutes data. It's a shame that NT can't manage it.

[Argo1]

Hanslama,

I took both data series from the same vendor. That was easy, simple and cost free.
Other way was ie. to import minutes data into sql database, do same grouping and use min() max() functions.

[draime]

Hi,

I've got 30 minutes historical data for backtesting.
In my strategy important thing is to get last day close price.

Can NT convert minutes bars to daily bars? (and should I Add() the same instrument with new timescale?)
In Strategy Analyzer -> Chart, I changed timeframe from 30 Min to Daily and chart disapeared, so I think that's unsupported.

Who is that vendor if you don't mind? Zen does not seems to have daily historical data.

[rajeyssh]

nse scripts to import & watch

can any body help me on team viewer to download data of nse stocks and add strategies on it. my e-mail id is [email protected].
thanks

[NinjaTrader_Bertrand]

rajeyssh, welcome to our forums! Which broker / dataprovider are you using? NinjaScript strategies can be applied to your charts following those instructions - http://www.ninjatrader-support.com/H...romAChart.html