Backtesting with tick data history

[boscap]

Ninjatrader document says tick level back testing is not supported. I'm wondering if this is because the data vendor doesn't provide historical tick data, or Ninjiatrader itself doesn't support it?

Assume there's a program archives tick data, is there a way so that I can load the archived data into Market Replay, and use it to do back testing?

Is it true that backtesting will always download historical data from vendor, and no way to provide it locally?

Thanks.

[NinjaTrader_JoshP]

If you are not connected to the data provider it just uses whatever is stored in your local database.

Backtesting does not integrate tick data into your bars. You have snapshot OHLC data on the bar time frame you choose. If you chose 1 tick as your time frame to use then it will use that.

[boscap]

I see. Thanks.

I saw there's a OnMarketData() event. Is it a better place for strategy that triggers on tick data? Is this event also fire in back testing?

[NinjaTrader_Bertrand]

Please work in the OnBarUpdate(), OnMarketData() would only be called in realtime and offers accessing the level 1 data stream - http://www.ninjatrader-support.com/H...arketData.html

For intrabar backtesting of fills, please check into this -

http://www.ninjatrader-support2.com/vb/showthread.php?t=6652