Historical Data for Backtesting

[mtthwbrnd]

I have tried it in backtesting. Not in real trading. I found that using 150 tick bars in NT is sometimes quite useful.

Re: dumping from a database. Most databases, e.g. Oracle, mySQL, MS SQL Server, all have a natural ordering, and that is the insertion order. It could have been ordered differently deliberately but you would notice straight away. I think what you are seeing is the order that GAIN stored the ticks into their database.

Re: DTC, have you just asked them straight out? I guess you didn't and you now have no reason to.

See my post #22 where I pasted the emails I exchanged with DTC.

[adamus]

That's why email sometimes sucks. They only answered the last question in your post. Maybe deliberately, maybe only accidental.

[Xiongl80]

Hey guys, I read your thread about DTC and how they don't have tick data down to the seconds. I was wondering who would be a good provider to buy tick data from that would have seconds timestamp? I'm interested in tick data for the S&P e-mini that's compatible with NT6. Any help would be appreciated.

[adamus]

I would go to the source - the actual exchange. I assume they will have seconds in the timestamp, although you should check first.

And you'll need the cash to pay for it, they don't sell it cheap.

["CJS"]

Hi,

Since I am interested in back tests and I have a lack of historical data, i have read the whole thread searching for clues.

I have a couple of doubds.

If i import to NT the tick data offered by DTC (without seconds), Will I be able to create 4-Range charts with NT?.

When importing the file, if i click on the "create min bars", will i still be able to create tick & 4 Range charts?.

Thanks in advance.

[NinjaTrader_Jason]

Hello CJS,

Unfortunately I am not familiar with DTC data, so I am not sure if you can create range and tick charts with thier data. Range data is build by tick data. If you import historical tick data, you will be able to create tick and range charts.

However as per post #22, it seems that they provide tick data in the format of minute data. I suggest to contact DTC for clarification.

If you select 'create min bars' when you import historical tick data, you can still create tick and range charts from the imported data.

["CJS"]

Thanks a lo for the info.

1 more question:

If I already have in NT platform de EURUSD tick data year 2009. What happens with that data if I import EURUSD tick data from 2006 -2010 from a new source as DTC?

Or is better to import it with a diferent name?

[NinjaTrader_Kyle]

Hello "CJS",

In this case, your existing data would be overwritten by the new data set.