Will NinjaTrader accept 0 price?

[Valyo]

Hi all,

I have historical data with missing bars. I would like to import the data in NinjaTrader and to develop and optimize a strategy.

I would like to use historical data as it is, because it is the real situation with the market - there are gaps without trades.

I think I could "simulate" missing bars with Open = High = Low = Close = Volume = 0, and I will check the price in the strategy.

Will NinjaTrader accept 0 price?

Is there a better way to simulate missing bars?

Thanks,

Valentin

[Valyo]

Actually I could import historical data without inserting missing bars. NinjaTrader would use the index to access data and I can check Time[...] for gaps. Am I correct?

[koganam]

Actually I could import historical data without inserting missing bars. NinjaTrader would use the index to access data and I can check Time[...] for gaps. Am I correct?

If I may interject an opinion?

What you describe can only be a very illiquid market. Technical Analysis is notoriously inaccurate in illiquid markets. Why would you even try?

[Valyo]

Yes, thank you.

I suppose that it is hard to develop a cuccessful strategy for an illiquid market. I just need to backtest and optimize the strategy to prove it.

I need to compare prices of different instruments, so it will be a multi-instrument strategy. All instruments have gaps.

It seems I would really need to insert missing bars so that all series will be with the same bars. And then I will by/sell only when there is sufficient data to calculate indicators.

Is there a better way to handle illiquid markets?

[NinjaTrader_PatrickH]

Hello Valetin,

Thank you for your post.

You can edit the historical data manually to add in these missing bars: http://www.ninjatrader.com/support/h...t7/editing.htm

Otherwise, it would be quite complex to develop code that could detect and simulate historical data for all bar types.