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Weird Request To Create A Custom Intrument

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    Weird Request To Create A Custom Intrument

    Is it possible to create a custom instrument with the same exact data but just change the symbol. For example, I have all of 2015-2019 ES in a symbol called ES ##-## (this allows me to run a long back test without stopping the strategy). What i'd like to do is copy this ES ## ## data and create a new custom one with a different name ( ie SE ## ##). Then import this in ninjatrader so that i can run backtest simultaneously like so:

    EnterLong("ES");
    EnterShort("SE");

    Any ideas?

    #2
    Hello bc24fl,

    Instruments can be created in the Tools -> Instruments window by clicking the add on the bottom right.


    Data can be exported from Tools -> Historical Data window -> on the Load tab -> in the Export section.


    Data can be imported in the Tools -> Historical Data window -> on the Load tab -> in the Import section.
    The filename will determine what instrument the data is imported to.

    Chelsea B.NinjaTrader Customer Service

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      #3
      Yes i tried than and get an error of "Unknown instrument 'SE ##-##'. See attached image.

      Comment


        #4
        Hello bc24fl,

        Image didn't attach.

        Are you clicking the file with a paper clip icon to attach this?

        I think thats because there is aready an SE equity in the data base.
        (If the SE stock system is not one you are interested in, you could delete it.. Resetting instruments would bring it back if needed.)

        Try using a different symbol that is not already in the database that you can create as a future.

        Then provide a screenshot of the instrument settings so we may confirm they are the same as the ES future.

        And attach the file you are trying to import so we can confirm the file name and contents.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Yes the SE stock was there but I deleted it and created a new one. See attached images.
          Attached Files

          Comment


            #6
            Hello bc24fl,

            I've made a short video to demonstrate.
            Chelsea B.NinjaTrader Customer Service

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              #7
              My strategy runs off of a 4 range chart and is backtested on market replay. Will i get the same results exporting and importing this way? My strategy relies on having the ticks formed exactly has they are in Market Replay / Live.

              I did it differently, where i copied the folder ES ##-## to SE ##-## and then i created the instrument. Which is why it didn't work. Is there any way of keeping the market replay format as is (IE export market replay data)?

              Thanks

              Comment


                #8
                Hello bc24fl,

                Unfortunately, Market Replay data cannot be exported/imported, but the Playback can use historical tick data.


                When it comes to a strategy performing the same way, intra-bar granularity is typically necessary.
                Below is a link to a forum post on this.
                Chelsea B.NinjaTrader Customer Service

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                  #9
                  In case anyone else in the community is interested i figured out a way of getting this to work. I used a similar instrument to the ES like the MES. Went into the MES instrument settings and changed the point value to 50 (just like the ES). Then i backed up my MES market replay files and moved them as to not overwrite them. With the MES ##-## folder empty, i copied the ES market replay files in it and all works like champ. The MES is now a split image of the ES to and can be backtested using market replay for as far back as you have market replay data. FYI.

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