Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Point Value on imported historical instrument

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Point Value on imported historical instrument

    Hi

    im importing CSV files - for DAX futures instrument - for backtesting strategies - and during import - and in the instrument propertoes i can set a lot of values - but im not able to set the Point Value - and it is now at 1.
    As far as i understand that value should be at 25 - to match the FDAX future -but how can i set that?

    Is there some values i can set in csv file? or some workarround or how will i have corrrect Point value?




    Then i also selected the "Generate "Day" bars from import..." - but unfortunately i can not regenerate that same day data - to fit with my/correct hours/minutes - so the day bars are very wrong. (i want the to be made with entire full extended timeframe aprox 20 hours or so.)
    Where can i regernetate day bars from minute data? or is there another workarround? maybe exporting and reimporting?

    You can see results below - the chart on left is the imported data - right is usual FDAX .
    And just so it makes sense - the minute chart are the same now - but the day charts are created on import are not.


    Thanks.​


    Click image for larger version

Name:	day.png
Views:	70
Size:	33.0 KB
ID:	1223422
    Last edited by KarstenKafl; 11-14-2022, 02:04 AM.

    #2
    Hello KarstenKafl,

    Thank you for your post.

    1. You can set the point value of a custom created instrument from within the 'Instruments' window by going Tools > Instruments. You will then search the name of the instrument by typing it into the search box. Once located, select it with a left click and select 'edit' in the lower right corner. You will then see the 'Point value' property, which can be edited to your preference. Once done, select Apply and OK. You will then want to navigate to your chart, right-click and reload the historical data if the new point value is not automatically reflected.


    2. Where did you acquire the import file that you are creating the Day bars with? Is it minute data or tick data format? When you review the .txt import file in a text editor, do you specifically see all of the missing Extended hours in the file? NinjaTrader can only use whatever data entries are written into the file. If they are not already there, they would need to be input before NinjaTrader would be able to access them.

    I look forward to your response.
    Zachary S.NinjaTrader Customer Service

    Comment


      #3
      Thanks you for reply Zachary

      1. What you write is not possible for me - that is exactly how i did - and that is why i ask you.
      Are you able to edite the point value yourself? i read other places that this was not possible/allowed to change.
      So unless you have a workarround ? Or you can show me that you did that yourself?


      2.
      I acuired the data - as 15 minute data - from https://www.backtestmarket.com/
      You can download some sample demo data - so you can test it yourself also.

      As you can see here on attached image below - the bars match well (goes from 02.30 - 22.00 my local time) - only difference is the back-adjustments that makes one price higher than the other.

      So - as i mentioned to have these correct 15 minute bars - match the existing bars - i have to select the correct valuyes both on impor- where i have to import as "beginning of bar" - and offset 6 hours - to match my setup.
      Then i have to set the correct Eurex Equity Index Futures Extended Trading hours template - and only then the 15 minute bars will match timing with the "real" bars.
      But - as i also mentioned - the problem is the day bars - can i regenerate the days bars from minute data - AFTER i set the correct extended trading hours ? - as i understand i can not - so what workarround can we then do?

      3. Are there any way to get acccess to day price and volume data from days before 2005? Just dayly bars?



      Click image for larger version  Name:	15minute.png Views:	0 Size:	47.1 KB ID:	1224186
      Last edited by KarstenKafl; 11-18-2022, 12:57 AM.

      Comment


        #4
        Hello Karsten,

        Thank you for your reply.

        I'd suggest that you contact the party that you received this data from regarding your question. Unfortunately, we did not create nor do we maintain this third party's importable data so I don't really know any specific information about it. It'd be best to work with them on it. I can't really answer any questions about data that we did not directly provide.

        Please let us know if we may assist you with any NinjaTrader items in the future.
        Zachary S.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by halgo_boulder, 04-20-2024, 08:44 AM
        2 responses
        21 views
        0 likes
        Last Post halgo_boulder  
        Started by mishhh, 05-25-2010, 08:54 AM
        19 responses
        6,189 views
        0 likes
        Last Post rene69851  
        Started by gwenael, Today, 09:29 AM
        0 responses
        5 views
        0 likes
        Last Post gwenael
        by gwenael
         
        Started by Karado58, 11-26-2012, 02:57 PM
        8 responses
        14,830 views
        0 likes
        Last Post Option Whisperer  
        Started by Option Whisperer, Today, 09:05 AM
        0 responses
        2 views
        0 likes
        Last Post Option Whisperer  
        Working...
        X