hi i want to backtest my strategy with excel python

[ntmehdi]

hi i want to backtest my strategy with excel python
my strategy is based on bid ask 200tick chart on 6e
i downloaded historical data from software but bid file and ask files are seprated
i dont know why can you please help me?
here is the example of bid file
20230115 221519 1400000;1.0873;;;1
20230115 221519 1400000;1.0872;;;2
20230115 225000 0080000;1.08745;;;1
20230115 225639 7920000;1.08765;;;1
20230115 225704 4080000;1.0875;;;1
20230115 225752 4280000;1.08745;;;1

what is exactly 20230115 225752 4280000 time? i cant convert it


and also here is the last file example i dont know why there is 3 price in each row and what is each column?

20230115 230000 0760000;1.0877;1.08745;1.0877;1
20230115 230000 0760000;1.0877;1.08745;1.0877;1
20230115 230000 0760000;1.08775;1.08745;1.08775;1
20230115 230000 0800000;1.08745;1.08745;1.0878;1
20230115 230000 1000000;1.0878;1.08745;1.0878;1
20230115 230000 3040000;1.08745;1.08745;1.0875;1
20230115 230000 3040000;1.08745;1.08745;1.0875;1
20230115 230000 3040000;1.08745;1.08745;1.0875;1

[NinjaTrader_ChelseaB]

Hello ntmehdi,

I have moved your post from the originating thread, as this was not in relation to the topic of that thread.

The help guide shows the format for importing historical data into NinjaTrader.

Day
yyyyMMdd;open price;high price;low price;close price;volume

Minute
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Tick
yyyyMMdd HHmmss;price;volume

Below is a link to the help guide.
https://ninjatrader.com/support/help...AndDataFormats


If you are asking about the format of the data from another source, you would need to contact that source and ask them what format they have put their data in.

[ntmehdi]

thank you so much
can you please tell me about this type of file?
i export it from historical data
i choose last type file

20230115 230000 0760000;1.0877;1.08745;1.0877;1

what is this row format?

[ntmehdi]

and also can you please clarify for me
how tick chart create?
How is each tick calculated?

[NinjaTrader_Jesse]

Hello ntmehdi,

You can read about the data formats here: https://ninjatrader.com/support/help...AndDataFormats
Each line is a data point in that file.

To create charts you can see the following information: https://ninjatrader.com/support/help...nt8/charts.htm

You can create a tick chart by selecting the Tick bars type and entering an amount of ticks you wanted for each bar.

If you are asking how tick charts are built you can see the following page for information about how the different bars types are built: https://ninjatrader.com/support/help..._are_built.htm

[ntmehdi]

hi finally i test my strategy based on historical data

now can i run my automatic strategy on ninjatrader based on footprint imbalances or not?

if yes how can i have access to realtime data of cme market?
should i buy data feed seprated from ninjatrader or ninjatrader subscription is enough for real time cme data?

[NinjaTrader_Jesse]

Hello ntmehdi,

By footprint imbalances are you referring to a specific indicator or bars type?

The strategy will work in realtime by default if you have a realtime data connection configured in the platform. You would enable the strategy on a chart and it will process the historical data first and then move into realtime.

If you need to subscribe to data you can use the client portal to manage your market data subscriptions. If you need help with that topic please create a new email to support[at]ninjatrader.com to inquire about data, you don't need to provide any information about the strategy only that you need help managing your data subscriptions.