Strategy Help

[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

[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,

I went ahead and moved your questions into a new thread because it was not related to the thread you commented in. In the future please make new threads for new questions that you have.

You can run strategies in realtime using a Chart or the control center strategies tab. Strategies use the data series you select as its input, for example if you have a 1 minute chart the strategy will use that 1 minute data series for processing its logic.

Using a footprint imbalance depends on what you mean, is that an indicator that you are referring to or a specific bars type you have imported?

To manage what data you have access to you would need to use the client portal to make subscriptions for the data you need. I wouldn't be able to make a suggestion on what data you need to subscribe to, that would depend on what requirements you have for your trading. You can review the various available data packages through the client portal.