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Bactest more than 1 year data

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    Bactest more than 1 year data

    I am backtesting 10 second bars on the NQ. I have a NinjaTrader and Rithmic connection. It appears that despite what start date I enter, the backtest only tests the last year worth of data. I have also tried to adjust any settings that I found pertinent. Is there any way that I can backtest more than the most current years historical data? Thank you.

    #2
    When using Second based bars, each underlying bar
    is built from tick data.

    For Rithmic based connections, all historical data
    comes from NT's own historical servers, not Rithmic.

    NT's historical servers only store the most recent one
    year of tick data for futures instruments.

    So, full stop, you've hit the NinjaTrader limit.

    Bummer.

    -=o=-

    If you need more than that, you'll have to get it else
    where, for ex, from some third-party data provider.

    Be aware that third-party data providers are not
    usually free -- most will charge you -- some will
    try to charge you out the wazoo.

    Just my 2˘.

    Comment


      #3
      bltdavid, thank you. That confirmed my fears.

      Comment


        #4


        Hello bltdavid

        NT's historical servers only store the most recent one
        year of tick data for futures instruments.


        How can I get this data? When I try to download data to the Tick, it only allows me up to 3 previous months, I do backtesting with market replay and I need the data per Tick.

        Historical Data > Get Market Replay data > instrument > date

        or if you know of someone who may have the NQ data in Tick years, I would appreciate it.

        Thank you​



        Comment


          #5
          Originally posted by HGTrader View Post
          How can I get this data?

          I do backtesting with market replay
          Well, you can buy it.

          Market Replay data is available from several
          3rd-party download services.

          Try searching for them with Google.​

          Comment

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