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Fake intraday data

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    Fake intraday data

    Hi,
    I do some modeling with stocks on daily charts. I don't have access to intraday data (for now). I understand how strategy works OnBarUpdate() but is there any way I can make fake intraday data series so strategy analyzer will work? Pic related. I don't care about intraday activity, all price levels I need are from daily bars.

    #2
    Hello Leeroy_Jenkins,

    Thank you for the inquiry.

    For the strategy analyzer that will need historical data so you would need to import data for that or have a data feed.

    If you wanted fake data you could generate a text file full of data-points and then import that. It doesn't need to be real data just in the formats shown here: https://ninjatrader.com/support/help...AndDataFormats

    I am not certain if there are any sources online that have fake intraday data but it would be worth a few google searches to see if there are any existing things you can use. You might try searching for "fake stock data" or "generate fake stock data C#" as some examples. Whatever you may find you will want to make it format the data as shown above in the help guide.

    You could make an indicator that exports the data it sees to file and then use the Simulated data feed to generate data: https://ninjatrader.com/support/help...tsub=simulated

    You can additionally design an import type in the NinjaScript editor if the data you find cannot be changed or is in some specific format. You can find examples of some import types in the editor. https://ninjatrader.com/support/help...mport_type.htm

    I look forward to being of further assistance.

    Comment


      #3
      How can I export all symbols at once? Cuz I see NT8 has data in .ncd format and I need txt.

      Comment


        #4
        Hello Leeroy_Jenkins,

        You could make an indicator and use the market analyzer or multiple charts to automate that. The previously mentioned items would be the starting place for getting the data in various ways. If you mean to automate exporting the simulated data you would need to do that as a market analyzer indicator column or multiple charts with your indicator.

        If you need text, you can write a text file. The platform will read its own proprietary data as needed and present it in the platform in various ways such as processing that data in an indicator. If you wanted to export that data you could write it to file in the needed format. There is a sample of writing data to file in the help guide here: https://ninjatrader.com/support/help...o_write_to.htm



        I look forward to being of further assistance.

        Comment

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