One possible approach would be to load a database driver in a ninja script and write the data as it comes in (OnBarUpdate()) to a table in the database. I was looking at storing some information from a strategy into postgres (my preference), but not actual back tested data. I did some googleing and found a C#-postgres database driver, but I have not tried using it yet. Here's a writeup on getting started with that: Using PostgreSQL in your C# (.NET) application (An introduction) - CodeProject
Another approach is to take the existing historical data files and insert them into database tables via bulk insert (for postgres anyways). I have not looked at the format for the data, but I don't think that massaging the data for inserts should not be difficult (for me anyways. I have experience with this sort of thing ).
Now getting data into NT from the db will require some work. From this post on the NT forum, NTDataFeeder pulls in data from a file and plays it back to NT:
If evryday i have my ninjatrader open and market analyzer ready with all instrument, futures, stock... that i like, are the stored in the database?
How could i fill the gap of one week if i am going to holiday?
When there is a rollover day about futures how could manage the database in right way, to have a long chart of many years without bad spike or databroken?
Each trader should have a database of at least 8 years to test strategy.
This data should be load on ninja and afther maintain database.
It seems a not important work this but for algotrader is it foundamental.
Another point is that all this process should be simple and not a waste of time.
So all kiss idea and practical are accepted.
Sorry i am not a programmer, but a trader and i am learning now how to do this, but i try to help the other and give good ideas.