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Ninjatrader IB and iqfeed
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Ninjatrader IB and iqfeed

  #11 (permalink)
Patience my young padawan
Houston, TX/USA
 
Futures Experience: Intermediate
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ElChacal's Avatar
 
Posts: 314 since Nov 2014
Thanks: 386 given, 185 received

@IQFeed James Thanks, yes I will contact them to see what's going on.

@Big Mike I was on default which is ETH and backtesting last night. The backtest went haywire on specific dates.

I will let you know once I solve it.

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  #12 (permalink)
Patience my young padawan
Houston, TX/USA
 
Futures Experience: Intermediate
Platform: NinjaTrader TWS Barchart
Broker/Data: IB / IB
Favorite Futures: ES & looking into commodities
 
ElChacal's Avatar
 
Posts: 314 since Nov 2014
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@IQFeed James

Well... there is apparently a trading halt that I was not aware of that affects backtesting results on those dates.

Price gaps on IQFeed data - NinjaTrader Support Forum

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  #13 (permalink)
Site Administrator
Manta, Ecuador
 
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ElChacal View Post
@IQFeed James

Well... there is apparently a trading halt that I was not aware of that affects backtesting results on those dates.

Price gaps on IQFeed data - NinjaTrader Support Forum

I'm not sure I follow. The market was closed if I understand correctly, what is the issue? If you are seeing 'gaps' on your chart maybe you have a 24/7 template that is showing weekends or something, and need to adjust it to the correct sessions.

Mike

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  #14 (permalink)
Patience my young padawan
Houston, TX/USA
 
Futures Experience: Intermediate
Platform: NinjaTrader TWS Barchart
Broker/Data: IB / IB
Favorite Futures: ES & looking into commodities
 
ElChacal's Avatar
 
Posts: 314 since Nov 2014
Thanks: 386 given, 185 received

@IQFeed James @Big Mike I just found the issue.

The data is perfect, working like a charm.
I was mixing apples and pears in my strategy (different instruments that trade different hours) and that was skewing my results.

Thanks.

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