Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I'm curious if anyone knows where (or if) I can find historical price data beyond what Ninja offers. For example, Ninja has historical data for CL back to 2008, but not beyond that point, and I'd like to go back farther if possible. I'm looking to do backtesting/optimization as far back as possible using minute bar increments (1 minute and higher), so I need a source of data using that bar type and that can be imported/used with NinjaTrader. Not concerned about having to pay for it if that's the case, just that it is accurate and plays well with Ninja. Anyone know where I can find it?
Think big, think positive, never show any sign of weakness. Always go for the throat. Buy low, sell high. Fear? That's the other guy's problem. In this building, it's either kill or be killed. You make no friends in the pits and you take no prisoners. One minute you're up half a million in soybeans and the next, boom, your kids don't go to college and they've repossessed your Bentley. Are you with me?
Can you help answer these questions from other members on NexusFi?
I can't even tell if that's what I'm looking for, or how to incorporate that into Ninja. In fact it looks like 5 day is the smallest increment offered going back historically.
Think big, think positive, never show any sign of weakness. Always go for the throat. Buy low, sell high. Fear? That's the other guy's problem. In this building, it's either kill or be killed. You make no friends in the pits and you take no prisoners. One minute you're up half a million in soybeans and the next, boom, your kids don't go to college and they've repossessed your Bentley. Are you with me?
They say they have futures data going back 45 years available for download, and for NinjaTrader. It looks like it might be in continuous contract format though, which I thought I read was not ideal to run historical optimization runs on.
Think big, think positive, never show any sign of weakness. Always go for the throat. Buy low, sell high. Fear? That's the other guy's problem. In this building, it's either kill or be killed. You make no friends in the pits and you take no prisoners. One minute you're up half a million in soybeans and the next, boom, your kids don't go to college and they've repossessed your Bentley. Are you with me?
What kind of continuous contract do they offer? There are different methods of creating these datastreams, and each one has some strength and weaknesses.
I use backadjusted continuous contracts, and I am happy with them. But, on some futures, the historical price can actually go negative because of the backadjusting, so you have to be careful with your calculations and testing.