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Need 12 months Market Replay Data
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Need 12 months Market Replay Data

  #1 (permalink)
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PandaWarrior's Avatar
 
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Need 12 months Market Replay Data

Does anyone have a years worth of CL market replay data. I find I have a need for it and could sure use it. If you have it you can PM me and attach it to the PM. Thanks in advance.

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  #2 (permalink)
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  #3 (permalink)
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Can't you just download it using NT7?

Mike

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  #4 (permalink)
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Big Mike View Post
Can't you just download it using NT7?

Mike

I'll try. I know how to down load the current month, so does that mean I need to down load 12 seperate months? And I want to save it in a file somewhere so I know where it is. How do I do that?

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  #5 (permalink)
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aztrader9 View Post
I'll try. I know how to down load the current month, so does that mean I need to down load 12 seperate months? And I want to save it in a file somewhere so I know where it is. How do I do that?

It automatically saves it to your NT documents directory under db\data if I recall.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
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3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
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6)
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  #6 (permalink)
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I was wondering if you know how to mesh the monthly contracts together? Therefore when you run a backtest you only effectively run it on 1 instrument contract for the year rather than 12 separate ones?

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  #7 (permalink)
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'Market Replay Users Unite' thread might be the best way to go. There is a script there that will help you download all the data.

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  #8 (permalink)
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beaurhe1 View Post
I was wondering if you know how to mesh the monthly contracts together? Therefore when you run a backtest you only effectively run it on 1 instrument contract for the year rather than 12 separate ones?

Keep in mind Market Replay data is not used for an actual systematic Backtest, as in NinjaTrader -> Strategy Analyzer -> Backtest.

Market Replay data can be used for manually testing your strategy, and looking at how it performed on a certain day. But actually running a backtest using the strategy analyzer uses historical data in your database, and not market replay data.

Why they are stored separately is a whole different subject, but I wanted to make sure you understood the differences.

You can download about a year of market replay data, to my understanding, from NinjaTrader directly. Use the thread mentioned to find a script to do it.

You can find months/years of historical backfill tick data on the site in Elite section, or you can use services like IQFeed and Kinetick to download data.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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The following user says Thank You to Big Mike for this post:
 
  #9 (permalink)
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beaurhe1's Avatar
 
Posts: 5 since Oct 2011
Thanks: 12 given, 1 received

Cheers Mike,

I have been basically setting the market replay back to a certain date period and then turning on a strategy to test it. As the market replays it does essentially the same thing as the NT backtesting function, but for tick data (and allot slower ) I appreciate the help. I will bring it up in the other thread, which has been super duper helpful so far!

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