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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.
Can you help answer these questions from other members on NexusFi?
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?
Simplicity is the ultimate sophistication, Leonardo da Vinci
Most people chose unhappiness over uncertainty, Tim Ferris
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.
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!
) I appreciate the help. I will bring it up in the other thread, which has been super duper helpful so far!