NexusFi: Find Your Edge


Home Menu

 





Backfilling Data


Discussion in NinjaTrader

Updated
    1. trending_up 4,457 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread

Backfilling Data

  #1 (permalink)
 Blz17 
Seattle
 
Experience: Beginner
Platform: NinjaTrader Interactive Brokers
Trading: 6B
Posts: 225 since Jun 2009
Thanks Given: 135
Thanks Received: 270

This could be a very ignorant question. My knowledge of Ninja is still very minimal. That being said is there a way to backfill historical data to fill in a range chart (specifically 4 range and 11 range)? I'd like to get some data filled in to test some strategies but sadly I don't have data that goes back very far. Thanks in advance.

Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
MC PL editor upgrade
MultiCharts
Quant vue
Trading Reviews and Vendors
Cheap historycal L1 data for stocks
Stocks and ETFs
 
  #2 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,236
Thanks Received: 101,661


Blz17 View Post
This could be a very ignorant question. My knowledge of Ninja is still very minimal. That being said is there a way to backfill historical data to fill in a range chart (specifically 4 range and 11 range)? I'd like to get some data filled in to test some strategies but sadly I don't have data that goes back very far. Thanks in advance.

Who is your broker and data provider?

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #3 (permalink)
 Blz17 
Seattle
 
Experience: Beginner
Platform: NinjaTrader Interactive Brokers
Trading: 6B
Posts: 225 since Jun 2009
Thanks Given: 135
Thanks Received: 270


Whoops, meant to put that in the message. I use IB for both trading and data.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #4 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,236
Thanks Received: 101,661


Blz17 View Post
Whoops, meant to put that in the message. I use IB for both trading and data.

IB is absolutely terrible for tick data. Tick data is anything that is not minute data. Terrible, terrible.

IB is a fine broker if you are trading equities. If you are swing trading then you can even use them for data.

But, if you are trading futures and you're not swing trading, then you've got to get a better data provider. I recommend Zen Fire, which is free through brokers like Amp Trading and Mirus Futures.

You could also go wih eSignal or IQfeed, and just add that to your existing broker (IB) so you wouldn't need to change brokers. However, I tried using IB+IQfeed for a while, and found that just switching flat out to Amp was far better. Better executions, and less Ninja problems overall.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #5 (permalink)
 Blz17 
Seattle
 
Experience: Beginner
Platform: NinjaTrader Interactive Brokers
Trading: 6B
Posts: 225 since Jun 2009
Thanks Given: 135
Thanks Received: 270

Thanks Mike. I've quickly learned that IB's data feed is horrible though I do like them quite a bit as a broker. I was hoping there may have been something that would work but it sounds like that's just a pipe dream. I'll take a look at those data feed providers you quoted. Thanks again.

Visit my NexusFi Trade Journal Started this thread Reply With Quote




Last Updated on June 21, 2009


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts