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Ninjatrader IB and iqfeed


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Ninjatrader IB and iqfeed

  #11 (permalink)
 
ElChacal's Avatar
 ElChacal 
Houston, TX
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Experience: Intermediate
Platform: NinjaTrader TWS Barchart
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@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)
 
ElChacal's Avatar
 ElChacal 
Houston, TX
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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 - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

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  #13 (permalink)
 
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 Big Mike 
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 - [AUTOLINK]NinjaTrader[/AUTOLINK] 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)
 
ElChacal's Avatar
 ElChacal 
Houston, TX
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Experience: Intermediate
Platform: NinjaTrader TWS Barchart
Broker: IB / IB
Trading: SPY, QQQ
Posts: 418 since Nov 2014
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@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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