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Backfilling Data


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Backfilling Data

  #1 (permalink)
 Blz17 
Seattle
 
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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.

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  #2 (permalink)
 
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 Big Mike 
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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



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  #3 (permalink)
 Blz17 
Seattle
 
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Whoops, meant to put that in the message. I use IB for both trading and data.

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  #4 (permalink)
 
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 Big Mike 
Manta, Ecuador
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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



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  #5 (permalink)
 Blz17 
Seattle
 
Experience: Beginner
Platform: NinjaTrader Interactive Brokers
Trading: 6B
Posts: 225 since Jun 2009
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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.

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