First off, I apologize if this information is already on here, I was unable to find it via the search function.

I was wondering if anyone knows how to convert NinjaTrader tick data into something I can use in Excel.

Thank You.
CFP

CFP462 

First off, I apologize if this information is already on here, I was unable to find it via the search function. I was wondering if anyone knows how to convert NinjaTrader tick data into something I can use in Excel. Thank You. CFP

You can use any number of existing tools on NexusFi (formerly BMT) or in download section (search "Export") to get data into OHLC format.

Or you can use any number of existing threads on NexusFi (formerly BMT) where tick data exists and it is already in such format.

However, using Excel for this task is generally impossible due to Excel row limits.

Mike

Thanks Mike! You always know how to steer a guy in the right direction.

And yes using Excel is not ideal, but I have yet to find a system that accurately builds exotic charts. I don't know why they all seem to get it wrong but anytime using Kagi or P&F I run into serious consistency issues. So if you know any software that does this correctly I would be happy to hear about it .

I would imagine Sierra Chart, or build your own.

I'm not aware of any problems with Ninja. You might be describing a design flaw of the bar itself.

Sent from my LG Optimus G Pro

CFP462 

Thanks Mike! You always know how to steer a guy in the right direction. And yes using Excel is not ideal, but I have yet to find a system that accurately builds exotic charts. I don't know why they all seem to get it wrong but anytime using Kagi or P&F I run into serious consistency issues. So if you know any software that does this correctly I would be happy to hear about it .

Hi @CFP462,

I assume you have already looked into the details of how those bar-types work? As you know the OHLC do not accurately reflect price action. These bar types are great to run strategies in historic mode because they will likely win big, this id because the data is filtered, since the price action moved above and below what is printed on the final chart, this might be tricking you.

If this could be what you are experiencing, I would search NexusFi (formerly BMT) for more on exotic bar types as there are cautions associated with most/all of them from a back testing perspective.