NexusFi: Find Your Edge


Home Menu

 





Saving and Recalling Tick Data - re BidAsk


Discussion in NinjaTrader

Updated
    1. trending_up 2,028 views
    2. thumb_up 4 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 1 attachments




 
Search this Thread
  #1 (permalink)
 Patkum101 
Plano TX
 
Experience: Beginner
Platform: NinjaTrader
Trading: Futures
Posts: 6 since Jan 2013
Thanks Given: 4
Thanks Received: 3

Volume based indicators such as BuySellPlot (+BuySell Volume etc) ONLY plots on the chart in real-time (LIVE MODE) and the data is lost when a change in property, interval or instrument is made.

Kindly advise, how i may save the data so that the data will plot when the worksheet is off-line or recalled/opened and volume based strategy backtest can be run at any future date.

Thanks and best regards

Pat


Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Third Circuit Backs Kalshi in Landmark Ruling -- Predict …
Prediction Markets & Event Contracts
Cboe Launches BITVX Bitcoin Volatility Index and Unveils …
Prediction Markets & Event Contracts
TradingView Opens Volume Footprint Data to Pine Script - …
TradingView
BofA Projects $1.1 Trillion in Sports Event Contracts -- …
Prediction Markets & Event Contracts
Q1 2026 Shatters All Derivatives Volume Records -- CME H …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
21 thanks
2026 Jlab journal
10 thanks
Trying to learn Volume and price action correlation
8 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Lady Vols Primer: Trading Volatility Journal
5 thanks
  #2 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,947 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,860

This is in the design.
Can be fixed, but is a quite a bit of work...


Follow me on X Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #3 (permalink)
 
Blash's Avatar
 Blash 
Chicago, IL
Legendary Market Chamois
 
Experience: None
Platform: NT8,NT7,TWS
Broker: InteractiveBrokers, S5T, IQFeed
Trading: The one I'm creating in the present....Index Futures mini/micro, ZF
Posts: 2,307 since Nov 2011
Thanks Given: 7,341
Thanks Received: 4,511



Patkum101 View Post
Volume based indicators such as BuySellPlot (+BuySell Volume etc) ONLY plots on the chart in real-time (LIVE MODE) and the data is lost when a change in property, interval or instrument is made.

Kindly advise, how i may save the data so that the data will plot when the worksheet is off-line or recalled/opened and volume based strategy backtest can be run at any future date.

Thanks and best regards

Pat

Best advice I can give is download NT8 and be sure to check the box for "Tick Replay" Tools/Options/Market data check "Show Tick Replay" and then the option will appear in each chart you open and be sure to check it also. You might have to reload the data Ctrl+Shift+R once you make a new chart.

Not sure if it will work for backtesting I use Excel to mine out probabilities and would encourage you to do the same. Basktesting is a skill all its own and in and of itself does not put you any closer to creating consistent profits. IMHO good for entertainment/dreaming as you see profits accumulate over a time period but live trading is extremely different. I stopped doing it.

Also, Rancho Dinero has several indicators for NT7, AcmeVolumeBreakdown, AcmeVolumeBalance that use data on historical bars and can be exported to Excel for detailed study... see this data attached below ...1 year of ES 5 min bars RTH only over 22,000 rows of data.....

ES 06-16-5 Min-CME US Index Futures RTH-UpDownTick.csv

Ron


...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Follow me on X Visit my NexusFi Trade Journal Reply With Quote
Thanked by:




Last Updated on April 18, 2016


© 2026 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 - Downloads - Top
no new posts