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Backtesting service?


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DavidBodhi's Avatar
 DavidBodhi 
Milwaukee, WI, USA
 
Experience: Intermediate
Platform: NinjaTrader, thinkorswim
Trading: Equities, stocks
Frequency: Many times daily
Duration: Seconds
Posts: 210 since Oct 2014
Thanks Given: 23
Thanks Received: 210

I'm a NinjaTrader & NinjaTrader brokerage user and am working to develop automated trading strategies.

A major issue (no need to go into the program's numerous backtesting problems) is that NinjaTrader only has a few years of data available.

Does anyone know of a backtesting service that doesn't require using the service's own trading interface?

I've invested a lot of time in learning NT's flavor of C# and would just as soon not have to start over again with something new, but really need more years of futures data for backtesting. I have downloaded what folks have kindly made available on this forum, but would consider an online source of historical futures data, if there is such a thing.

On the 3rd hand, if actually downloading to NT's \db\data folder is the only way for NT to see the data, maybe an outright purchase of data is the only practical option. But, that can get pricey.


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  #3 (permalink)
 tpredictor 
North Carolina
 
Experience: Beginner
Platform: NinjaTrader, Tradestation
Trading: es
Posts: 644 since Nov 2011


IQFEED or Kinetick (for Ninja only) is probably what you're looking for. You can also open an account with TS and they sometimes offer promotions regarding data and have a lot of historical data. It is easy to export the historical data which you could import for backtesting. But, probably Kinetick is your best bet.


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DavidBodhi's Avatar
 DavidBodhi 
Milwaukee, WI, USA
 
Experience: Intermediate
Platform: NinjaTrader, thinkorswim
Trading: Equities, stocks
Frequency: Many times daily
Duration: Seconds
Posts: 210 since Oct 2014
Thanks Given: 23
Thanks Received: 210


tpredictor View Post
IQFEED or Kinetick (for Ninja only) is probably what you're looking for. You can also open an account with TS and they sometimes offer promotions regarding data and have a lot of historical data. It is easy to export the historical data which you could import for backtesting. But, probably Kinetick is your best bet.

Thanks for the feedback. Much appreciated.


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