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Data


Gretta

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You can download this data from iqfeed.net (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) for free (need credit card for trial - no charges)

 

Per their website: *** Trial users are restricted to 4 calendar days of intraday (Tick/Minute) historical data during their trial

 

If you have access to historical Emini data -- ES, TF, NQ going back to 2005 please PM me.

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For the serious trader, we have packed over 23 Gigabytes of one minute intraday historical data for over 300 of the most popular and actively traded symbols for stocks, indices, futures, and forex on one DVD-ROM

 

One DVD only holds 8.5 GB assuming it is Dual Layer.

 

The data is in one minute format. Tick data is preferable.

 

You need to verify with the vendor that it will be compatible format for Ninja.

 

Thanks,

Joe

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Here is the explanation of why "Minute" historical data is flawed.

 

Assume that the OHLC is O =38.54, H = 38.65, L =38.41 , C = 38.56

 

As an example: You have a strategy/method that went Short at the Open 38.54 of this hypothetical bar, with a stop loss of 38.64 and a Target of 38.44.

There would be no way to know if it went to the Stop Loss of 38.64 first or if it went to the Target of 38.44 first.

The best kind of data it Tick Data, which is far more accurate(and more expensive). If you had Tick Data, then you would know if it went to the Stop Loss or the Target first.

 

Hope this helps,

Joe

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For the serious trader, we have packed over 23 Gigabytes of one minute intraday historical data for over 300 of the most popular and actively traded symbols for stocks, indices, futures, and forex on one DVD-ROM

 

One DVD only holds 8.5 GB assuming it is Dual Layer.

 

The data is in one minute format. Tick data is preferable.

 

You need to verify with the vendor that it will be compatible format for Ninja.

 

Thanks,

Joe

 

It is compatible with NT. The data is shipped compressed so it fits all on one DVD.

 

The best kind of data it Tick Data, which is far more accurate(and more expensive). If you had Tick Data, then you would know if it went to the Stop Loss or the Target first.

 

Of course. I'd say the best approach would be to use many years of 1 min. data to get a ballpark idea on if a system has potential, then do an out of sample test with as much tick data as you can get.

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