Gretta Posted March 8, 2016 Report Share Posted March 8, 2016 Look for as many years of continuous contract data as possible to use in NT. Primarily for the TF but other contracts also. These guys seem to have a lot at a reasonable price: http://pitrading.com/historical-market-data.html if anyone wants to go in on it together. Quote Link to comment Share on other sites More sharing options...
⭐ traderkx Posted March 13, 2016 Report Share Posted March 13, 2016 Well is a system, I can join But if others join... it is not so cheap Quote Link to comment Share on other sites More sharing options...
jshapen Posted March 13, 2016 Report Share Posted March 13, 2016 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) ⭐ ESVepara 1 Quote Link to comment Share on other sites More sharing options...
Gretta Posted March 13, 2016 Author Report Share Posted March 13, 2016 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. Quote Link to comment Share on other sites More sharing options...
JoeWilson Posted March 13, 2016 Report Share Posted March 13, 2016 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 Quote Link to comment Share on other sites More sharing options...
JoeWilson Posted March 14, 2016 Report Share Posted March 14, 2016 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 ⭐ ESVepara 1 Quote Link to comment Share on other sites More sharing options...
Gretta Posted March 14, 2016 Author Report Share Posted March 14, 2016 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. JoeWilson 1 Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted March 14, 2016 Report Share Posted March 14, 2016 https://en.wikipedia.org/wiki/DVD Quote Link to comment Share on other sites More sharing options...
Gretta Posted March 14, 2016 Author Report Share Posted March 14, 2016 https://en.wikipedia.org/wiki/DVD Your point? ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
⭐ laser1000it Posted March 14, 2016 Report Share Posted March 14, 2016 Your point? From my side some data are missing (underline from my side) Have you check in BigMike futures.io ? Quote Link to comment Share on other sites More sharing options...
Gretta Posted March 14, 2016 Author Report Share Posted March 14, 2016 From my side some data are missing (underline from my side) Have you check in BigMike futures.io ? Yes. Didn't see continuous contract files. He has individual contracts for every month. Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.