Hi, I need to backtest over the last year my strategy that is based on orderflow. I want to use the playback. To do that I need reliable tick data for all that time period. Is that possible to do my backtesting with NinjaTrader or the available data il limited to a few months?
Thank you.
You should be able to download the historical data up to a year for backtesting. On a side note, I created this for testing my own orderflow ideas. Using this, you can simply focus on creating a strategy class and leverage existing databars that have some calculated values that NinjaTrader doesnât provide. For example, value area for the individual bars, imbalances/stacked imbalances. GitHub - WaleeTheRobot/order-flow-bot: OrderFlowBot lets you trade your orderflow strategy using NinjaTrader's volumetric data. It simplifies trading by enabling semi-automated or fully automated execution with your ATM strategy.
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Isnât the export historical data limit to exporting on a per contract basis? meaning you canât export continuous, you have to export per expiry.
I donât think I ever continuously downloaded a yearâs worth of data. I usually go look at the rollover dates and just apply the contract month for it. Equity Index Roll Dates
Thank you for the answer! My problem is the following: with my data feed connected I go to Tools â Historical Data. There I download for instance the period from January 13, 2025 up to January 31, 2025 for ES. Once the download is finished then I switch off the connection to the data fee. At this stage I turn on the playback, I select as Start date 14/01/2025 and I open the ES chart on 1 minute time frame. In the chart I see the candles. Then I push the play button: HERE nothing moves in the chart while time actually is flowing in the Playback window. In fact only upon Reload all historical data I can see the new candles that have printed. However itâs impossible to me to see a kind of replay of the market, so seeing candles that are forming. Am I doing something wrong? Thank you!!
