Cannot import tick data into the new Ninjatrader 8 release

[Alexmuse]

Dear tickstory,

Thank you for your great services; I have been enjoying back testing with Ninjatrader 7.

Since the release of Ninjatrader 8 beta version, I have been very keen to use it for backtesting, due to the supperior speed and intrabar granularity.

However if I follow the exact instructions in the video you provide on the site "import free data into ninjatrader in 3 simple steps"; the data import process into Ninjatrader 8 beta immediately returns an error, and no import on tick data occurs.

Would you be able to help me in any way in order to enable import of tick data into Ninjatrader 8?

Best wishes
Alex

[tickstory]

Hello Alex,

Have Ninjatrader advised any information regarding the tick import format for version 8? According to this post they are still compiling the details. If we can find this information out, we can probably figure out a suitable format for you to import with.

Thanks.

[tickstory]

Hi Alex,

Just a follow up to our last post, it appears that the format hasn't changed between Ninja 7 and 8 which should mean everything should still work. This link seems to detail the tick format which matches with v7:

http://ninjatrader.com/support/helpGuid ... orting.htm

Maybe checking the error logs (as suggested in their manual) might reveal something else.

Thanks.

[Alexmuse]

Thank you for the support and the quick replies.

I have looked in more detail, and have realised that indeed I simply did not follow the full set of instructions of how to name the exported file, prior to importing into NinjaTrader8.

To import EURUSD pair into NinjaTrader7, I named the file $EURUSD (without the .txt extension even), and this imported fine into Ninjatrader7.

However, the same file must be renamed as the following: EURUSD.Last.txt in order to be correctly imported into NinjaTrader8.



This is slightly off-topic for this particular thread, but could I please ask a quick question. I see that from other older threads people are talking about the spread of the data and MT4 backtesting. My question is: the data that is available to download from tickstory (that is provided by Dukascopy if I'm correct) contains only the 'Last' prices? Or does it also contain the 'Bid' and 'Ask' prices as well? Because from what I understood, it only contains the 'Last' prices, and so to simulate the average spread, I was simply adding a set amount of slippage in NinjaTrader7.

Best wishes,
Alex

[tickstory]

Hi Alexmuse,

Glad to hear you resolved the issue.
Regarding your other questions:

- Yes, the data is provided by Dukascopy.
- In Forex, there is no "last" price since this term refers to the last traded price of the instrument. Given that there is no central exchange for Forex, there are technically no "last traded" prices. There are however, quotes of the last Bid and Ask price of the instrument which is effectively what you need when Ninjatrader speaks of "Last" price. You can export both Bid or Ask Prices from Tickstory by using a custom format (see the manual for more).
- Slippage simulation may be a tricky one. I'm not sure how Ninjatrader handles this, however if you are adding some sort of a "buffer" to the Bid or ask price, this will simply be taken as the execution price when you back-test, potentially affecting your results. If there is a slippage simulation in Ninjatrader strategy tester, you want to be using that.

Hope this helps.