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Tick Downloader Export and Import into SQ? for NinjaTrader

4 replies

mkjones320

Customer, bbp_participant, community, 19 replies.

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5 years ago #114984

Hi,

I am a trial user. I just want to make sure I am doing this right for NinjaTrader EA generation in SQ on 1H time frame.  I downloaded tick data for the EUR/USD using SQ Tick Downloader.

 

Questions:

1) Can I use Tick Downloader data for NinjaTrader EA’s or do I need another source of data?

2) Do I want to configure Tick Downloader for my timezone and have it export the time frame I am interested in or do I want to convert it to 1 Minute or leave it as Tick Data?

 

Import to SQ Questions:

1) First I add a symbol(SQ), click Import Data (SQ), select my file, Do I select DukasCopy Tick Data Format and just Click Start Import?

2) Then when I want NinjaTrader EA’s, just select NinjaTrader Backtest Engine in SQ?

 

Any help would be appreciated.

 

Thanks,

 

Kevin

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tomas262

Administrator, sq-ultimate, 679 replies.

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5 years ago #136288

The problem here is that NinjaTrader uses different timestamps for price data compared to MetaTrader. The price bar timestamp in NinjaTrader represents the time at which bar closes while in MetaTrader the timestamp represents the time when bar opens. That is the reason why you cannot use TD data for NinjaTrader. You need to transfer the data from NInjaTrader to StrategyQuant.

 

See StrategyQuant PDF Guide on page 83

 

With NinjaTrader backtesting engine you can only use “Selected Timeframe” precision. So you open up a 30 min chart in NT and export data into SQ. Now the only available timeframe for testing is 30 min. If you want to test 60 min you need to export data for this timeframe again.

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mkjones320

Customer, bbp_participant, community, 19 replies.

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5 years ago #136297

Thanks Tomas,

If I get data from my broker (FXCM) will I have the same issues?

 

Kevin

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tomas262

Administrator, sq-ultimate, 679 replies.

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5 years ago #136315

So you connect NinjaTrader to FXCM? I need to verify that but I think you can use their data with NinjaTrader SQ testing engine

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mabi

Customer, bbp_participant, community, 262 replies.

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5 years ago #136719

So you connect NinjaTrader to FXCM? I need to verify that but I think you can use their data with NinjaTrader SQ testing engine

Yes this works fine . But they NT FXCM only support intraday data from 2008

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