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Market Analyzer Support for the NinjaTrader Market Analyzer.

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Old 04-12-2012, 11:10 AM   #1
marotom
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Default Market Replay vs.Optimization

Hell NT support!

I have a tiny unneeded behaviour when I'm using Market Replay. When I specify a date (22.04. 2010) and simultaneously I'd like optimize the strategy using an saved Historical data from 2001 to now, then the strategy can't able to reach the Historical data from the specified date (22.04. 2010) of MR to now. After than can able to reach this data, when I restart the NT (I'm using the latest), and I load a new chart from begining the latest bar. Is it normal and should I make this procedure every time?

thanks Tom
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Old 04-12-2012, 11:21 AM   #2
NinjaTrader_Matthew
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Hello Tom,

I'm not quite sure I follow - when you restart NinjaTrader, are you reconnected to market replay? Or are you using another data provider?
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Old 04-12-2012, 11:32 AM   #3
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No, I'm not using another provider, all data are saved as historical data, and I'd like to use to optimize. I illustrate the connections:
1 - after launching NT, I connect to Market Replay.
2 - I specify a date and time to jump
3 - I run the optimize simultaneously
4 - historical data is avaible to the specified date of MR
5 - unconnect
6 - restart NT
7 - no connection, and open an new chart using the saved Historical data to recover the data of chart (it can be use arbitrary provider insteed it.)

I hope I was clear.
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Old 04-12-2012, 12:54 PM   #4
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Hello marotom,
Thanks for the clarification and I am writing for Matthew.

You cannot use the Market Replay data for backtest/optimization purpose and you cannot have historical data from market replay.

Please let me know if I can assist you any further.
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