I would like to use the strategy analyzer's Optimizer to rerun a specific day or date range and be able to select parameter value ranges as it does now -- only on a tick by tick basis. Is there an easy way to plug in a market replay file(s) into the analyzer's input stream? Please please -- help me keep my sanity, and help me get some sleep!
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NinjaTrader
Please! Can we backtest strategies with tick by tick??
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Please! Can we backtest strategies with tick by tick??
I know I can record the market and replay it tick by tick and rerun my strategies. But it runs slow with three charts/strategies running at the same time. So it takes me about 1/2 hour to run a full week's work of replays with just one set of parameters on my strategies. Then I have to go back, tweak the parameters, and rerun the week again -- another 1/2 hour. This quickly adds up to hours each night rerunning strategies, which gets very tedious and tiring.
I would like to use the strategy analyzer's Optimizer to rerun a specific day or date range and be able to select parameter value ranges as it does now -- only on a tick by tick basis. Is there an easy way to plug in a market replay file(s) into the analyzer's input stream? Please please -- help me keep my sanity, and help me get some sleep!Tags: None
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Thanks Josh -- yes, I know. I would like an enhancement of the software to allow the same thing you can do with market replay, only in the Strategy Analyzer backtest and optimizer functions. I want to be able to feed those functions with market reply data for one or more replay days/files at a time.
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