Strategy Analyzer with tick replay

[polxx]

Hello, i do this:
1.- Tools, Historical Data, Load, Get Market Replay Data, 6E 09-17, from 3/7/17 to 7/7/17
2.- Connections, playback connection
3.- New, Chart, 6E 09-17, from 3/7/17 to 7/7/17
4.- Ctrl+s, and add a system like this:

. . .
public class TestPressure : Strategy{
BuySellPressure myind = null;
. . .
else if (State == State.DataLoaded){
myind = BuySellPressure();
}
. . .
protected override void OnBarUpdate(){
if (myind[0] >= 80){
EnterLong();
}
if (myind[0] <= 20){
ExitLong();
}
}
. . .
5.- All is ok. But i want to use strategy analyzer with level 1 system.

And then I do this:

1.- New, Strategy Analyzer, choose the strategy and instrument 6E 09-17.
2.- Mark "Tick Replay" option (previously tools, options, market data, show tick replay (X) enabled)
3.- From 3/7/17 to 7/7/17
4.- Order fill resolution: Standard
5.- Clic RUN

But nothing happens. Control center log show me:
Backtesting with tick replay was not designed to provide higher accuracy concerning order fills and execution in historical...

I want to analyze and optimize with strategy analyzer system based on level 1. Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

This message is only to state what it says, rather than using the TickReplay option, for more granular fills to instead use the order fill resolution = High. This is just an information note rather than an error.

If you are seeing no results, this is very likely a result of the setup of the test. TickReplay data specifically would have a shorter time period than most historical data. If you are requesting an amount of time that is not available, the test is likely going to fail on account of not having data for the time to test.

I tried using the SampleMACrossOver strategy and tested the month of July using the TickReplay setting and can see results. Could you try a similar test using the SampleMACrossOver and see if you are able to get results?

You could also add Prints into your strategy to see if OnBarUpdate is being called, if not, this would likely indicate the test was not started or some error had prevented the test from being run.

I look forward to being of further assistance.

[polxx]

I currently have in database only level 1 and 2 (get market replay data). I do not have data of 1 tick, and I do not have data of 1 minute.
This is sufficient to calculate with chart of tick time frame and playback mode.
To use strategy analyzer with tick history using tick replay...
What historical data I need to have in database?

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

In this case, this would be expected, you would need access to historical data to be able to request the data you are trying to access.

The MarketReplay download tool would download specifically recorded data for market replay, using a Backtest or Optimization uses Historical data which are different types of data.

In this situation, you would need to consult with your data provider if you would like to subscribe to historical data to be able to otherwise request this data. If you have live data but no access to historical data, you can also record the market data using the Tools -> Options -> Market Data tab -> Record live data as historical.

I look forward to being of further assistance.

[condor]

Total P&amp;L Market Analyser

How to make visible total unrealized P&L on total account position with different instruments?
Thank you

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

Could you tell me, which window are you referring to? are you asking to gather the total account PnL In the Strategy we were speaking about specifically or just in general somewhere in the platform?

I look forward to being of further assistance.

[condor]

Thank you for the reply.
I would like to see on Market Anilyser Total Unrealized P&L on total account positions on different instruments. Let say am long ES and short NQ I want to see total unrealize P&L on both instruments

[NinjaTrader_PaulH]

Hello condor,

Thanks for your reply.

Yes, you can view the PnL of all instruments, both realized and unrealized in the market analyzer.
I've attached a relative screenshot.

Reference: http://ninjatrader.com/support/helpG...t_analyzer.htm

[condor]

I need for total, the sum of Unrealised P&L. Thank you

[NinjaTrader_PaulH]

Hello condor,

Thanks for your reply.

In the example provided in my previous post I have added the Market Analyzer's "total" row to get you the total of both realized and unrealized. The total row can be added through the "properties" of the market analyzer (please see the helpguiode link in the previous post).

[condor]

Many Thanks! Sorry, missed your point.