Use Market Replay data for Strategy Analyzer backtesting?

[Icehouse]

Is it possible to use Market Replay data in NT8 as the data source for Strategy Analyzer backtesting (and optimizing, etc.)?

It seems that Market Replay's additional Level II data would be a great resource for enabling NT8 to approximate fills as closely to real world as possible. And then enabling any backtesting, optimizations, scenarios, all that, could be run against a thorough and robust set of data. I'm okay with downloading (or saving) the Market Replay data the way it's currently done; using it for backtesting would be great. This would be especially useful for backtesting exotic bar types.

The backtesting improvements in NT8 are great (the new ease of granularity) - this would even further enhance them. Crossing my fingers that this is possible already.

P.S. Sorry if this info in the forums or content and I've missed it - I scoured both venues but didn't find a definitive answer.

[NinjaTrader_DaveI]

Hello,

It is not currently possible to use Playback data for strategy backtesting in the Strategy Analyzer, although it is always possible to run strategies at higher speeds on the Playback connection. Have you tested using Tick Replay in your Strategy Analyzer tests? This would get you closer to what you're looking for by replaying the exact sequence of ticks that went into building each bar, although it would not provide Level II data.

[Icehouse]

Dave,

Thanks for the quick response - I have used Playback at higher speeds and it's very useful... it's just not quite as thorough as Strategy Analyzer with its reports and variations on backtesting and optimizing. I suspect the Tick Replay in Strategy Analyzer would do the trick quite well... and thanks again for getting that easy granular backtesting into NT8, it's a great addition.

Also, I haven't tried Tick Replay yet - I'm testing out NT8 initially to consider moving things over from another platform/broker, and my data provider connection doesn't work well/easily with NT8 (trying to test w/o the overhead of opening an account just to test it out, truth be told). I used NT7, but was waiting for more granular backtesting on exotic bar types.

Thanks again.

[NinjaTrader_DaveI]

Thank you, we're very excited about Tick Replay and the intra-bar granularity in the Strategy Analyzer as well. it's a game-changer compared to the previous implementation.