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Strategy Analyzer with High precision tick fills processing versus Replay

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    Strategy Analyzer with High precision tick fills processing versus Replay

    Hi,

    I'm trying to think through this, but with NT8's High Fill Resolution of a 1 Tick value, how is Strategy Analyzer any different from Replay.

    There are a lot of variables here, but I have a strategy that places limit orders and needs to trade with Calculate.OnEachTick to get proper entries. When I run this through Strategy Analyzer with 1 Tick high Fill resolution, the trades seem to be accurate.

    I understand if you needed to know bid/ask data for a market order, that Strategy Analyzer does not consider historical bid/ask data (unless you add it to the script), but for something that places limit orders, how do they differ?

    Thanks!

    #2
    Hello tomace,

    Thanks for your post.

    I will be looking into this but I can advise that the High Fill Resolution is based on adding a smaller bar series to submit orders to - where replay data is based on the recorded movements of the market. Executions can be similar in both.
    Paul H.NinjaTrader Customer Service

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      #3
      Hello tomace,

      The difference would be in replay you also have level 2 data which the simulation engine would use as part of its decision to fill or not fill a particular order.
      Paul H.NinjaTrader Customer Service

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