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Tick Replay

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    Tick Replay

    I use Tick Replay extensively in real/time.

    Currently, invoking Tick Replay causes the entire data series loaded to be Replayed

    This takes an inordinate time, say, when you have 15 days of data loaded, parsed into Range Bars of 5-11 ticks, or time bars of short intervals.

    Tick Replay, as so constructed, freezes all the other charts in the Workspace.

    The user should be able a specfific number of days/hours, bars to be Replayed.

    #2
    Hello spooz2,

    Thank you for your suggestion.

    I will forward this to development.

    Comment


      #3
      Originally posted by spooz2 View Post
      I use Tick Replay extensively in real/time.

      Currently, invoking Tick Replay causes the entire data series loaded to be Replayed

      This takes an inordinate time, say, when you have 15 days of data loaded, parsed into Range Bars of 5-11 ticks, or time bars of short intervals.

      Tick Replay, as so constructed, freezes all the other charts in the Workspace.

      The user should be able a specific number of days/hours, bars to be Replayed.
      Thanks for the feedback.

      As you are aware, there is no mix and matching of tick replay, and would be pretty difficult to do (which we looked into) since we are essentially rebuilding a bars series. It is more involved than just saying "start tick replay at this point." While I understand the request, and can sympathise, I do not believe we can accommodate this request easily soon.

      Some food for thought:

      If you are running tick replay in real-time, why is tick replay needed at all? You can simply use OnMarketData without TickReplay, and that'll give you all the data events you need in real-time.

      If you need a bit of historical data, but not all that you are requesting, couldn't you just reduce the number of days on the chart?

      If you truly need to mix this because you want to, e.g., load one indicator which needs bar data from 6 months ago, and another indicator which just needs the last few days for tick replay, you can:

      A) Obvious answer: Split your TickReplay indicators and non-TickReplay indicators to different charts. If all your tick replay indicators are in one chart, you will get performance benefits since we do not need to duplicate and process tick replay on a whole other chart, allowing you to split resources more efficiently

      B) Not so obvious workaround: If you do not want to split your charts, what you can do is create two series on the same panel, one that is tick replay, and other which is just a regular series. You can then individually control the number of days to load on that chart for each series, and then add the desired indicators to the relevant series from the indicator dialog. This approach would effectively give you 1 single chart, using 1 panel, running two different data series working with different responsibilities, and should give you more flexibility in the amount of time it takes to process that data.​

      I've attached a quick video to demonstrate approach B. The Chart only has 5 days of tick replay data, which starts on May 5th, whereas the regular series has 30 days. Reloading NinjaScript in this scenario only takes about ~5 seconds, opposed to the ~30 seconds it takes to load otherwise.

      http://screencast.com/t/VHQFjqkJpK
      MatthewNinjaTrader Product Management

      Comment


        #4
        Hello spooz2,

        Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # SFT-810.

        Comment


          #5
          I load the number of days which are required by my indicator(s).

          If I read your comments right, why was the Tick Replay function constructed at a;;?

          I have using Tick Replay for more than ten years in another program. Ninja 8, with its new found capability of handling millisecond granularity (necessary for bona fide Tick Replay) has allowed me to see what other features may be benefits to me.

          Your convoluted work-arounds do not appeal to this professional tradre, but I thank you for your good intention.

          Comment

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