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Strategy Analyzer does not work with Tick Replay

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    Strategy Analyzer does not work with Tick Replay

    I set up a backtest of the Sample MA Crossover strategy in a Strategy Analyzer window. I attached a screen shot of this.

    Using Visual Studio to debug, I put a break at the first line in the OnBarUpdate routine. When I have Tick Replay checked, then OnBarUpdate is never called. Using the exact same parameters in the screen shot, if I uncheck Tick Replay then OnBarUpdate is called and the strategy processes the backtest data.

    Is this a bug? One would think that OnBarUpdate should be called whether processing tick data or bar data. Are you able to reproduce this in-house using my setup screen?

    Thanks!
    Bryan
    Attached Files
    cassb
    NinjaTrader Ecosystem Vendor - Logical Forex

    #2
    Hello,

    Thank you for the post.

    I wanted to check, what version of visual studio are you using and could you provide the steps you are currently following to attach to NT8 and enabling debug mode?

    Additionally can you tell me what you have placed a breakpoint on specifically?

    In my tests I can see that with or without tickreplay enabled, i can hit breakpoints on conditions or methods.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hi Jesse. Here are the steps:

      1) Start NT8 64-bit
      2) Start MS Visual Studio 2010 Premium
      3) Attach VS to NinjaTrader process
      4) Open @SampleMACrossOver.cs in VS and place break at line shown in screen shot
      5) Connect to your data provider
      6) Open new Strategy Analyzer and select Sample MA Crossover as shown in screen shot
      7) Untick the Tick Replay box
      8) Click Run button and break is hit as shown in screen shot - unset break and click Play button in VS to finish backtest
      9) Tick the Tick Replay box
      10) Place breakpoint in same place as shown in screen shot
      11) Click Run button and break is not hit - Analyzer completes and no trades were made.

      The only thing changed is the Tick Replay box... all other parameters are not touched.

      Bryan
      Attached Files
      Last edited by cassb; 07-04-2016, 06:25 PM.
      cassb
      NinjaTrader Ecosystem Vendor - Logical Forex

      Comment


        #4
        One cause of this would be no Tick data to drive the tick replay engine. Can you please check that you have tick data for that time period and instrument to narrow this down. I see that in your screenshots your disconnected as well by the control center connection dot being grey.

        -Brett
        BrettNinjaTrader Product Management

        Comment


          #5
          Hi Brett. This problem happens whether I am connected or not. Doesn't SA use tick data when I am connected? Do I have to do something specific to make SA use tick data?

          Nevermind... I had to download the historical data and selected Tick and Minute to download. Now it works with Tick Replay.

          Thanks!
          Bryan
          Last edited by cassb; 07-05-2016, 08:00 AM.
          cassb
          NinjaTrader Ecosystem Vendor - Logical Forex

          Comment


            #6
            Should have downloaded tick data automatically if connected unless you explicitly turned it off by the Strategy Analyzer setting to only use local data. That setting is in the right click > Properties on the Strategy Analyzer.

            -Brett
            BrettNinjaTrader Product Management

            Comment

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