I've noticed critical differences in the behavior of a custom indicator between real-time and historical data. To prove I wasn't going crazy I took chart screenshots of the indicator at the end of a realtime trading day and compared them against the chart created one trading day hence (once the trading day historical data).
As stated in the NT7 Help Guide the Market Replay Connection provides "market data to all NinjaTrader windows as if it was happening in real-time". I was hoping this facility would help me debug the custom indicator, replicating the indicator output as if it was real-time. However, this is not the case. The Market Reply Connection chart presents as if it were entirely calculated on historical data.
Is my understanding of the Market Replay Connection incorrect?
Any pearls of wisdom on how I might debug this indicator, outside of composing the indicator to write extensively to the Output window and then comparing the realtime and historical outputs of trading days as time rolls forwards?
As always, any insight would be appreciated.
Regards
Shannon
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