Realtime Sim Datafeed from file?

[tazatek]

I'm looking to take an hours worth of realtime test data and run various strategies against this same data...

Is this possible? Is this what market replay is all about?

I don't have a realtime feed right now, where could I get the data?
Can I create the data by hand?


Thanks for your help!

[NinjaTrader_ChristopherJ]

Hello tazatek,

Thank you for your post.

If you want to test a strategy you have created with C# or the Strategy Wizard this may be done by backtesting within the Stratagy Analyzer.

I have provided a link below to our Help Guide that goes over Backtesting a Strategy.

http://www.ninjatrader-support.com/HelpGuideV6/BacktestAStrategy.html

Market Replay allows you to record Level I and II while connected to a live data provider. After recording this data you may replay at a later date to test and practice trading again live data.

You can enable the recorded by following the instructions below.

• From the NinjaTrader Control Center window select the menu Tools > Options
• Go to the "Data" tab
• Enable "Run market replay recorder"
• Press the "OK" button
• With the recorder enabled, NinjaTrader will record all level I and level II data while you are connected. This data will then be available to replay at a later date via the menu File > Connect > Market Replay Connection.

More information about Market Replay can be found at the link I have provided below.

http://www.ninjatrader-support.com/HelpGuideV6/Overview14.html

Historical data may be imported into NinjaTrader. The data must be in a .txt text format. I have provided a link below to our Help Guide that goes over Importing Data.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

I have provided a link below to the data providers supported by NinjaTrader. This page will go over the types of data they offer as well as the instruments they support.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

Please let me know if I may be of further assistance.

[tazatek]

Market Replay allows you to record Level I and II while connected to a live data provider. After recording this data you may replay at a later date to test and practice trading again live data.

Does this imply I can't playback sim data?

It seems to allow me to record it, and has a playback screen, but nothing displays...

what instrument would I use? (assuming this is a possible feature)

[NinjaTrader_ChristopherJ]

Hi tazatek,

That is correct recording the Simulated Data Feed is not supported and you will need be connected to a Live data provider to capture data.

Please let me know if I may be of further assistance.

[tazatek]

Where do I get the NinjaTrader provided pre-recorded market data?

From Manual:

On occasion, NinjaTrader, LLC will provide pre-recorded market data for use with the market replay function. If new data exists, NinjaTrader will detect and inform you upon application start up and ask you if you wish to download this data.

Is Sim recording / playback planned for NT 7? If not I'll submit an ER in the right place.

Thanks -

[NinjaTrader_ChristopherJ]

Unfortunately we do not have pre-recorded data at this time within NinjaTrader 6.5. This is an option we are hoping to offer to customers in NinjaTrader 7.

No, recording of the Simulated Data Feed will not be supported in NinjaTrader 7.

I have provided a link below to the public announcement of NinjaTrader 7 which includes a section that goes over new features, improvements and release information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[tazatek]

Thanks Christopher - you're a champ.