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StrategyAnalyzer vs. Replay

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    StrategyAnalyzer vs. Replay

    Hello,

    This is in 6.5

    I seems I get different trade management results between testing a strategy on Replay and in the StrategyAnalyzer.

    Is there a problem when playing back at full speed (500x) with Replay that would cause a strategy to not work correctly?

    And, what is the reliability of the StrategyAnalyzer? Does it exercise the code exactly and reveal code bugs?

    And, in 7.0?

    Thanks

    #2
    Hello,

    Thank you for your forum post.

    There are very important differences between replay(Realtime) and strategy analyzer. Please see this following page for the differences.

    http://www.ninjatrader.com/support/h...ime_vs_bac.htm

    This would account for the differences.

    Let me know if you have any questions.
    BrettNinjaTrader Product Management

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      #3
      reply

      1) That seems to impy that Replay Data plays back tick level data and is more reliable for testing than the StrategyAnalyzer which only plays back bar level data.

      Is that true?

      2) What about the speed of the Replay Data. Should I expect errors in the strategy if the Replay is running at max speed?

      Comment


        #4
        Hello,

        Depends on how you write your strategies. However in most cases replay will be a true "live" running test of your strategy.

        No you should not see any issues with playing back at x500 speed with a strategy depending on if you have the processing power to process at that speed.

        Let me know if I can be of further assistance.
        BrettNinjaTrader Product Management

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          #5
          reply

          Thank you.

          Would the CPU utilization be the best method to determine if the Replay was overloading the CPU?

          Comment


            #6
            Hello,

            Along with RAM usage yes. Just the biggest thing is if you start having un-responsive behavior then the PC cannot keep up the Market Replay speed.

            Let me know if I can be of further assistance.
            BrettNinjaTrader Product Management

            Comment

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