1. Do you support the FirstTickOfBar for every time bar ?? like thisif (FirstTickOfBar && BarsInProgress == 1)One way is to use (ES) market replay data (which are level 2 data). But I don’t have them for last min 60 days.
I have ZEN-FIRE and TDAmeritrade. Is it any way to get level II data from ZEN-FIRE for the last 60 days or from some body which is compatible with Ninja ??. Somehow to get level 2 simulation data after the hours.
I tried all the possibilities still big discrepancy between real-time and simulation.
Example today in real-time I got 4 trades 3 shorts (1 good 2 bad ones) and 1 long good one.
In simulation for today I got 3 trades 2 long(good) ones and 1 short bad one.
Thank you,
mflorea
Comment