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Indicators in Market Replay

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    Indicators in Market Replay

    I downloaded replay data for several consecutive days and opened up 5 and 15 minute chart windows. The problem is that the indicators (Stochastics, MACD) do not start at the market open when I try the replay. They seem to be waiting until there are enough bars for the plots to start. That really reduces the value of the simulation for me as I use two windows with several time frames. My next higher time frame is 15 minutes. That only gives me 28 data points in a 7 hour day. If the the indicators wait for 20 of them (which is what happens) that doesn't really work. The reason I downloaded several consecutive days is that I thought the indicators would use the previous days' data and be continuous, but that's not what happened. Is there a way to make this work?

    #2
    Hello ederik,

    Thank you for your post.

    That is correct – depending on the ‘lookback’ period required for the indicator, it will necessitate a minimum amount of historical data.

    Is it possible that changing the session template on the replay chart would resolve this ‘lookback’ issue? e.g. ‘Default 24/7’

    Please let me know if this does not resolve the issue.
    ChipNinjaTrader Customer Service

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      #3
      Great! Thanks. That did it. BDW are individual stocks available for replay or only ideces like NQ or ES?

      Comment


        #4
        Hello ederik

        If your data provider supports this real-time data then you can record it for play back as well.

        Please let me know if you have any additional questions.
        ChipNinjaTrader Customer Service

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          #5
          Hi,

          For some reason I cannot find the "New Thread" button. Where would that be?

          Also, I am trying to use Pivot indicators. I am connected to Market Replay and using tick charts. The settings are:

          PivotRangeType: Daily (the lowest it could go)
          PriorDayHLC: UserDefinedValues

          I've entered the values, but the lines don't show up on the chart. What am I doing wrong?

          Comment


            #6
            Hello ederik,

            You may want to use ‘CalcFromIntradayData’ and also set Auto Scale to “True”

            Please let me know if this does not resolve the issue.
            ChipNinjaTrader Customer Service

            Comment

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