Using Market Replay and Session Manager

[Trade From My Recliner]

I'm pretty bummed that I cant use ATM strategies to backtest my strategy with. So my other option is the painfully slow market replay I guess (max 4x speed). So in order to speed it up, I only want to test 4 hours a day from 8am until noon. When that 4 hours is complete, I want it to jump to the next day at 8 am and continue testing. However, here is the kicker. The high and low of the day needs to be derived from the Nymex Metals/Energy ETH Session (same as the default in session manager).

Can I do this?

[NinjaTrader_Austin]

Trade, if you want the ETH high/low, you will need to include those times in your replay. Market Replay can play up to 500x speed, is the faster setting not working for you?

Once you include the other timeframes in your script, you can limit trading hours as demonstrated in this reference sample - http://www.ninjatrader-support.com/v...ead.php?t=3226

[Trade From My Recliner]

The replay will go to 500x for sure...but the reliability of accurate fills goes down with each increase in speed. I have found that above 4x it will not give reliable results/fills.

so after I manually download the replay data for each day (huge pain) and increase the replay speed to 4x, it will at best take me 1 hr. to backtest 4 hours, then I have to manually move it to the next day to do it again. I'm guessing it's going to take 20-30 hours to backtest a month....gotta be a better way.

[NinjaTrader_Brett]

Hello,

Next step here is to find out why your not getting accurate results as this should no be the case.

Do you have somewhere where you can run a day twice. once at 500X and once at 4X and send me the comparison results so that I can look into this further.

I look forward to assisting you further.

[Trade From My Recliner]

How would you like the results? I ran at 1x for one week of trading and the result was +457 ticks. I ran the same week at 500x and got +566 ticks.

downside is, I didnt save the 1x info trade executions so I'd have to run it again for you. What exactly do you want to look at?

[NinjaTrader_Austin]

Trade, we're just looking for a scenario where it would be possible to run the same set of data at different speeds and get different results. Which instrument were you testing here and what timeframe?