Questions on market replay and Historical data

[resist65]

Hi,

First thanks again for all your help. Let me first explain what i am trying to achieve before i ask the questions. I wish to use market replay to sim trade the 6E , ES , NQ, YM , TF while i develop my trading system and setup. I am only doing futures at this time.I am using the free version on NT at present and have no live data connection. I realize i could have a demo of one but i do not wish that at this time. So for now I will be using the free EOD kinetick data and market replay downloaded from NT. I want to try to create the most realistic simulated trading setup i can given my parameters i listed above. I have downloaded L1 and L2 data from 9/12/2011 to 9/16/2011 for the 6E to get started. Here are some questions I have.

1. My chart only shows one day of data even though I have downloaded 1 week of data and the data seies is set to load 5 days of data? My replay counter reads 9/12/2011 to 9/16/2011 but i can only scroll back 1 day on my chart? I am wondering if this is because I have yet to download any historical data? i.e. my "reload all historical data" option in my right click chart box is "greyed out"? Also does the time stamp on the market replay controller represent my computers local time?

Thanks i'll ask my other questions once i get this first one figured out.

Thanks so much

[NinjaTrader_Matthew]

Hello resist65,

Thank you for your post.

The additional historical data will only be displayed you have this historical data from a data provider.

If you wish to view this in market replay, you would need to download the additional replay data for the week of 9/5 - 9-9 and then start your chart on 9/12. In this manner, your replay data can be used as historical.

[resist65]

Hello resist65,

Thank you for your post.

The additional historical data will only be displayed you have this historical data from a data provider.

If you wish to view this in market replay, you would need to download the additional replay data for the week of 9/5 - 9-9 and then start your chart on 9/12. In this manner, your replay data can be used as historical.

Hi,

i downoload 9/5 to 9/9 as you said and started the chart on 9/12 as you said but my chart is only a one day chart? I can only scroll back one day on the chart?

when you say historical data will only be displayed if you have the historical data from a provider, do you mean i need to download the free kinietic EOD data? Sorry i am just a little bit confused , can you step by step me on this?

thanks

[NinjaTrader_Matthew]

Hello,

What chart interval are you loading? If you switch to an intraday data chart like minute on market replay, you should be able to scroll back additional days.

The Kinetick connection is only going to give you EOD intervals like Daily, Weekly, Monthly, Yearly.

In order to get intraday historical data, you would need to subscribe to a real-time data provider.

[resist65]

Hi,
I am using an intra day 3 minute chart on market replay. I have attached screenshots so you can see both the replay counter and the chart , the chart will only go back to the beginning of whichever day i am replaying. However if i do a 500x ff it scrolls through multiple days. I have the data series for the chart set to load multiple days as well.

thanks

[NinjaTrader_Matthew]

Hello,

With market replay, you would need to replay the data before it will show up as historical.

If you were connected to a historical data provider who offered intraday data, this would not be the case.

[resist65]

Hi ,

I'm beginning to understand what you are saying. What i need to know is this, if i load up say 30 days of market replay data and i am then using my indicators such as the fact that all of my charts use multiple EMA's and SMAs etc etc, with look back periods of 5 , 13 , 20 etc etc, where is market replay pulling the information to plot my moving averages from? If i am using a 20 day moving average indicator in market replay were is the historical data being pulled from to plot the moving average?

Thanks

[NinjaTrader_Matthew]

Hello,

The indicators will use the current set of data on the chart. If you do not meet the stable period of historical data, your indicators will not plot until your charts meet this requirement.

This means when you first load market replay, your EMA's and SMA's may not plot, however as you advance through the day, your should see them plot once they meet the minimum bars required, which is typically 20 bars.

[resist65]

Hi ,
Thanks for bearing with me Matthew. So what you are saying in regards to market replay playback is that market replay will only load one day of intra-day recorded data on the chart at a time, unless i have a live or intra-day historical data provider in which case i could populate more than one day on the chart. So i believe you are saying that because free kinetick is EOD daily data it can not be used to populate multiple historical days in an intra day chart in market replay? However i could use the free kinetick EOD historical data to populate daily/weekly etc charts. Just not historical intra-day charts? Also , is the playback time on the market replay display my local pc 's time?

Thanks

[NinjaTrader_Matthew]

Hello,

I'm happy to help.

You are correct that the EOD connection will only supply data for Daily intervals. In order to populate intraday historical data in market replay, you would need this data supplied by a data provider.

The market replay is displayed based off your local PC clock.