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Market Replay vs Back Test results

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    #16
    It'a on our feedback list in product management to enhance this area for our next major update, I've added your vote and input in here as well.

    Can you please clarify your second question?
    BertrandNinjaTrader Customer Service

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      #17
      Even though I cannot back test it, I would still like to be able to set up a PF or Kagi system that trades on the reversals. So lets say after the first 2 Os down in a reversal I would want to buy. Or in a Kagi system I would want to sell when it switches to a thin line

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        #18
        You could access the price data of the 'boxes' generated of course as well in those chart types, give for example this script a try for reversals on your Kagi chart :

        ...where flip is a variable of type bool.

        Code:
        if (CurrentBar > 1)
        {
        	if (Close[0] < Low[1] && flip)
        		{
        			DrawArrowDown(CurrentBar.ToString(), 0, High[0] + TickSize, Color.Red);
        			flip = false;
        		}
        				
        	if (Close[0] > High[1] && flip == false)
        		{
        			DrawArrowUp(CurrentBar.ToString(), 0, Low[0] - TickSize, Color.Blue);
        			flip = true;
        		}
        }
        BertrandNinjaTrader Customer Service

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          #19
          Bertrand, thank you for that. It almost works like it is supposed to.

          However, it drawing the arrows after the next bar is put in, not when the line first switches. I tried using BarsInProgress to get it to try and calculate intrabar, but that didn't seem to work.

          How can I get it to draw the arrows when the line first switches; as apposed to after the next bar is drawn (like it is doing now)?

          Once again thank you so much for all your help

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            #20
            Are you running this on CalculateOnBarClose set to True or False?
            MatthewNinjaTrader Product Management

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              #21
              That was exactly the problem, thank you guys for all your help.

              Comment


                #22
                Glad to hear it was a simple fix. Let us know if you need anything else.
                MatthewNinjaTrader Product Management

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                  #23
                  How can I backtest strategy on replay data?

                  I have a live automatic strategy running on IB account, However, there was a weird order entered last night. I try to figure it out by running backtest on replay data. I couldn't, how? thx.

                  Comment


                    #24
                    Majorshi, it would be best if you would contact us via Help > Mail to Support so we could review your logs / trace for the order in question.
                    BertrandNinjaTrader Customer Service

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