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    Market replay files

    Hi!

    I want to run my strategy through several days of market-replay-data to get more realistic results than in historical backtesting.

    NT creates a new folder for each day recording live-market-feed - at least when the programm is closed overnight to shut down the computer, what means that I have to disconnect/connect to another Market-Replay-Connection-file for every recorded day when I want to run my strategy through several days.

    The only alternative is to let the computer run 24/7 so that there will only be one single *.ntm-file which contains several days of data, but this is not favourable due to power saving reasons and hence the global warming problem

    So my question is if there is any possibility of merging the recorded market-replay-files (*.ntm files in NinjaTrader\db\data) of several days into one single file?

    I'm on NT-Version 6.0.1000.7

    thx a lot

    #2
    I understand this limitation based on your use case but unfortunately there is no way to merge the data.
    RayNinjaTrader Customer Service

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      #3
      Koalboy,

      Do you have data you can share? I am look for data to run on market replay.

      Thank you,

      Lusitano

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