Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Difference in quotations between Market Replay and Simulating

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_Bertrand
    replied
    Welcome to our forums here :

    Yes, the simulated feed is an internal generated feed for testing - it has not much relation to realtime / historical market data. Market Replay in contrast is recorded or downloaded realtime data that can be replayed then at various speeds for higher fidelity testing (as the intrabar formation is known).

    The same scientific approach to fill probability estimation and simulation is used for Market Replay and trading with live on our internal Sim101 account.

    Testing on the replay data with our simulation engine will close to live trading and generally more accurate than regular backtesting - however of course realtime fills and queue behavior will be still the 'ultimate' test for any algorithm.

    Leave a comment:


  • Difference in quotations between Market Replay and Simulating

    Dear developers,
    I have some questions, to which I find no answers.
    1. Is there any difference in quotations between Market Replay and Simulating?
    2. If I put Delay comm = 0, and Delay exchange = 0, will there be any differences in the trading results as compared to the results achieved by trading in Simulation and Market Replay?
    3. What is the difference between the fill algorithms for Simulation and Market Replay?
    4. To what extent the fill algorithm for Market Replay trading is reliable?

Latest Posts

Collapse

Topics Statistics Last Post
Started by Halmix, Today, 07:12 AM
0 responses
8 views
0 likes
Last Post Halmix
by Halmix
 
Started by Bobin, Today, 06:39 AM
0 responses
10 views
0 likes
Last Post Bobin
by Bobin
 
Started by KirkHammett, Today, 03:23 AM
0 responses
6 views
0 likes
Last Post KirkHammett  
Started by eleven, Yesterday, 10:06 PM
0 responses
40 views
0 likes
Last Post eleven
by eleven
 
Started by ezrollin, Yesterday, 08:12 PM
7 responses
75 views
0 likes
Last Post bltdavid  
Working...
X