Strategy Analyse on Tick based chart

[rontrade]

Hello,

I haven't found any thread and help where I can read about the tick based strategy analyzer. What I'd like: I have a tick chart datas, complet Level I data. (ask bid last) and I'd like to analyse my strategy using this datas, as can be done when I use at Market Replay. So, when I'd like to run an strategy using Strategy Analyzer I can chose Data series bar type based on tick: tick, renko, range, but it doesen't give me the right datas, as it would run on Market Replay. So, what can you recommend to reach the same exact behavior as it would run using Market Replay? (since the MR using the spread and so it is the most correct solution to test the strategy, but it is very-very time consuming to wait the running of MR over years)

thanks Ron

[NinjaTrader_Lance]

Unfortunately it's not going to be possible to get the "exact" same results but there are some steps you can take to ensure closer results.

Please read this for the reason why the differences can occur: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

When backtesting over historical data you only have access to the OHLC values of the bar. If your strategy runs with COBC = false it is not possible to backtest this in the wizard as COBC will always be set to true.

Some workarounds include using intra bar data series to generate results that would enter/exit intra bar by using a smaller data series. An example would be if you were trading off of Daily bars but wanted to enter on the minute.

Please see these two links for more info on this topic:
For programming this:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?discrepancies_real_time_vs_bac.htm

Example:

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

Let me know if I can be of further assistance.