MARKET REPLAY - Doesn't Work

[andrei.reiand]

Hi Sledge,

Thanks for the link.
Do you know whether NT8 has any improvements in the Walk-Forward Optimization area?
For example, in NT7:
- You cannot execute MonteCarlo on all sets of out-of-sample trades. It would be nice to do MonteCarlo on ALL sets of OOS trades.
- You cannot see Performance Stats for ONLY out-of-sample time-windows. It would be nice to get a report with only OOS, as, let's face it, that's the only real measure of your live performance.
- If you save a Strategy Run from Strategy Analyser, it does NOT save its associated trades. You may want to come back later to see the strategy's associated trades as well.

Thanks

[andrei.reiand]

Hi Brandon,

Can you please address the below - are there any of the below being addressed in NT8?

- You cannot execute MonteCarlo on all sets of out-of-sample trades. It would be nice to do MonteCarlo on ALL sets of OOS trades.
- You cannot see Performance Stats for ONLY out-of-sample time-windows. It would be nice to get a report with only OOS, as, let's face it, that's the only real measure of your live performance.
- If you save a Strategy Run from Strategy Analyser, it does NOT save its associated trades. You may want to come back later to see the strategy's associated trades as well.

Thanks,
Andrei

[NinjaTrader_PatrickH]

Hello andrei.reiand,

Thank you for your patience.

Can you clarify what Out-Of-Sample trades you refer to? Are you referring to the Walk Forward tab and selecting trades from one of the performance results?

The Strategy Analyzer has been improved in NinjaTrader 8 to feature far more information and options, this includes Show Log that allows you to select from your previous tests and load the performance results - which include the trades.

[fsallen]

Market Replay working??

I am able to connect to Replay, however, the Replay Controller is not coming up - am I doing something wrong??

Thanks.

[NinjaTrader_PatrickH]

Hello fsallen,

Thank you for your post.

I will continue to work with you via e-mail.

[andrei.reiand]

Hi Patrick,

Indeed I was referig to Walk Forward tab.
And a nice to have feature would be ability to execute MonteCarlo on all sets of out-of-sample trades from a Walk Forward back-test. Say, your Walk-Forward looks like this:
IS_A, OOS_A, IS_B, OOS_B, IS_C, OOS_C (where A, B, C are time intervals).
Currently, NT7 allows you to right-click on ONLY ONE of these sets or results (IS_A, IS_B, etc) and execute MonteCarlo. For me, it would be of MUCH more use if I could execute MonteCarlo only on the Out-Of-Sample results (OOS_A, OOS_B, OOS_C). This could be achievable if the Application would let you mouse-click & select a multiple of sets (like - I would CTRL + click on each of the Out-Of-Sample time intervals, then right-click on the selection and execute Montecarlo). Of course, mouse selection is not a good option for a high number of sets, so a better way of doing this would be good (like select ALL Out-Of-Sample time-frames).

[NinjaTrader_PatrickH]

Hello andrei.reiand,

Thank you for your update.

I will forward your suggestion along.

[NinjaTrader_PatrickH]

Hello andrei.reiand,

Your suggestion has been given the id of SFT-464.

[neoikon]

After messing with this for quite a long time, I'm looking for help trying to get Market Replay to work on a simple, naked chart. (NinjaTrader 7.31)

These are the steps I'm taking:

• Connect to my Data Feed (Kinetick)
• Go to Tools > Historical Data Manager > Download tab
• Select a date range of about a week, click all the check boxes, and hit download
• Disconnect from my data feed and then connect to the "Market Replsy" Connection
• Right-click and choose "Available Data" and the data I tried to download previously is not there
• When I choose a "From" date to something in the past, nothing happens (since the data isn't there)
• If I go into the "Historical Data Manager" again, look at the Edit tab, I DO see my data that I downloaded

I've tried all the above steps with "Record for Market Reply" checked and un-checked in the Options > Data tab

I've also tried with Futures and for Forex with the same results.

What am I doing wrong?

Any help is greatly appreciated!

[sledge]

I've also tried with Futures and for Forex with the same results.

What am I doing wrong?

Any help is greatly appreciated!

Wrong data! That's historical.

You want to watch this video here: https://www.youtube.com/watch?v=a4ITAvYaV78

[NinjaTrader_PatrickH]

Hello neoikon,

Thank you for your post.

You are downloading historical data which is not used in Market Replay for NinjaTrader 7. You would need to go to File > Utilities > Download Replay Data in order to download the needed data.

Please visit the following link for more information: http://ninjatrader.com/support/helpG...7/set_up12.htm

Please let me know if you have any questions.

[Trading Noob]

You would need to go to File > Utilities > Download Replay Data in order to download the needed data.

But what if I want to download replay data for a several instruments for whole week or month? How can I do this without going through each day of each instrument over and over?

Can't we simply download replay data for an instrument list for a specific period?

[sledge]

But what if I want to download replay data for a several instruments for whole week or month? How can I do this without going through each day of each instrument over and over?

Can't we simply download replay data for an instrument list for a specific period?

No.

But you could try 3rd party.

https://marketreplaydata.com/download

You can also start recording your own data.

[Trading Noob]

https://marketreplaydata.com/download

Thanks! Great source!