What is the difference between Market Replay and Take Historical trades?
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Market Replay vs. Historical
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Market Replay vs. Historical
When I test a strategy, I have always used Market Replay at 500 speed. My strategy says to return if Historical. I picked up this habit a long time ago from other code I had seen. But of course it can take awhile (even at 500x) to wait for Market Replay to finish.
What is the difference between Market Replay and Take Historical trades?Tags: None
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Hello,
When you are using Market Replay, everything up to the point at which you begin playback is considered historical data, and everything that you are playing (in any speed) is considered real-time. One nuance with this is that, if you skip forward or backward in Market Replay, it will reconsider what it sees as historical or real-time data, based on the point at which you begin playback again.Dave I.NinjaTrader Product Management
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