Second question: Is it still true that one shouldn't use Tick Replay with the Strategy Analyzer to get more accurate results?
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Market Replay with Multiple Instances of Same Strategy, same Stop Loss
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Market Replay with Multiple Instances of Same Strategy, same Stop Loss
Hello - I have a strategy I am testing in Market Replay: 9 charts, each with the same strategy, each with different parameters, each with a 60 tick Stop Loss. I noticed they were all in Sync mode - does that mean the strategy running on one chart can trigger the Stop Loss from another chart?
Second question: Is it still true that one shouldn't use Tick Replay with the Strategy Analyzer to get more accurate results?Last edited by JohnS52; 07-16-2020, 09:52 AM.Tags: None
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Hello JohnS52,
Thank you for your post.
Sync in the Strategies tab simply means that the strategy's calculated position and the position of your account are the same.
More infomation on account position vs strategy position is available here:
This thread goes into a good deal of detail on how Tick Replay may affect a Strategy as well as getting the most accurate to real-time results when backtesting in the Strategy Analyzer:
Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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Thank you Kate, that explains it perfectly.
A related question and I'm not sure if this is the right place to ask it but here goes: I downloaded the Historical Data from the first 6 months of 2020 and I am trying to use Market Replay with the Historical button checked but nothing is happening. Do I have to go through each day one at a time with Market Replay? It is so much easier to do six months of data at once.
ahh - figured it out. I have to manually change ES 09-20 to ES 03-20 and ES 06-20
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