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Backtesting - Pending orders are not displayed on chart

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    Backtesting - Pending orders are not displayed on chart

    Hi,

    I'm backtesting my strategy, but when I have pending orders sent, I can't see it in the chart.
    This is making it difficult for me to test to ensure that the strategy is doing what was scheduled.

    As a workaround, I added a line object through the strategy code, but this way I don't see the "real time" release.
    This is also another question I have. In backtesting is it possible to go navigating the graph as if it were "real time"?
    Edit: I found the following configuration. Is this the solution?
    https://ninjatrader.com/support/help...ick_replay.htm

    Thanks in advance.
    Last edited by brunoviveiros; 01-07-2020, 04:51 AM.

    #2
    Hello bruno,

    Thank you for your post.

    If you have a simulated, leased or lifetime license, you can turn on Chart Trader while your strategy is running to see pending orders. This would not be available with a free live license, however.

    I'm unsure what you mean by you "don't see the 'real time' release"? Can you clarify?

    To play back prior data as if it were real time, you will need to use Market Replay data with the Playback connection.

    I have provided a publicly available link below to our YouTube video that provides a brief overview of downloading Market Replay data, connecting to the Playback Connection, and replaying data:
    To use the Playback Connection you will first need to have data for Market Replay.

    There are 2 ways of getting market data for Market Replay:
    1. Record live market data To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Market Data > check 'Enable market recording for playback' > OK. Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time. Please see the following publicly available help guide page for more information: http://ninjatrader.com/support/helpG...ReplayRecorder
    2. Download replay data from the NinjaTrader server.

      NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.

    To download replay data:
    • Select the Tools menu in the Control Center, select the menu item Historical Data and select "Load" tab. Here the section "Get Market Replay data" can be expanded.
    • Select the instrument and date of the desired replay data and press the OK button to begin the download.

    Please see the following publicly available help guide page for more information:

    http://ninjatrader.com/support/helpG...jaTraderServer

    Notes:
    • Record for market replay must be disabled from the Data tab of the Options menu before downloading replay data.
    • NOT available when connected to the Playback connection.

    To start playback, first disconnect from any other connections. Connect to the Playback Connection by going to Connections > Playback Connection.

    Select the time frame for the Market Replay Data you would like to view. NinjaTrader windows will only display data for instruments and times you have data available.

    You can check what data you have available by right clicking on the Playback Connect controls and selecting 'Available data'. Data will only be displayed within the selected time frame.

    I have provided a publicly available link below to our Help Guide that goes over Market Replay.
    Please let us know if we may be of further assistance.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hi, Kate.

      I'm unsure what you mean by you "don't see the 'real time' release"? Can you clarify?
      - That's exactly what explained it to me. PLAYBACK

      Thank you very much, this is exactly what I was looking for in Ninjatrader.

      About the Pendding Orders, when a pending order is posted in playback, I hear the sound saying that an order has been released, but I don't see it in the graph.
      Is it possible to visualize in the graph?

      Another question, is it possible to view the NinjaScript Output window in Playback?

      Thank you so much!

      Comment


        #4
        Hello brunoviveiros,

        Thank you for your reply.

        You can see the pending orders on the chart if you have a license that allows you to access Chart Trader just as you can when connected to your normal data feed. If you have a free live license, you will not be able to access Chart Trader and pending orders will not be visible on the chart.

        You can absolutely use the Output window during Playback - you can access it the exact same way you do when you're connected to your regular data connection.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Thanks again, Kate.

          All my doubts were answered and very well.

          Congrats!!!

          Comment

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