Time frame in strategy analyzer is not working correctly when Tick Replay is enabled

[Soghandi]

I'm trying to test my strategy in strategy analyzer in playback connection. but when tick replay is enabled strategy analyzer range date is incorrect. It's working based on the days before of start date in Playback window. how I can set date range in strategy analyzer in replay mode, and what's the Time frame definition here.

[NinjaTrader_Jim]

Welcome to the forums Soghandi!

The Playback Connection will affect the historical data that is available when using the Strategy Analyzer and adversely affects the results of a backtest. There is not a good way to workaround this and we would advise against using the Strategy Analyzer while connected to the Playback Connection. I would recommend disconnecting from the Playback Connection when using the Strategy Analyzer to be sure that backtests are consistent.

Please let us know if you have any additional questions.

[Soghandi]

Thanks Jim. but I need to run backtest for my strategy on tick data. In strategy analyzer when I'm using any other connection instead of playback it will calculate on bar close, therefore my strategy returns the wrong result. I have no idea how to do. what's the solution?

[NinjaTrader_Jim]

Hello Soghandi,

You can run your strategy through a range of data using the Playback Connection through regular use, or you could use Tick Replay with the backtest so the strategy can use Calculate.OnEachTick or Calculate.OnPriceChange. Since the Playback Connection affects the data available in the Strategy Analyzer, I would not recommend using the Strategy Analyzer when connected to it.

If you are using Tick Replay I would recommend adding a single tick data series for intrabar fills which are not simulated in the Strategy Analyzer unless High Order Fill Resolution is used. High Order Fill Resolution cannot be used with Tick Replay so the single tick data series would have to be added to the strategy itself to simulate intrabar fills.

An example for adding intrabar granularity to a strategy can be found below.

Backtesting with intrabar granularity - https://ninjatrader.com/support/help...ipt_strate.htm

Additional notes on using Tick Replay can be read in the documentation pages below.

Using Tick Replay - https://ninjatrader.com/support/help...ick_replay.htm

Developing for Tick Replay (Important notes at the bottom) - https://ninjatrader.com/support/help...ick_replay.htm

Let us know if you have any additional questions.

[Soghandi]

Thank you for your reply