Feature Request - Manual playback bar by bar

[timko]

pls add me to support this feature

[NinjaTrader_Jim]

Hello ritvik, BeeMirror, koganam, TraderYoda and timko.

I have added votes for this feature request on your behalf.

koganam, I may be confused by your post. NinjaTrader 7 Market Replay works very much the same as NinjaTrader 8 where the replay data is played back and controlled by the playback controller, and then each bar on a chart is recreated from that data. Could you clarify if I am misunderstanding your post?

Thanks for sharing your feedback and interest.

[koganam]

Hello ritvik, BeeMirror, koganam, TraderYoda and timko.

I have added votes for this feature request on your behalf.

koganam, I may be confused by your post. NinjaTrader 7 Market Replay works very much the same as NinjaTrader 8 where the replay data is played back and controlled by the playback controller, and then each bar on a chart is recreated from that data. Could you clarify if I am misunderstanding your post?

Thanks for sharing your feedback and interest.

Yes, you are misunderstanding completely.

This has absolutely nothing to do with Market Replay.

This has do do with manually advancing the chart bar-by-bar, using the mouse or a keyboard, so that you can see exactly how the system performs on a bar basis. Effectively, a manual, interactive, replay of the chart, one bar at a time, as if candles were being handled on bar close, so that one can find the source of aberrations.

Fire up NT7; bring up a chart; stick on any indicator; (or not); then use the mouse to click on the right end of the scrollbar on the time axis. You will see that every time that you click, the chart advances by exactly one bar, and you can read the value on the indicator that you are trying to troubleshoot, or just observe. If I remember right (I have not done any development for a while), you can do the same by using the right-arrow on the keyboard.

[NinjaTrader_Jim]

Hello koganam,

The behavior you are describing is the same in both NT7 and NT8. Demo below.

Demo - https://drive.google.com/file/d/1pG4...w?usp=drivesdk

If there is anything else that requires discussion, please send me a private message.

[ritvik]

Hello ritvik, BeeMirror, koganam, TraderYoda and timko.

I have added votes for this feature request on your behalf.

koganam, I may be confused by your post. NinjaTrader 7 Market Replay works very much the same as NinjaTrader 8 where the replay data is played back and controlled by the playback controller, and then each bar on a chart is recreated from that data. Could you clarify if I am misunderstanding your post?

Thanks for sharing your feedback and interest.

Hi Jim, thanks for considering the votes, is there any possibility of adding the feature now?

And @konogam: this post is not about the feature u think....the feature you mention will not help in placing orders in simulation. This is about using playback function ninjatrader has which currently works on 1x, 2x , 100x, etc. And we are requesting ninjatrader team to add feature of bar by bar forward.

[NinjaTrader_Jim]

Hello ritvik,

We will still be tracking interest. The traction here has caught the attention from Product Management, however. What I can say is that this sort of feature would take a bit of imagining for how it can be implemented.

The Playback Connection plays back level 1 and level 2 events as if they were real time data, and then our charts build from that streamed data. Just thinking this through, each chart would need specific bar-by-bar playback controls, and there would need to be a combination of both realtime data processing and historical processing so the playback controls know how much realtime data to stream in to build a specific bar. (Tick based bars would get complicated here.) This would be for more true-to-market bar-by bar processing and would be compatible with Calculate.OnBarClose and other Calculate modes.

Another idea would be for a historical step through, but this would only support Calculate.OnBarClose. This would not be as beneficial as the above and we already can step through bars historically and see price markers change, so while this may be easier to implement, we would not be gaining as much.

These are only my initial thoughts. I will be happy to add any other votes and feedback for us to track interest. We could not say this feature would be implemented immediately because it is a bit complex and big changes could incur issues/initial bugs, etc.

Please continue to share your interest here so we can track it!

[sledge]

Hi Jim, thanks for considering the votes, is there any possibility of adding the feature now?

And @konogam: this post is not about the feature u think....the feature you mention will not help in placing orders in simulation. This is about using playback function ninjatrader has which currently works on 1x, 2x , 100x, etc. And we are requesting ninjatrader team to add feature of bar by bar forward.

So first tick of bar function not good enough?

https://ninjatrader.com/support/helpGuides/nt7/?firsttickofbar.htm

[wona12]

Please add my vote for this feature

Reason why its so important is because most trading strategies are using the close of the candle to determine if a trade can be opened the next candle.
e.g. for break out strategies, but lots of other strategies as well.
At the moment you cannot get an exact entry at the close of the previous candle. You have to sit back and wait and wait and wait... for a candle to form and close and
then when it closed you have to act very fast to open the trade and then just hope your entry is somewhere near that close.
This is very time consuming and error prone.

[NinjaTrader_Jim]

Thanks for your feedback wona12,

Your vote has been added.

[Kabua]

+1 Vote for me too!

[snbence]

Add my vote for this feature too!
Also it would be nice to have an option to skip to a predefined time. For example if I only want to test a certain time intraday than I would not have to forward all the data to my trading time.

[Johnny Santiago]

The playback feature NEEDS to be redesigned. It sucks as it is now in many ways. I mean....it updates once per second...that is a major flaw in itself. no other platform does it that way. They all are REAL TIME. Once per second is not real time. This makes it impossible as a dom trader. Playback is the worse feature on NT because it just doesn't work right. Takes forever to forward, rewind, play. Again every other platforms replay works great. Why Is NT falling behind....especially when people pay for lifetime memberships. Like i did. No matter what we always get the same cut and paste replies for YEARS. How is it that it takes years to implement things. And then it still never gets implemented. Whats the point of a feature request? we never get what we ask for. Its a waste of time. Someone needs to buy the NT company and do things differently. Iv'e seen posts with thousands of request for a feature...8 years old! and still has never been implemented.

[NinjaTrader_Jim]

Hello snbence,

I have added your vote for bar-by-bar progression in the Playback Connection. The feature request is SFT-2228.

Johnny Santiago Playback was modified between NinjaTrader 7 and NinjaTrader 8 so more data is processed following realtime data simulations rather than quickly loading with historical processing. From the Playback Controller, you can right click and select "Playback Current Day Only" which will only allow the current day to be used for realtime processing. Previous data on the chart would then be loaded following historical processing which is faster.

Changing the Start and End Dates can also make things faster if you do not need to playback over that full set of data. If you have the historical data on your platform, you can narrow your Playback range and NinjaTrader will use the historical data to build charts and data series' that would then use the Playback data to simulate realtime processing once Playback starts.

Realtistically speaking, we can't implement everything requested, and many ideas presented would not be feasible to implement in minor release updates. Some ideas are considered for major updates to the platform (I.E. a theoretical NinjaTrader 8.5 or NinjaTrader 9) and other ideas we track interest behind and then take action if there is enough demand. All ideas presented are tracked and we do track the interest behind features before we consider implementing.

There is an enhancement request tracking interest behind processing updates with Playback on a tick-by-tick basis instead of having the data pumped through on a second by second basis. The feature request is SFT-2099 and I have added a vote to track your interest Johnny Santiago.

Please let us know if there is anything else we can do to help.

[agenda.me]

me too
Please add my vote for this feature !!

[DonMiguelo]

Hi good day!

Please add my vote to the request.


The post was made almost 4 years ago, and there are even older posts with the same feature request, so I would like to make a suggestion.

I've worked as a developer, so even thought my technical knowledge might not be incredibly outstanding, I understand the reply from Ninja to one of the customers:

Implementing this feature would require a logical redesign of how charting in general works. We are still tracking user interest in this feature, however, due to the complexity of implementation it is likely that more user support would be needed before any development would begin.

The main problem with implementing this feature is that the current Playback connection receives and treats data as the information received when connected to the live data. Basically, the last price information that arrives is graphed over all the configured charts and so the bars information (min, max, open & current/close) and indicators information are updated respectively.

So trying to implement this feature results in a bunch of conflicts when jumping from updating the information on a time basis, to a user input (next bar binded to a keystroke, space arrows, etc.).


But as a trader I also understand our needs and problems:
The current Playback connection is in my opinion very good for simulating real-time trading (still has some big problems, like the charts refresh rate being different from refresh rate when connected to live data, who thought about that?? Completely unlogical. But that's stuff for another post). Nevertheless, for backtesting, improving and optimizing a strategy, the current playback connection is far from optimal, as it would take ages to do it.

Traders need a way to backtest that is efficient, and in which they are NOT biased by being able to see the "future" data of the market (by error or purpose), which is the problem when going bar by bar in normal charts and not playback connection.

So my suggestion will be: Keep up improving the current playback connection, it's good and has become better over time (for example the feature #14287 from release 8.0.23.0 was a great one). But try and also implement another playback connection, independent one, which allows users to update their charts bar by bar, fulfilling the feature that as many users on the post say, other platforms have had for ages.


Thanks for reading, hope to see any of this taken in to consideration, many users would really be benefited from it.