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MarketReplay and Playback
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MarketReplay and Playback
is having the speed at 8x the same as having it say 50x or 100x in terms of the quality of the playback? Is having it at low speeds more granular or is there absolutely no difference in terms of strategies and execution? As other may know, testing strategies with MarketReplay is much more reliable than using the strategy analyzer in terms of fills and executions. With that in mind, can one in theory download data for a month (Or whatever period), have the speed at 500x, and backtest that way to see more a more realistic performance of strategy?Tags: None
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Hello Boonfly8,
Thank you for the post.
Using Market Replay at full speed will execute the same as if it were running at 1x speed. Max speed will just use your computer's CPU as much as possible to process the data it is given. Setting it lower will throttle the data at the selected speed.
Please let me know if I can assist further.Chris L.NinjaTrader Customer Service
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Hi Chris,
thanks for for your reply. A follow up question: if one were to play a large batch of data say... ES from Jan to Dec, is it possible for market replay to automatically rollover to the front month contract when it happens? For instance one would initially set the ES contract to ES 03-18 but the market replay would stop at 03/15/18 (due to expiration, not because of lack of further data). Is there something that would auto roll to 06-18, 09-18, 12-18? So it would continuously play the data from Jan to Dec?
I believe in historical charts, if one wanted to see a chart from Jan to Dec, it would auto roll so the chart is continuous?Last edited by Boonfly8; 12-20-2018, 06:48 AM.
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