Backtesting (replaying old data)

[EnveousColnago]

New to NT, so apologies for the basic question. How do I go back and replay a previous trading day? I'd like to get more practice trading opening sessions. Is there a way I can pick a date and time (say, May 1, 2019 at 6:10am) and get a real-time feed of that data to practice trading?

Thanks in advance, you guys have been super helpful!

[NinjaTrader_Melissa]

Hello,

Thank you for the post.


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:

• https://www.youtube.com/watch?v=wvoc16oJhk8

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/helpGuides/nt8/en-us/index.html?set_up12.htm#HowToDownloadPlaybackDataFromTheNinjaTraderServer

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.

• http://ninjatrader.com/support/helpG...connection.htm

Please let us know if we may be of further assistance.

[EnveousColnago]

OK, I have the data downloaded. Now I've gone to Connections > Playback Connection, selected the day I downloaded and want to replay, and hit play. I then fast-forwarded to 7:23am, but there's nothing showing up in my chart window

[NinjaTrader_Melissa]

Hello,

Thanks for the reply.

Which instrument are you looking at? Which date?

Is it a futures instrument?

If so, does the expiry on your chart match the expiry for the date that you are looking at?

I look forward to your response.

[EnveousColnago]

It's the /ES, so futures. Let's go with December 9, 2019. There is no date showing up on my chart at all. Do I need to close out of my previous chart and open a new one for this playback session?

[NinjaTrader_Melissa]

Hello,

Thanks for the reply.

Did you download and play the data from the ES 12-19 Contract? The ES had not yet rolled over at that point to the current contract.

You do not necessarily need to open a new chart, but you should download the data for the 12-19 and use the chart from 12-19 as well.

Please let me know if this resolves your inquiry.

[EnveousColnago]

Got it up and running! Thanks for your help Melissa, you guys are awesome!

[krahsloop]

When selecting days for playback, how can one differentiate between data downloaded from NT's server, and live data recorded by the user? If only half of a day is recorded by the user, when that date is accessed will there just be half a day's worth of data, or will it be supplemented or 'filled in' by some other data? Thanks for your time and help.

[NinjaTrader_Melissa]

Hello krahsloop,

Thanks for the note.

The answers to your questions depends on the kind of data you are downloading. Market Replay data can only be downloaded one day at a time, and if you have a live license key and/or a live data provider, the missing historical data will be filled in as it is downloaded from the server or requested from your existing historical data.

All historical data that you have previously accessed is stored locally on your PC, so when you connect to the Playback connection it will attempt to load any data that it has there. If you have a live license key, this data will be requested from the server if you do not have any stored. If you are not seeing any historical data, you likely have a simulated license key and/or have not yet requested that data, to fill in the gaps you can connect to a live data provider and download the necessary historical tick data. You can read more about downloading historical data in the platform below:

• https://ninjatrader.com/support/help.../?download.htm

Please let us know if we may be of any further assistance.