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PlayBack Speed vs. Accuracy of Trade results

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    PlayBack Speed vs. Accuracy of Trade results

    Pardon if this is a repeat of a question already in the forum, but i don't see it anywhere if it is.

    Regarding the Playback Speed x1 x2 x4 x6 x8 x10 ect.
    Assuming the strategy I use is correct for Forward testing abilities, which i do believe it is.
    my question is this.

    If I run playback at x1 or if I bump the speed up to say x6 or x10 for example.
    will the forward testing show the same results?
    or dose the test, loss accuracy due to the speed increase of the Playback mode speed?

    Br.
    Geo

    #2
    Hello Geo,

    Thank you for your post.

    Since the speed of Playback affects the order in which the ticks come in, playing back the data at a faster than normal rate can alter your fills. If you are using an automated NinjaScript strategy, the Strategy Analyzer window may be a better alternative than using the Playback Connection. I've included a link with some additional information about the Strategy Analyzer from our help guide;



    Please let us know if we may assist you any further.
    Zachary S.NinjaTrader Customer Service

    Comment


      #3
      Hey Zach,

      I just want to confirm what you said in the above post. Does running the playback speed at higher speeds create different results?

      I seem to be running into issues using the OnBarUpdate method when I run the playback at Max Speed versus lower speeds.

      Your post is the first one I have seen that says the results will be different based on different speeds.

      Thank you,

      Nick

      Comment


        #4
        Hello njmeyer713,

        Thank you for your inquiry.

        From what I understand, these differences in results have been mostly eliminated in newer releases of NinjaTrader 8 (NinjaTrader 8.0.24.0 and newer). If you are seeing issues with the OnBarUpdate method in a script that you are developing when the playback is operating at Max Speed vs. when it is replayed at a lower speed, I'd recommend contacting our Scripting Support team so that they can help you to identify the issue. While they can't help debug the strategy directly, they can certainly point you in the right direction.

        If you are referring to a script that you obtained through a third party, I'd suggest contacting the developer directly for assistance.

        Please let us know if we may assist you any further in the future.
        Zachary S.NinjaTrader Customer Service

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          #5
          Thank you Zach, how do i get in contact with Scripting Support Team?

          Comment


            #6
            Hello njmeyer713,

            Thank you for your reply.

            You can contact them via email by sending a message to scriptingsupport(at)ninjatrader(dot)com or go to Help > Email Support in the platform and select 'Scripting Support' from the 'To' drop down at the top of the form.

            Please let us know if we may assist you any further.
            Zachary S.NinjaTrader Customer Service

            Comment

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