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Playback Connection

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    Playback Connection

    In NT7 Playback connection fills up historical data needed from historical DB. Is this behaviour migrated to NT8 or do I need ONLY playback data to test a strategy.

    I have a weird behaviour with a strategy of mine with 200 days of daily data needed. Strategy runs in M15. With Kinetick connection it works fine and I can see trades, with playback connection it doesn't work. I have 10 days of replay data downloaded.

    #2
    Hello,

    Thank you for the question.

    In NT8, Historical data and Market Replay data are seperate, you would need to select which you want to use with the Playback controller.

    You noted that you have a strategy that requires 200 days of daily data, have you downloaded 200 days of replay data at this point? If not, I would suspect this is the problem as there is no historical data being used in Replay mode specifically. If you instead want to backtest over historical data, you can use the Strategy Analyzer, Playback with historical data checked, or apply the strategy to a chart with the amount of data needed.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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      #3
      So I have to download 200 days of playback data? I can only download one day at once so that would take a long time....

      I tried with historical data after reloading data for FDAX and ES. After connecting, the end data of historical data is 18.07.2017 and I am not able to change it. Historical data is available till mid of September as you can see from images attached.
      Attached Files

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        #4
        Hello,

        Thank you for the reply.

        Yes in case you need 200 days of data to begin processing the logic of the script, you would need at least that much data to begin. You can either download this data or record the live data you receive as replay data. Unfortunately, this amount of data would take some time to download as it is only one day at a time and would depend if available on the server.

        Regarding the historical data, I see that you have Minute and Tick data downloaded but the Playback connection specifically builds bars based on tick data. Can you confirm, do you have the amount of time in historical data you are requesting in Tick data specifically?

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          I don't have 200 days of historical tick data, because I don't need tick data for my strategies.

          Is it possible to deactive using of tick data, maybe with disable TickReplay?

          Comment


            #6
            Hello,

            Thank you for the reply.

            At this time there is not for playback specifically. I will put in a feature request to have the ability to toggle the granularity of historical data. For the playback connections tick data requirement, that is documented currently at the following link: http://ninjatrader.com/support/helpG...data_files.htm

            I look forward to being of further assistance.
            JesseNinjaTrader Customer Service

            Comment

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