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Multi instrument strategy and market replay

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    Multi instrument strategy and market replay

    hello,

    I've got a problem!

    I have a strategy that has data from two instruments. One is primary and secondary is

    Code:
    				AddDataSeries(SYM, Data.BarsPeriodType.Minute, 240, Data.MarketDataType.Last);
    My problem is that I only have market replay on the primary instrument. The secondary data series does not have market replay, in fact, it cannot have market replay (too much to explain).

    I thought i'd be able to add the data series and call my historical data on my secondary data series while running a market replay on the primary data series because my orders are actually executed on the primary data series. The secondary data series is just information that my strategy is using. As I printed the values to output on my secondary data series.. i'm noticing that the values are not updating but the primary data series values are updating as I have the replay data for those. Is there anyway for me to call historical data within a market replay environment?? Any suggestions?

    Thanks!

    #2
    Hello calhawk01,

    Thank you for your note.

    You would need replay data for this secondary instrument for it to update while running the strategy in replay. There is no way to call historical data within the replay environment however I will submit a feature request for this.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_AlanP View Post
      Hello calhawk01,

      Thank you for your note.

      You would need replay data for this secondary instrument for it to update while running the strategy in replay. There is no way to call historical data within the replay environment however I will submit a feature request for this.

      Please let us know if you need further assistance.
      I found a work around

      https://ninjatrader.com/support/foru...ad.php?t=36938

      I'm able to use my historical data in excel and send it to NT using the indicators discussed in the above post while doing a playback on the actual instrument in market replay!

      .... i just wish market replay data was faster. I can never get it skip more than 1 hour at a time even during the "max" settings. I'm curious, how much time does it roll forward when you're running market replay on max setting?
      Last edited by staycool3_a; 08-14-2018, 10:18 PM.

      Comment


        #4
        Hello calhawk01,

        Thank you for sharing and thank you for putting that excel post together.

        From development on Max Speed,

        Max speed is 'max' there is no limit in software. The limit is dependent on IO operation limits and CPU limits.

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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