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Historical Data Calculate.OnEachTick 1 tick data series

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    Historical Data Calculate.OnEachTick 1 tick data series

    Hello,
    I'm trying to use the strategy analyzer to do OnEachTick calculation. It is my understanding that the strategy analyzer uses historical data which only uses OHLC data so in essence it is doing a Calculate.OnBarClose. Is it possible to add a 1 tick data series and reference that data series to enter trades so the strategy analyzer can be used.

    I want to do this because otherwise I will have to do market replay on months and months of data whereas the strategy analyzer is quicker. Is it possible in concept to do this?

    Appreciate any help offered.

    #2
    Hello byebyemoney,

    Welcome to the NinjaTrader forums!

    TickReplay is necessary to use Calculate with OnEachTick or OnPriceChange.

    A 1 tick data series can be added to a strategy with AddDataSeries(BarsPeriodType.Tick, 1); and used for accuracy with historical fill prices.

    Below is a link to a forum post on intra-bar granularity. Please see section on TickReplay and the linked SampleIntrabarBacktest reference sample.
    https://ninjatrader.com/support/foru...377#post773377

    The connected data provider must support historical tick data for the instrument type.
    https://ninjatrader.com/support/help...y_provider.htm
    Chelsea B.NinjaTrader Customer Service

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