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Strategy Builder Intra-bar Granularity

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    Strategy Builder Intra-bar Granularity

    I do not see a setting in Strategy Analyzer to set Use Tick Replay

    Are you talking about in the Options area > Market data > to select under Historical "Use Tick Replay"

    I do see the addition to the Strategy Analyzer for Tick Replay, but when I select It does not ever become Checked

    Thanks
    Last edited by DTSSTS; 01-14-2022, 03:05 PM.

    #2
    Hi, thanks for posting. I moved the question to a new thread since the other one was several years old.

    The strategy analyzer will only run strategies OnBarClose regardless of the default Calculate setting. To get intrabar backtests, you must add a 1 tick series to the strategy and process the OnEachTick logic when processing the 1 ticks series. We have an example implementation here:

    https://ninjatrader.com/support/help...ipt_strate.htm

    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      So to clarify, Once the above is implemented the backtest and the Replay will have the same results.

      And if we do not implement enable Tick Replay in the options. Does the Play Back Connection give results onbarclose or Live

      Comment


        #4
        Hello DTSSTS,

        There can be differences in playback and backtest based on when orders are filled, as these use different engines.

        Below is a link to a forum post that describes these differences.
        https://ninjatrader.com/support/foru...nce#post100192

        And a link to a forum post that details intra-bar granularity.
        https://ninjatrader.com/support/foru...377#post773377

        When TickReplay is enabled, the Strategy Analzyer will use the Calculate setting set in the State.SetDefaults of the strategy.
        Chelsea B.NinjaTrader Customer Service

        Comment

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