Market Replay: Skip weekends and other non market trading hours

[NinjaTrader_Manfred]

Hello affilife,

Thank you very much for your post.

We are currently tracking interest in this feature under the internal tracking ID SFT-4236.

I have added a vote on your behalf to this feature request.

Unfortunately, I don't currently have an ETA for the implementation. When a feature request is implemented, you may find this information in our Release Notes below:

https://ninjatrader.com/support/helpGuides/nt8/release_notes.htm

Please don't hesitate to let me know, if I may be of further assistance!

[affilife]

Where are we with this feature request?. An ability to preselect the hours is amazing so that we dont have to let it sit thru non-trading period. For example, run market replay for every week day in January, between 9-4pm with fastforward mode. This will make NT the absolute best for backtest strategy as strategy analyzer for backtesting using historical data is very limited and inaccurate.

[NinjaTrader_RileyS]

Hello ivanjocic, thank you for posting in.

This wasn't marked as an issue, however, this is the current logic of how the platform functions.

This feature was not implemented into NinjaTrader 8, and I can not say If or when this will be implemented, however, I will add your request to implement this feature.

If questions come up or if we may be of any further assistance, please let us know.

[ivanjocic]

Hello there,
what ever happened with this issue?

[negativezero]

I would like this option to be able to choose the "From" and "To" date for downloading market replay. I also like the ideas of skipping non-trading hours.

[nailz420]

You can also right-click on the replay controls and there will be an option to view available data.

[ScottB]

pburich, you can look in the NinjaTrader 7->db->data directory, sort by name and then within the last date see what instruments you have. If you lose your place, doing this will at least keep you from having to download the data again.

Best Regards,
Scott

[NinjaTrader_RyanO]

Hi pburich and saroj,

Thank you for your posts and suggestions, and welcome to the forum pburich.

I have forwarded these items to development with all of the detail you had provided, and detailed in our ongoing development is a reference number of 739.

Going forward you can use that number to follow-up with us following these requests.

Ryan

[saroj]

I agree with pburich's enhancement suggestions, but I don't agree with eliminating weekends or "non-market" trading hours. First, for some instruments, the Sunday night session and other "non-market" hours are active and critical for setting up the indicators for the pit session. Secondly, no matter where a trader lives, they may or may not be trading a given instrument in another time zone.

I do think, however, that the replay itself should honor the session timeframe of the template being used for replay so that the user can control the appearance and timing of the replay.

In addition, I request that you NOT close the window when "Ok" is clicked... This GUI design requires the user to start all over again in setting up the next download. This could be an interim change that should be a simple one until NT development can implement the more comprehensive changes that pburich suggests.

[pburich]

Allow requests of a range of dates for Market Replay

As a relatively new user I may be missing something, but it appears that users need to request market replay data on a day-by-day basis. This is pretty painful for an entire month. I ended up getting interrupted and not knowing which dates I had done and which I had missed.

Please add the following to the Download Replay Data pop-up:

1. "From Date:" (with date picker widget)
2. "To Date:" (with date picker widget)
3. "Overwrite any existing market replay data for selected dates" (checkbox)

That way a user could do as follows:

1. Select the Name field one time (say, TF instead of the default ES)
2. Select the beginning date and end date
3. Optionally check the Overwrite checkbox
4. Click OK

If the checkbox is selected, any previously downloaded data would be replaced by the new download. If the checkbox is not selected, the system would not overwrite data for dates already contained in the market replay database.

If needed, limit the number of days that can be requested per download. Throw an error message and take the user back to the pop-up with his last selected dates filled in and allow him to change the request. Also, you could add a mouseover message that told the user how many days worth of data can be downloaded per download.

[NinjaTrader_Brett]

Hello,

Thanks for the second. I will make development aware. Remember it has tracking ID 72.

Let me know if I can be of further assistance.

[neb1998]

Yeah i 2nd this. Would be AMAZING for final testing. Being able to have the recorder skip ahead to only the hours within the session template - now that would be money.

Especially when your trading a future say at the CME over RTH hours and not ETH....only about 1/3 of the hours in a day are spent trading.

[NinjaTrader_Brett]

Hello,

Thanks for submitting this recommendation. I have sent it into our development team and they have given it tracking number 72.

Thanks for submitting this in our user feedback helps us to improve NinjaTrader.

[Ducman_nl]

Problem is it does more than just the recorded data. It plays all hours of the week. It would be nice if MR could do only the recorded data. That's my request for improvement of NT.

Ducman

[NinjaTrader_Brett]

Hello,

This is correct.

The market replay will still play data as it is recorded. The market replay recorder has no way or know what your chart session template is set too. It simply plays the data it has recorded.

Therefor the chart will hide the data if its not in the session start/end times of the session template but the market replay will still play the data.

Let me know if I can be of further assistance.