how to replay historic data

[35trader]

IB is my data supplier.

I want to reply historic data like its a live trading day.

eg) Take 200 days of 1 minute data and replay the historic in a daily chart starting from 200 days back. So one has a daily chart and replaying the 1 minute data within each day to current time.

Can it be done and how?

[NinjaTrader_JC]

Hello 35trader,

The only way may replay data like live trading data is by using our Market Replay Connection, but this goes require Market Replay data to be downloaded or Recorded.

We have a webinar that goes over the Market Replay Connection that you may view that goes over how to download, record, and playback for more information.

http://youtu.be/cgB1y3df7l0

Historical Data can not be used to drive the Market Replay Connection. If you have an automated Strategy you may use the Strategy Analyzer to test out your Strategy on Historical Data.

Happy to be of further assistance.

[GlobalTradingTools_Stuart]

Hi 35trader & JC

Saw this post and thought I'd include some notes I'd previously written for our own traders on the Market Replay functionality. It will cover some of the same information as shown in the Webinar JC mentioned but just thought I'd include a written version as it covers downloading, recording your own replay data and replaying the data...

Key Points:

It is not possible to convert existing history data into Market Replay data (must download or record your own).

To download Market Replay data:
1) Turn the "Market Replay Recorder" off and ensure you disconnect from any open connections.
2) Select “Download Replay Data” from the File/Utilities menu.
If you are using NinjaTrader 7 you can use the free Market Replay Download service.
The data available depends on the instrument you are using & the more "popular" Futures and FOREX instruments have a good quantity of Market Replay Data available.

To record your own replay data:
1) Enable the “Market Replay Recorder” via Tools / Options / “Data” tab - must have “Record for market replay” turned on (ticked).
2) Enter the instruments you wish to record in the “Market Analyzer” and ensure this is open any time you wish to record market data. You don't have to use Market Analyzer, however if you wish to record many instruments it's a great way without having to have all the charts open.

Replaying the data:
1) Ensure you disconnect from any other connections and then select Market Replay Connection from the File/Connect menu
2) Once connected, the “market replay control” will appear and all windows that are currently open will load with replay data (the “market replay control” is setup a bit like a DVD player with play/pause/speed control etc buttons).

You can also use all indicators & Chart Trader functionality to enter and exit trades as the data is being played back.
Note: if you end up having many trade entries/exits plotted on your chart, these can be turned off by selecting “DoNotPlot” for the “Plot Executions” field within the Data Series properties.

Cheers
Stuart

[35trader]

GlobalTradingTools_Stuart

There is no data for equities to replay on Ninja, is there a way to import the data and if so in what time period?

[NinjaTrader_JC]

Hello 35trader,

Only the most common Futures and Forex instruments are recorded on NinjaTrader's servers. Stocks will have to be recorded using real-time data if you wish to use the Market Replay feature.

Happy to be of further assistance.

[35trader]

How far back is the forex instruments recorded to?

Having issues testing the data Ninja has for replay, can't get historic data down loaded to replay?

[35trader]

Market Replay data is recorded and stored in compressed files located in the Documents\NinjaTrader7\db\data folder. These files can be shared by copying the contents of this folder to another NinjaTrader installation, or by using the Backup & Restore utilities to create a backup file of the replay data and restoring this to another PC.

--------------------------------------
Is this where the replay gets its data from?
\NinjaTrader7\db\data folder

I go there and can't see any data files that have content in them?
But if this is where the replay looks to run off for data, can't one just load the file with the data he wants from another source but in the format Ninja needs to see to read?

[35trader]

The size of the data file on the window does not display anything, but properties show there is data.
Is there a way to open this file to see what is in it? I see date modified is current.

[NinjaTrader_JC]

Hello 35trader,

How much market replay data has depends on each instrument but typically NinjaTrader will have about a years worth of data.

The file path "\NinjaTrader7\db\data folder" is the folder were Market Replay will get its data. Here you will see folder(s) for dates of Market Replay data (format yyyymmdd) and the instruments inside the folders.

You can load files into that location but Market Replay Files are specific to NinjaTrader so I unless another person has recorded Market Replay inside of NinjaTrader and posted them normal Historical Files will not work.

Happy to be of further assistance.

[35trader]

I'm having issues just getting the replay to perform forex off historic data.

When I go into the backup Ninja and source the DB files anywhere this way, they don't have anything in them.

When I go through my system files (not NT back up off the platform) I can see data files $EURUSD in a .ntm extension (how to open don't know).

Is the backup files being empty a issue why a replay cannot execute and why I don't see the instrument in the replay window with the data period it showed did execute when loading?

[ravindra]

how to convert metatrader to ninjatrader 7 do you know ?

[NinjaTrader_JC]

Hello ravindra,

Welcome to the NinjaTrader Support Forums.

Going forward I would ask to create a new thread about a topic that is not related to this thread.

With that said, could you clairfy what you would like to convert from MetaTrader into NinjaTrader? Are you referring to an indicator?

[ravindra]

yes i want to convert (MQ4) Indicator to ninjatrader . I have only KorHarmonics+[v6.7.13].ex4 file can you give me some link where i can find solution..??

[GlobalTradingTools_Stuart]

I'm having issues just getting the replay to perform forex off historic data.

When I go into the backup Ninja and source the DB files anywhere this way, they don't have anything in them.

When I go through my system files (not NT back up off the platform) I can see data files $EURUSD in a .ntm extension (how to open don't know).

Is the backup files being empty a issue why a replay cannot execute and why I don't see the instrument in the replay window with the data period it showed did execute when loading?

Hi 35trader

Not sure if I'm interpreting your problem correctly but when you mentioned the backup does not have any data in it, it may be worth checking the options that are set when your backup is run as there are various items which can be included/excluded from the backup.

To ensure you are backing up both your historical data and the market replay data (they are different and stored in different folders) see if both the "Historical chart data" and "Market Replay data" options are both ticked on the Backup screen when the backup is run.

Not sure if this helps but just thought I'd mention it in case?
Cheers

[35trader]

All options are ticked off.

So to verify, the replay is reading the backup file? that is where the Download Reply Data is stored?

Also can one clear out the Available Data when in Replay mode?
Also if there are multiple Instruments available, how does one secure and select one of the X amount of Instruments available?

thanks