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how to replay historic data

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    #16
    Hello ravindra,

    I am not aware of a utilities that will convert a MQ4 Indicator to NinjaTrader since they use different programming languages.

    Most likely it would have to be coded manually. NinjaScript is C# based so if you have any programming background you may look at our Help Guide that will get you familiar with NinjaScript at the following link.


    Alternatively, if you do not have any programming background you may contact one of a NinjaScript Consultant at the following link.



    Happy to be of further assistance.
    JCNinjaTrader Customer Service

    Comment


      #17
      Originally posted by 35trader View Post
      All options are ticked off.

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

      thanks
      Hi 35trader

      No, when you're running in Market Replay mode, it will pull the data from your directories, not a backup file.
      When in replay mode, NinjaTrader will show historical chart data (from Documents\NinjaTrader7\db\<applicable timeframe eg Day, Minute or Tick folder>) prior to the start point and then use the Market Replay data (from Documents\NinjaTrader7\db\data\ ... this is also where downloaded replay data would be stored) as you move forward (or "play") in Market Replay mode.

      It basically uses 2 types of data, historical chart data to back fill and market replay data for playing/moving forward in the "replay". All this data is pulled from the above directories, not from a backup file.

      I was only mentioning the backup options as you'd mentioned there was nothing in your DB directories in the backup file. If you wish to include this data in future backups you'll need to tick both boxes.

      Cheers

      Comment


        #18
        Getting closer maybe easier to solve my current issue.

        This is all the steps I did.
        1. Connect to data supplier IB
        2. Load up $EURUSD chart
        3. In Utilities - Download Replay Data (chose 01/01/13)
        4. Down load data and verified was in bottom right of screen
        5. Discounted from data supplier.
        6. Connected to Market Replay Connection
        7. right click and seen available data for $EURUSD (bonus it was there)

        question not answered from previous, if there is 3 instruments available how does one pick which they want to replay, or does the chart previous open on $EURUSD determine that?

        8. Hit play and the chart previously populated backed up to 12/31/2012
        9. Increased the replay to 500X and the chart did not advance (stuck here) ????

        question what data time frame increments is the daily chart running (ticks, sec, min, day) ?

        stuck on #9 no chart movement with replay on?

        thanks
        Last edited by 35trader; 10-11-2013, 11:40 AM.

        Comment


          #19
          got it going.

          thanks

          Comment


            #20
            Originally posted by 35trader View Post
            got it going.

            thanks
            No worries
            Good to hear you have it going now.
            Cheers

            Comment


              #21
              I can't get replay to work properly.
              If I load a chart, the candles/price doesn't move, but I can see the bid/ask info in the chart trader changing, so something is happening.
              Chart is set to 24/7

              Comment


                #22
                Originally posted by subterfuge View Post
                I can't get replay to work properly.
                If I load a chart, the candles/price doesn't move, but I can see the bid/ask info in the chart trader changing, so something is happening.
                Chart is set to 24/7
                You might want to make sure the end date on the chart is set properly.

                Sometimes, in replay, it gets stuck for some reason on an earlier date, and never adjusts to the market replay dates.

                Usually it is grayed out and I need to restart NT.

                Comment


                  #23
                  Continuous tick data not showing

                  Hi I wanted to know how to get continuous tick data showing for market replay for several days. For example, when I download tick data for three days in a row I want to have them replay continuously without having missing data between those days. I do have the chart setup to 24/7. Any help on how I can get data to connect with the days I download.Thank you.

                  Comment


                    #24
                    Hello vlad546,

                    Market Replay is going to be show Tick data. Have you downloaded Market Replay Data for the days you want to playback by going to File -> Utilities -> Download Market Replay Data for the instrument and dates that you would like to play back?
                    JCNinjaTrader Customer Service

                    Comment


                      #25
                      Yes I did. But I want the data for the days I downloaded to be connected. Instead the data is cut off after the first day for a period of time, then continues with the other day and so on.

                      Comment


                        #26
                        Hello,

                        From the sound of it, you also need to load historical data for this time period by connecting to your data provider and requesting a chart which includes the dates you'll be replaying.
                        KyleNinjaTrader Customer Service

                        Comment


                          #27
                          I thought NT's historical data is 24/7. I just need the data to be connected with each day.

                          Comment


                            #28
                            Hello,

                            Historical data and market replay data not equivalent. Just as you cannot use historical data to play back, you cannot use market replay data to backfill charts.

                            To reiterate, you'll need to connect to your real-time/historical data provider and load data for the period you're replaying to ensure that those charts being with historical data available.
                            KyleNinjaTrader Customer Service

                            Comment


                              #29
                              It doesn't make sense because market replay works great including several after hours data but to a certain point. Since futures are traded 24/7 except weekends, I'd recommend having the data connect with the previous day and the next day, and of course if those days were also downloaded.

                              Comment


                                #30
                                EOD replay data

                                Hi

                                I'd like OHLC and volume daily data to use for market replay for the last 6 months. Is there a way to download this all at once rather than one day at a time? Same with daily tick data, can this be batch loaded?

                                Thanks

                                Comment

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