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Is there reliable data historical AND replay which match each other?

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    Is there reliable data historical AND replay which match each other?

    I wasted 2 weeks trying to match sim to replay and replay to backtest.

    My volume bars appears to be very different in each case.

    I use Barchart imported data for historical and Ninja download for replay.

    I understand the problem is in the data. And also I think there is some problem with timestamps in replay data which is coming from Ninja replay downloads. I am not 100% sure.

    I need 1 week of data to ensure that strategy testing can be consistent from backtest to replay and to then to sim.

    So the actual questions are:

    1. If I leave Ninja connected to Zen-fire for few days set "Record for market replay" and "Save chart data as historical" - will I have volume bars identical for historical and replay data ?

    2. Is there data on Ninja server - again - historical and replay that can match each other in volume bars? I downloaded NQ for 18-22nd of Jan and couldnt use it as there is some problem with time stamps. See the picture attached.

    3. Could you please confirm that my idea to match the data is viable - I am going to open a chart for a particular day and then it will be historical data. Take random measurements from bars or some SMA, make screenshot. Then I am going to connect to Replay and play the same day and then make same measurements... Would it work?

    Thank you

    #2
    P.S. I have found is that historical and replay data downloaded from Ninja for 27th matches on the disconnected chart (and the strategy analyzer chart too) and on the replay chart.

    Probably is good enough for my testing...

    By "matches" I mean bars are identical (and hence the indicators on them)...
    Last edited by maxima; 01-29-2010, 10:15 PM.

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      #3
      1. Theoretically that should work out to be the same. As long as you do not overwrite your historical data set with redownloaded data. Redownloaded data may or may not be the same as data providers sometimes have slightly different historical data.

      2. Not necessarily the same as outlined above.

      3. Matching historical data would only work if that data was generated from stored real-time data and only if it was not tampered with via things like redownloading.
      Josh P.NinjaTrader Customer Service

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