Market Depth + Market Replay issue

[gbulle]

Hello,


I have developed an automated strategy based on marketdepth : I calculate
bid/offer running volumes and then I generate buy/sell signals, stops, targets etc.

The strategy work fine with real time data.


When I try to test the strategy in the past using the market replay logic I am able
to generate the signals only if the speed of market replay is 1 but if I increase
the velocity my strategy does not generate signals anymore.

Any idea?
Thanks
GB

[NinjaTrader_Bertrand]

GB, are you running any calcs that would be tied to the actual PC time / timespans experienced?

Could it be the logic used is simply very intensive so you would miss the signals too much ticks come in to be processed?