Market Replay Files

[snaphook]

Never could figure it out. The indicator in question referenced the CCI Pattern Recognition indicator. Picking up the data series from Pattern Rec was sporadic. I even added a count to 1000 loop to give Pattern Rec a chance to process before the referral. High speed or low speed seemed to make no difference.

I ended up tacking it onto the Pattern Recognition indicator and running it only if a bool was set to true. I uploaded it over the w/e as CCI Pattern Recognition with Data Extraction

[NinjaTrader_Bertrand]

Thanks for reporting back Snap.

How do you determine that you are missing out on signals on faster replay speeds?

Also, if you are talking about strategy signals you can see differences because the fill algorithm delays at higher replay speeds.

[snaphook]

The Pattern Recognition indicator sets various Data Series for each pattern identified, including pattern, direction and close at high or low (range bars only). Any time a pattern is found, it first sets the Data Series and then draws/reports the pattern in the panel.

I have the CCI_Pattern Recognition indicator with identical parameters to the Data Extraction indicator running in a separate panel showing each and every signal. The data extraction indicator prints both to the Output window and to a .csv file what and when the signals are, according to those Data Series, and data regarding the performance of the signal (.csv only).

I can tell when a signal is missed when a signal will show in the Pattern Rec panel and the output from Data Extraction shows no pattern being reported from the Data Series.

Once I attached it directly to Pattern Rec, every pattern drawn was output by the Data Extraction method.

[NinjaTrader_Bertrand]

Thanks Snap, writing this to an external csv file is for sure slowing things down - please try using Print() to the the output window and see if that improves your issue. You can copy the output with Ctrl C and attach it here for us to investigate.

[hanslama]

Hi,
just out of curiosity I noticed that there are two types of files.
*.ntm (if Market Analyzer is running or chart is open)
*.nt2 (only if chart is open)

Are the both files important for Market Replay ? Could someone explain it ot me, please ?
Thank you

[NinjaTrader_Bertrand]

Hi hanslama, yes both files are important and needed for proper functioning of the Market Replay feature.

[hanslama]

Hi Bertrand,
so I am a bit confused now. How come that when I have only market analyzer only *.ntm file is created. Are you suggesting that such replay, only *.ntm file, won't work properly?
That's how I record data. Only with market analyzer.

[NinjaTrader_Bertrand]

Hi hanslama, ntm files contain the Level1 data and nt2 the level2 (market depth) data. So both are needed for a full featured Market Replay.

[hanslama]

Hi Bertrand,
I see. So it seems to me that Market analyzer is no good for recording data as it records only Level 1 data. Everyday I record 5 markets. So I wonder what would be less CPU consuming solution ?
1. have 5 charts with no indicators on background
2. or have 5 Level II on background

What do you think ? I am just trying having 5 Level II on background and it seems to be ok. Level1 and Level2 data are being recorded and CPU usage seems to be low.

Thank you for your time

[NinjaTrader_Bertrand]

The 5 charts should be best, as no Level 2 data has to displayed and updated thoughout the day.