Is backtesting with market replay possible?

[rp088]

Hi, I have recorded some previous market sessions, and I am wondering if I can use Strategy Analyzer to run backtest "live" in market replay mode. If it's possible, can anyone tell me how to do it? Thank you.

[NinjaTrader_Jason]

Hello rp088,

Unfortunately this is not supported. You can run your automated strategy in a chart or Strategy-tab upon connected to the Market Replay.

Chart:

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromAChart.html

Strategy-tab:

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromStrategiesTab.html

[rp088]

Hi Jason,

Thanks for your reply.

I tried both chart and Strategy-tab and noticed a weird problem:

One of my custom strategy is missing in the chart's Strategy option, but it can be found in the Strategy-tab, do you have any idea why?

[NinjaTrader_Jason]

Hello rp088,

I suggest to compile the strategy and check if it contains errors, which could be related. Go to Tools-->Edit NinjaScript, double click the strategy and hit F5 to compile the strategy. Check if it compiles successful.

In addition, I suggest to try a reboot of your PC and check if the strategy is available in the Strategy menu via the chart.

[rp088]

Hi Jason,

I re-compiled it and restarted my computer, then I found that the strategy I was looking for in the chart option, was renamed to "My custom strategy" instead of the original name "test 1", is this normal?

[NinjaTrader_Jason]

Hello rp088,

I am not sure why the strategy name changed. The name you mentioned is the default name selected upon creating a new strategy.