Replay Data

[jbhansen7]

I'm sorry if this has been discussed before, elsewhere (I did try a search but did not find exactly the same discussion).

I've never recorded data for replay purposes...the box under Tools>Options>Data>General "Run market replay recorder" is what I would have to checked right?

Next, if that's correct, and since I've never recorded a thing, is there a way to import the data....have someone (you guys) send me the file...etc?

My custom strategy that I had built has some mis-calculations when backtesting, optimizing, or walk-forward optimizing...so the last option to test functionality is replaying data...I just need to recorded data....please tell me you can help?!?!?!

Thanks guys,

Jonathan

[NinjaTrader_Kyle]

Hello jbhansen7,

Thank you for your post.

1.) Correct, to enable Market Replay recording, you would need to check that box.

2.) Yes, you can import Market Replay data. To do so, you would want to create a NinjaTrader backup of the market replay data and transfer it to your machine. Once on your machine, you would restore from that backup.

More information about creating a backup is available at the following link to our Help Guide: http://www.ninjatrader-support.com/H...upArchive.html

Likewise, more information about restoring from a backup is available here: http://www.ninjatrader-support.com/H...upArchive.html

Please let me know if I may be of further assistance.

[jbhansen7]

Ok, I created a backup, of today only...and trasfered the file from the NinjaTrader Backup folder to the the data folder where the Replay files would be kept:

<Installation folder> db>data


But when I go to "Market Replay Connection, there are no dates to choose from!? The data file from the backup is a NTBK file...is there a different type of file that is used for market replay? How can I get those files? Will I be able to replay more than one day at a time? I did the best I could from your previous instructions...but not enough detail given. Please let me know how I can replay data if I've never recorded

Thanks guys,

Jonathan

[NinjaTrader_Kyle]

Hello jbhansen7,

Thank you for your reply.

Did you run a restore, or just move the NTBK file to the folder?

You will need to restore from the backup to load the replay files into NinjaTrader.

[jbhansen7]

I first just moved the file over the the data folder. Tried to replay, nothing. Then I deleted the file, and did a restore...and the Restore Window popped up and said that:

"NinjaTrader succesfully restored the following componets from the backup archive file:"
- Market replay data

Then tried to connect to replay, and there is still nothing to choose from.

It would be great to get this to work, but is this just going to let me replay today? I need a couple of months worth of data to replay...is this going to get me there?

Thanks for your time and your quick responses!

[NinjaTrader_Kyle]

Hi jbhansen7,

Thank you for your reply.

Had you recorded any Market Replay data on the machine where you ran the backup?

[jbhansen7]

No sir. I stated in the original post that I've never recorded anything.

The whole point of this is that I need to test functionality and profitability of a system I had developed at multiple different variable settings. As I'm sure you are aware, there are limitations to the backtesting (and therefore optimizing and walk-forward optimizing) in NT. And since I've never recorded anything, I have no "data" to replay from. I'm looking for that data and how to replay it. I believe once I get the data, I understand how to replay it. With the one exception that I don't know if I can replay more than one day at a time...but still would like to try this so I can get a more accurate look at past performance of this system.

Again, thanks guys.

[NinjaTrader_Kyle]

Hi jbhansen7,

Thank you for your reply.


That explains why the Market Replay data was not available after restoring.

Once you have data, you will only be able to replay a single day at a time.

Unfortunately, I have no replay data to provide you with. Perhaps the forum community will be able to supply you with this data?

Please let me know if I can be of further assistance.

[jbhansen7]

Yeah, that's the two answers I was afraid of...will post in the forum that request.

Thanks for all your time and help, at least I learned!