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Backtesting with live replay vs historical data from IB

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    Backtesting with live replay vs historical data from IB

    Hi,
    I am trying to backtest the Eur/Usd in the 1 to 60 min time frames 1 to 3 years back, but it seems it would be more accurate to backtest with a live replay especially if you are not using the "calculate after bar close" option. I am currently getting data from IB. Does someone sell data that you can replay live in NT? If so, would it be a better way to backtest? Thanks!

    -Brandon

    #2
    Brandon, correct this would be a more realistic way as intrabar formation wuold be known and fill assumptions would be more in line with realtime behavior. Unfortunately I'm not aware of another source of replay data other than recording it or using shared data from a friend. In NinjaTrader 7 we're gonna offer downloadable replay data from our servers then -

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