Backtesting multiframe indicator

[Alex Pyrkov]

Good day to everyone.
Is there a way to backtest an indicator? I have written one and I want to make sure it works properly. I’d like to play historical data on the chart in fast mode (faster than live data) having my indicator on the chart to see how it works.

[NinjaTrader_Matthew]

Hello Alex Pyrkov ,

The Strategy Analyzer would be used for backtesting strategies.

If you would like to simulate how your custom indicators will play in real-time, I would suggest using the market replay feature which will allow you download replay data from our servers in order to test your indicators as well as control the speed of the market.

Please click here for detailed instructions on downloading and recording market replay data

[Alex Pyrkov]

Matthew,
I will use market replay, thank you.

[aediaz1]

Hello Alex Pyrkov ,

The Strategy Analyzer would be used for backtesting strategies.

If you would like to simulate how your custom indicators will play in real-time, I would suggest using the market replay feature which will allow you download replay data from our servers in order to test your indicators as well as control the speed of the market.

Please click here for detailed instructions on downloading and recording market replay data

Is it possible to turn an indicator into a strategy then?

[NinjaTrader_Matthew]

Hello aediaz1,

It would be technically possible to rewrite a copy of your indicator as a strategy.

You can create a Strategy by going to Tools--> New Strategy.

Please see our Help Guide article on developing Strategies for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?developing_strategies.htm