BackTest with Market Replay

[sasil]

I am using the Market Replay to do my BackTests.

I downloaded, every day, the data of Market Replay from the "Control Center\File\Utilities\Download Replay Data..."

I have recorded the data, of the ES 09-14, ES 12-14 and ES03-15, of Market Replay until today. Is possible to transform it a continuum index? If is possible how do I do?

The data recorded are about 24 hours, but strategy work between 9:00 and 16:00 from Monday to Friday. Is possible to filter the data of the Market Replay only for this time in these days?

Thanks..

[NinjaTrader_Bertrand]

Hi sasil, thanks for the post. The replay would need to be done per each contract expiry, you could not use or create a continuous contract here.

Correct, the data is recorded 24/7, however which data your chart and strategy sees is defined by the session template for your charts. For the custom 9-16 hours you could create yourself such a template.

https://www.ninjatrader.com/support/helpGuides/nt7/using_the_session_manager.htm

[sasil]

Sorry to return to the subject, but I am using the Market Replay to do BackTest. My Strategy works between at 9:00 and 16:00 , and the MarketReplay run 24 hrs/day. To reduce the time of BackTest how I do for the Market Relay run only between at 9:00 and 16:00?
Thanks...

[NinjaTrader_Brandon]

Hello sasil,

Thanks for your reply.

There is no setting available to do this.

[sasil]

OK, Thanks