Max Market Replay Speed that won't cause Execution Delay?

[Matheyas5]

As shown in this link, http://ninjatrader.com/support/forum...3&postcount=19 I was told the following issue can happen in NT7

Originally Posted by NinjaTrader_ChristopherJ View Post
There can be instances where the execution can occur on later bars then when trigged while replaying data at high speeds within NinjaTrader.

What is the fastest Replay speed I can use that will not cause this issue? 200x? 300x? Higher?

[sledge]

In my experience, as a non-official answer- and having run a bazillion replays - probably 500x in NT7... I can't say I've ever had/seen differences, of course I'm not using BID/ASK or anything fancy...

On MAX replay in NT8 - I see some results from machine to machine that differ over a contract by $50-$100 when running the same exact strategy... which comes down to a tick or 2 here and there.

[Matheyas5]

Hi sledge,

I am using Bid tick bars and Ask tick bars and going for rather complex exit strategies, so getting an official answer on this is critical for me.

Any thoughts on this Ninjatrader support?

Thanks

[NinjaTrader_ShawnB]

Hello Matheyas5,


There is not a speed setting that will allow you to manipulate your fills when using the Playback Connection.


When connected to the Playback Connection, calling market order based methods such as EnterLong() and EnterShort() will result in order state events being fired prior to the order method return an Order object. This is done to ensure that all events are in sync at high speed market replays.


Market replay files have the ability to record time stamps down the 100 nanosecond level. However please note that we use the time stamp provided from providers when storing data.This means that you are limited to the granularity of the provider if the time stamp is natively provided. Please see the Historical & Real-Time Data section of the help guide for more information.

[Matheyas5]

Thanks for the response Shawn. That does give me more information on how Replay works, however it does not answer the specific question I asked in post #1 of this thread, which was:

What is the fastest Replay speed I can use that will not cause this issue? 200x? 300x? Higher?

Thanks

[NinjaTrader_ShawnB]

Hello Matheyas5,

Thanks for your reply.

There is no specific or recommended speed setting that will allow you to change how your orders are filled.