Eliminating non-trading hours for testing?

[timmbbo]

Hi there, is there a way I can eliminate non-trading hours, from tick-by-tick replay?

I'm testing some strategies. To do, I'm doing a tick-by-tick replay. My strategies only trade during the trading hours, about 8 hours a day. However, when I run a tick-by-tick replay, I notice it's 24 hours, so I'm spending 16 hours running that replay, in hours when my strategy isn't trading. So of course, this adds a lot of extra time onto my replay testing.

I understand how I can edit the data, if I want to. However, I'm testing 3-9 months at a time. The thought of going in, and editing 100-200 days worth of trading data, to eliminate non-trading hours, seems like a lot of work.

Is there a simpler way to run a replay, and just limit the replay to active trading hours? Thanks,

[sledge]

My advice:

Switch to NT8. What took me days in NT7 to replay, takes 8 hours in NT8 for 3.5 years of ES data.

[NinjaTrader_PaulH]

Hello timmbbo,

Thanks for your post.

Member Sledge has advised one of the advantages of NT8.

The NT7 market replay is maxed at 500x. If you are replaying continuously over 3-9 months of data there is nothing you can do that would eliminate 16 hours a day or the weekend periods. The replay clock proceeds on a time basis regardless of data.

If you want to manually intervene what you can do is at the end of your trading day in Market Replay is to right mouse click on the replay controller and select "Goto" and set the date/time to the next day and time that you wish to start. This would speed things up but would require your attention. You could add an indicator that would shade the background when your session is done each day as a visual on screen that may help prompt you to advance to the next day. I understand that manual intervention may not be a solution for you but thought it would help to know of an option.