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Replay backtest resolution

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    Replay backtest resolution

    What is the resolution of replay data? I am testing an automated scalping strategy which trades on a 25 tick or 50 tick chart? If I replay at either of those resolutions, is that what I will see, or is it some larger number which is artificially broken down to that number of ticks?
    Thanks
    DaveN

    #2
    Replay resolution is 1-tick so you should be fine on 25/50 tick charts.
    Josh P.NinjaTrader Customer Service

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      #3
      Replay Resolution

      Wow, that is pretty awesome. Thanks for the feedback. I'm really impressed. I figured you were going to tell me that replay resolution is 1 minute or something like that.
      One last question, when testing using the strategy tester, what is the minimum resolution of that downloaded data? (I use both MIrus with ZenFire and Interactive Brokers)? Is one better than another for that downloaded data, (assuming it is this low tick resolution I am interested in?
      Thanks
      DaveN

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        #4
        You can test on any resolution you want, but tick resolution is extremely taxing on your computer system and may be unusable. Optimizations in this area will be made in NT7 to allow for much better performance.
        Josh P.NinjaTrader Customer Service

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