Market Replay and Historical Data

[styr_trader]

It is required (looks right) to add historical data on the left of market replay data.

Say, market replay data recording started at 8:00 am. Chart properties 12:00 am - 12:00 am. During test, when connected to Market replay, data from 12:00 am - 8:00 are missing on the chart. If it were possible to add historical data to the left, it would make indicators, used by the startegy, be calculated the same way as in Starategy Analyser and and would make it is easier compare strategy results.

Is there a way of doing this?

[NinjaTrader_Ray]

Yes, just make sure you have loaded historical data into NinjaTrader to the left of the date you wish to replay. For example, connect to one of our support data vendors, open a chart for the time period you wish to have data for. That will do it.

[styr_trader]

yes, historical data exists for the previouse date, but NOT for the date I have recording ? I have recording only starting 8:00 am, and don't see data before that on 5 min chart. Is it how it is supposed to be?

[NinjaTrader_Ben]

Hello,

I think I understand what is happenning. The data is day specific, meaning if you only recorded from 8am on and you backfill your chart with the server data as suggested by Ray below, you will most likely have a gap from 12am to 8am on your current day. The pervious day should fill with data completely.

[styr_trader]

Exactly, Ben.
That is why indicators are not calculated correctly for the current day. If you run Startegy explorer those historical data available, and test results differ (besides other factors). The idea is to have these historical date available when connected to Market Replay.
Regards

[styr_trader]

sorry, typo. "historical data available"

[NinjaTrader_Ben]

Hello,


You will need to record the data for that time then. If you start recording data in the middle of the day you will have a gap as described below. If you want the indicators to start calculating at 8am on your market replay data, then you will need to start recording prior to 8am for however many bars you need to do your indicator calculations.

[styr_trader]

I know, I have to start recording earlier. But it not always possible.

I think it will be valuble change to add historical data to the left of the recording, adding to the previouse days only have certain limitations.

Thanks

[NinjaTrader_Ben]

Hello,


I will forward your suggestion to our development department for consideration.