Market Replay/Backtesting Question...

[BigDog008]

If i want to run a market replay to backtest a strategy and run it at 500x speed to generate quick results... would it be as accurate as running it at 1x speed?

[NinjaTrader_Bertrand]

Not necessarily BigDog008, as the fills the simluator will give may be different - http://www.ninjatrader-support.com/H...ulatorTab.html

[ctrlbrk]

That can't be right.

Market Replay should produce identical results no matter what speed it is run against.

Ninja should process each tick in order. Nothing about the speed of the ticks flowing into the system would cause it to not process the next tick as "the next tick", always.

Bertrand, can you please cite specific text in the URL you quoted that supports your claim that Market Replay will produce different results from 1x to 500x? I couldn't see anything there specifically about the op's question.

Mike

[NinjaTrader_JoshP]

Mike,

For instance, take a look at the Tools->Options selections for delays. Those are introduced delays set on a specific amount of time. When you speed up replay you are still using the same delays.