Backtesting using market replay

ScoobyStoo

Junior Member

Join Date: Apr 2009

Posts: 161
#1

Backtesting using market replay

12-21-2009, 10:21 AM

Hi guys,

Merry Christmas to you all.

Quick question. If I backtest a strategy using market replay data can I use marketable limit orders?

Thanks
Tags: None
NinjaTrader_Austin

NinjaTrader Customer Service

Join Date: Jun 2009

Posts: 3149
#2

12-21-2009, 10:44 AM

ScoobyStoo, I believe that is indeed possible. The simulation engine is pretty flexible with regard to order types.

AustinNinjaTrader Customer Service
Comment
ScoobyStoo

Junior Member

Join Date: Apr 2009

Posts: 161
#3

12-21-2009, 10:57 AM

Brilliant.

Do you have the logic of the backtest engine documented anywhere?
Comment
NinjaTrader_Austin

NinjaTrader Customer Service

Join Date: Jun 2009

Posts: 3149
#4

12-21-2009, 11:07 AM

ScoobyStoo, you can take a look at the code for the fill logic at My Docs/NT 6.5/custom/type/@DefaultFillType.cs and /@LiberalFillType.cs.

AustinNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
Salma's Key Price Levels by SalmaTrader Started by SalmaTrader, 07-07-2026, 10:26 PM	0 responses 47 views 0 likes	Last Post by SalmaTrader 07-07-2026, 10:26 PM
Machine Learning Lorentzian Classification by CarlTrading Started by CarlTrading, 07-05-2026, 01:16 PM	0 responses 22 views 0 likes	Last Post by CarlTrading 07-05-2026, 01:16 PM
CopierLite_V3.1 by CaptainJack Started by CaptainJack, 06-17-2026, 10:32 AM	0 responses 15 views 0 likes	Last Post by CaptainJack 06-17-2026, 10:32 AM
Account Dashboard (Prop Firm Risk Manager) by kinfxhk Started by kinfxhk, 06-17-2026, 04:15 AM	0 responses 21 views 0 likes	Last Post by kinfxhk 06-17-2026, 04:15 AM
Trade Manager by kinfxhk Started by kinfxhk, 06-17-2026, 04:06 AM	0 responses 23 views 0 likes	Last Post by kinfxhk 06-17-2026, 04:06 AM

Announcement