Are 500x market replay results the same as 1x?

[cunparis]

I have a question about market replay. I test my strategies with market replay at 500x. I'm curious if the results should be the same as they would be when doing the replay at 1x? I'm wondering if 500x could introduce slippage or anything else.

I find it incredible that Ninja can do the replay at 500x, it has saved me a lot of time in my development.

Thank you

[NinjaTrader_Bertrand]

cunparis, no they would most likely not be the same as the simulation engine you're trading against runs on its own timing and thus would need a replay at 1X speed to generate reliably approximated fills based on delay / timing settings -

http://www.ninjatrader-support.com/HelpGuideV6/SimulatorTab.html

[cunparis]

cunparis, no they would most likely not be the same as the simulation engine you're trading against runs on its own timing and thus would need a replay at 1X speed to generate reliably approximated fills based on delay / timing settings -

http://www.ninjatrader-support.com/H...ulatorTab.html

In my testing I traded it manually with market replay, and with replay 1x and 4x. For the trades I tested I got the same results at 1x & 500x, and they were very close to what I got. The automated fills were slightly better, I guess my fingers are slow.

I'll keep testing to see if I can find a difference in 1x & 500x. So far I haven't.

[NinjaTrader_Bertrand]

Were you using the standard defaults as far as the simulator settings go?

[cunparis]

Were you using the standard defaults as far as the simulator settings go?

Yes I haven't changed them.

I'm only asking about this because I'd like to test my strategy with a month of data. So if I do 1x it will take.. 1 month. But if I can do 500x I can do it real quickly.

It's ok if it's not 100% exactly the same, that's "good enough". but if it's totally different then that'd be a problem.

so far I haven't found a difference.

I realize that when trading with real money I will get slippage etc. I can deal with that..

Thank you for your input.

[NinjaTrader_Bertrand]

Fill assumptions are always hard to approximate, but if you replay at a higher speed then set delays would not be as effective as with slower speed - that being said > if the strategy is holding up well in replay and backtesting (with default fill algorithm) and you can still include a reasonable slippage # I think you should be good.