Using Market Replay data to test Strategies

[dpennypacker]

I need to do some testing of a custom strategy and have used live data in sim mode as well as the Sim Data Feed. In both of these modes, the strategy will enter trades and set stops and limits.

But when I try testing the strategy using Market Replay data, only entries are fired and the stops and limits don't get entered. I don't see any error info in the log.

Does Market Reply data support automated stops\limits?

[NinjaTrader_RyanM1]

Hello dpennypacker,

Yes, you should expect similar behavior in market replay as in a real time feed. How are you defining your exits? To track what is going on with strategy order submission, add TraceOrders = true; to your Initialize() method and view messages in tools > Output Window.