Market Replay & session template

[arbuthnot]

Hi guys

I'm trying to use Market Replay for the first time. (I've been testing strategies based on Renko bars in the Analyzer but the results, from all I can see and read, must be far from 'real world'.)

The instrument is ^DJIA and the session template reads 'US Equities RTH'. Obviously, I'd like the Replay only to be 'running', as it were, for the exact times the US cash market is open, i.e. 9.30am to 4pm, EST.

But in Replay, it's going thru the whole 24 hour period. So how can I get the system to be restricted to the stated hours? Do I change the session template to something else? Or must I have a glitch somewhere?

I have NT 7.0.1000.8.

Any advice very gratefully received.

[NinjaTrader_RyanM1]

Hi arbuthnot,

It's possible you're running into a market replay bug fixed in release 9. Please update to the current release (10) using the link below:

http://www.ninjatrader.com/download-registration.php

Please let us know if this does not correct for you.

[arbuthnot]

Thanks very much, Ryan. I'll download the latest release.

Just a quick question: when I have the new release, will all my charts, data, etc still come up as before or will I have to import everything from backup?

Thanks for letting me know.

[NinjaTrader_RyanM1]

Everything should stay the same in-between software releases, but doesn't hurt to run a backup either now and again.

http://www.ninjatrader.com/support/helpGuides/nt7/creating_a_backup_archive.htm

[arbuthnot]

Thanks again, Ryan. I've already done the backup!

Hopefully, the Replay will now work fine.

[arbuthnot]

Hi again - I've loaded Release (10) as Ryan kindly suggested and the Replay now works fine. I broguht up a (Renko) chart and opened a strategy. For the period before the replay came into effect, trades were entered normally. But from the moment the replay went 'live' (as it were) no more trades were entered, even though the strategy would have entered quite a few in that period.

I should add that I sometimes hear the system message "Order pending" but never "Order filled".

Could you please let me know what might be happening and how to get the trades entered as they should be. Thanks very much in advance.

Afterthought: the instrument I was using on this chart is the cash Dow ^DJIA, which may not be considered a tradeable instrument, and therefore I'm guessing trades can't be entered with this. Is this correct?

I brought up another chart, this time of spot EUR/USD, the trades were entered OK, but the strategy soon crashed for some reason! But that's another issue.

[NinjaTrader_RyanM1]

Yes, that could do it. Thanks for sharing your thoughts, arbuthnot. Index instruments can be backtested but are hit or miss in replay/simulated trading.