the vast majority of my time developing strategies is spent testing via market replay ..... too much of that replay time is simply wasted
I heard from Ray's video that ninja 8 will have faster 'playback' ...good
every time I have to set the time and date in replay (i.e. constantly) I think replay would be so much more efficient if:
1) the start time of 930 and end time of 1600 would persist instead of returning to 00:00:00 each date
2) weekends did not replay EVER when replaying continuously (weeks of data in one replay)
3) off market hours (time not between 930 and 1600) did not replay at all when replaying continuously
re 2 and 3 ... there are 168 hours in a week... there are 32.5 hours in the NYSE session 930 to 1600... not replaying weekends and off hours would speed up continuous replay by more than 400%
4) users could download more than one day of data at a time..i.e download a range of dates
5) replay speed was limited by the user's computer and not by current 500x replay setting... for instance 5000x replay setting which runs at 2200x due to machine limits
I heard from Ray's video that ninja 8 will have faster 'playback' ...good
every time I have to set the time and date in replay (i.e. constantly) I think replay would be so much more efficient if:
1) the start time of 930 and end time of 1600 would persist instead of returning to 00:00:00 each date
2) weekends did not replay EVER when replaying continuously (weeks of data in one replay)
3) off market hours (time not between 930 and 1600) did not replay at all when replaying continuously
re 2 and 3 ... there are 168 hours in a week... there are 32.5 hours in the NYSE session 930 to 1600... not replaying weekends and off hours would speed up continuous replay by more than 400%
4) users could download more than one day of data at a time..i.e download a range of dates
5) replay speed was limited by the user's computer and not by current 500x replay setting... for instance 5000x replay setting which runs at 2200x due to machine limits
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