Market Replay and Stategy PeriodTypes

[gdavis74]

I want to understand how NT7 works, thus this question.

I have been replaying data with a strategy I'm developing and have been able to use it on any of the replay data I have. Recently, I added a 10 minute PeriodType to the strategy and run some oscillators using that 10 minute object. Since making this change, the only market replay data that I can use is the data recorded with the strategy running that has the 10 minute period.

If I try to use any other days of data preceding Oct 29, the strategy does not run.

Is this expected behavior?

I have tried commenting out the 10-minute period Add statement and this line:
if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired || CurrentBars[2] <= BarsRequired)
return;
but no help.

Thoughts?

[sledge]

I have been replaying data with a strategy I'm developing and have been able to use it on any of the replay data I have. Recently, I added a 10 minute PeriodType to the strategy and run some oscillators using that 10 minute object. Since making this change, the only market replay data that I can use is the data recorded with the strategy running that has the 10 minute period.

If I try to use any other days of data preceding Oct 29, the strategy does not run.

Is this expected behavior?


Thoughts?

That should not be the case.

Where did you get your data? Market Replay download, or recording?

If recording, who is your provider? It should be recorded as tick data and replayed as such.

Are you in stocks, futures, or forex?

Do you have any code for testing?

[NinjaTrader_PatrickH]

Hello gdavis74,

Thank you for your post.

So I may investigate this matter further please answer the following questions.

What instrument is the data for? Did you download the data or record it?

When connected to Market Replay can you right click on the Replay Control Window > select Available Data > do you see data for the date you wish to replay? If so, left click on the expand button (+) and view the times the data is available for, is it consistent?. Are there any gaps?

If you run the SampleMaCrossOver during these dates in replay does it take trades?

I look forward to your response.