Hi all
I am trying to play Market Replay data to validate my strategy's operation. I have one day of data that happens to be 9/24/2015. When i load the data, it populates a bunch of data from 9/23 and then begins to replay from 11pm central time (my time zone).
My strategy responds tick-by-tick, and I want to see how it behaves on the tick data coming in from market replay before I go live....
The issue is, as soon as i enable the strategy, all the bars from 9/23 show entries and exits and fill up the screen with execution data. I only want to execute once tick data is coming in ... not the historical bars that are brought up - they are 'past tense' and not tick accurate any more.
How do I do this?
Thanks
Rob
I am trying to play Market Replay data to validate my strategy's operation. I have one day of data that happens to be 9/24/2015. When i load the data, it populates a bunch of data from 9/23 and then begins to replay from 11pm central time (my time zone).
My strategy responds tick-by-tick, and I want to see how it behaves on the tick data coming in from market replay before I go live....
The issue is, as soon as i enable the strategy, all the bars from 9/23 show entries and exits and fill up the screen with execution data. I only want to execute once tick data is coming in ... not the historical bars that are brought up - they are 'past tense' and not tick accurate any more.
How do I do this?
Thanks
Rob
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