Use 'replay' data on 'Strategy Analyzer'

[DaisyOli]

Hello everybody,

Wondering if there is a way to use 'replay' data on 'Strategy Analyzer'

I'm backtesting a strategy that uses a one minute feed and a one second secondary feed.
For those dates where I have the 'tick' data it works fine.
For dates where I don't have the tick data it doesn't work.


I have much more replay data so I would like to extend the backtesting period using the replay data.
Is it possible?

Regards, Lucas

[NinjaTrader_BrandonH]

Hello Lucas,

Thanks for your notes.

Market Replay data cannot be used in the Strategy Analyzer window. Market Replay data can only be used with the Playback Connection.

Only up to 90 days of Market Replay data can be downloaded from the NinjaTrader servers.

The Strategy Analyzer uses Historical Data which could be downloaded from the Tools > Historical Data window.

Note that only up to 1 year of Historical Tick data is available to download from the NinjaTrader servers.

See the help guide documentation below for more information.

Playback: https://ninjatrader.com/support/help...connection.htm

Strategy Analyzer: https://ninjatrader.com/support/help...y_analyzer.htm

[DaisyOli]

Hi Brandon,

Is there a way to export replay data and import it as historical -tick level- data?

I have 10 years of replay data and I wondering if I can create the historical tick level data with it.

Thank you for your quick response
Lucas

[NinjaTrader_BrandonH]

Hello Lucas,

Thanks for your notes.

It would not be possible to convert Market Replay data into Historical data.

One option would be to contact a 3rd party historical data provider for the data you wish to obtain.

If you are looking for historical Futures data and are using NinjaTrader 8.1 you may connect to the Simulated Data Feed and then use the Historical Data window to download historical data.

Please see the available historical data from the servers below.

• Tick data: up to 1 year of historical data would be available. However, some instruments may go back further.
• Minute data: virtually never deleted, goes back to 2006 (Forex goes back to late 2008).
• Daily data: virtually never deleted, goes back to 2009. Forex data varies per instrument. Index data goes back to 2011.
• Market Replay data: deleted after 90 days.

[DaisyOli]

Thank you Brandon, all clear