AboveAsk & BelowBid

[cls71]

Hello,

In real time the AboveAsk and BelowBid prints can be detected without problems. However, in TickReplay mode no longer. I suppose that when the print is saved in the database, you apply some correction.

It would be possible to save the geunino print, with the original data, without correcting it? The status AboveAsk and BelowBid provide valuable information.

Thanks in advance

[NinjaTrader_PaulH]

Hello cls71,

Thanks for your post.

From the help guide (link below)

Note 3: Tick Replay ONLY replays the Last market data event, and only stores the best inside bid/ask price at the time of the last trade event. You can think of this as the equivalent of the bid/ask price at the time a trade was reported. As such, historical bid/ask market data events (i..e, bid/ask volume) DO NOT work with Tick Replay. To obtain those values, you need to use a historical bid/ask series separately from TickReplay through OnBarUpdate()

Note 7: Tick replay was only ONLY designed to work with MarketDataType.Last. A TickReplay indicator or strategy should NOT be mixed with a MarketDataType.Ask or MarketDataType.Bid series

Reference: https://ninjatrader.com/support/help...ick_replay.htm