How many days does Tick Replay load?

[swcooke]

What dictates how many days of ticks are replayed when Tick Replay is in use? Is there a way for a Custom Indicator to set the number of days? I'm trying to build an indicator that calculates on 1 minute bars for history prior to 3 days ago. Then calculate using tick data for the last 3 days.

[NinjaTrader_ChelseaB]

Hello swcooke,

TickReplay will load historical Tick data for all days loading of the primary series.

There is not a way to load different amounts of tick data and have this not match the primary series with TickReplay.

The Days to load in the Data Series will control the amount of historical data loading for the primary series and for the historical tick data with TickReplay.

[swcooke]

Is there a way to load a single tick series with 3 days history and process that through OnBarUpdate without turning on Tick Replay? This way I can control how much tick data I want to process without having to replay all of the main instrument which really slows things down. It seems like when I try this, Tick Replay automatically gets checked which is what I am trying to avoid.

[NinjaTrader_ChelseaB]

Hello swcooke,

This would not really be possible with AddDataSeries(). This will also load the same amount of days (or number of bars as the primary series).

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

Below is a link to a forum post about adding a 1 tick series.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

A BarsRequest would allow you to call data out of sync. However, this cannot be supplied to indicators and this would not be in sync with the primary series OnBarUpdate().

https://ninjatrader.com/support/helpGuides/nt8/barsrequest.htm

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/87988-barsrequest-question?p=742518#post742518