tick replay

[tradykat]

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

There are two statements on the above help guide that seem to contradict each other, and I'm looking for further clarification. These are the statements:

"Tick Replay is not intended to function in NinjaScript strategy backtests, and will not provide the same results as running a strategy on live data with Tick Replay enabled."

"Once the "Show Tick Replay" option has been enabled from the Market data category of the Options menu, you will find a "Tick Replay" option which you can select when setting up your indicators or strategies, or when running a strategy in the Strategy Analyzer."

Is this referring to using Tick Replay while viewing the Strategy Performance option of a strategy based on real-time data? Does Tick Replay work with Playback?

[NinjaTrader_ChelseaB]

Hello tradykat,

Specifically in a backtest the TickReplay will not provide fill pricing information that orders can use for order fill accuracy. It will, however, allow Calculate to trigger with .OnEachTick or .OnPriceChange in a backtest.

Below is a link to a forum post that details this.

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

Yes, in the Strategy Analyzer you will see a Tick Replay checkbox to enable this for a backtest.

This is referring to the backtest parameters and will include a checkbox for Tick Replay.

TickReplay does work with the historical data that loads on a chart before the playback starts. Playback is real-time and TickReplay does not affect real-time.

[tradykat]

OK, thank you ChelseaB. If I'm understanding correctly, the limitation of Tick Replay in backtesting/optimization is that it will *not* provide accurate intrabar order fill resolution. However, it *will* provide accurate intrabar OnEachTick or OnPriceChange data for strategy indicators set to update OnEachTick or OnPriceChange. If I need accurate intrabar order fill resolution, that will require coding the strategy with an additional data series to enable the High Order Fill Resolution feature in the Strategy Analyzer. Correct?

[NinjaTrader_ChelseaB]

Hello tradykat,

You got it, that is correct.

TickReplay does not give the intra-bar fill prices, but does allow for intra-bar actions.

[tradykat]

OK great, thank you!