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Strategy Analyzer with Market Replay Accuracy

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    Strategy Analyzer with Market Replay Accuracy

    I'm reading through the documentation of the Strategy Analyzer and it seems that it's not necessarily possible to get the same accuracy of fills/times/trades as it is with Market Replay. The issue is that Market Replay is pretty difficult to deal with when I'd like to test automated strategies.

    I may be wrong about that, but if there is any other documentation I could read or anything I could do to get more info, that would be awesome. I'd just like to get the fills and everything as accurate as possible. Of course, I understand slippage and the option in Strategy Analyzer, among other things, but I'd just like to be able to see the fill at least to the second the other was filled or placed.

    Any info is highly appreciated.

    Thanks

    #2
    Hello Lumbeezl,

    Please see the link below that explains the differences between backtesting in the Strategy Analyzer and running strategies on the Playback connection (Market Replay).


    The Strategy Analyzer can only process strategies at the close of a price bar and not intra bar like the Playback connection.

    JasonNinjaTrader Customer Service

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      #3
      The data is there, just Strategy Analyzer can't use it. Unfortunate, but there was an idea posted here.

      I'll just use the approach for now. Having to constantly play through Market Replay, manually turn the strategy on/off, and reverse back through when sometimes it crashes is a little frustrating. But it's not any major concern.

      Thanks for the timely response as always!

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