Tick Replay

[timko]

can anyone share their experince with Tick Replay?
what is the function of Tick Replay?
does it affect system performance?
It is currently impossible for me to load a 30 day 1min tick chart for live trading. Can I use Tick Replay to pre-load and calculate 29 days and then continues the rest with real time calculation?

[NinjaTrader_ShawnB]

Hello timko,

Thank you for your post.

Here is the Tick Replay Help Guide to fully explain this feature.

Tick replay is a property that can be optionally enabled on NinjaScript indicators and strategies which will ensure that the market data (bid/ask/last) that went into building a bar is loaded in the exact sequence of market data events. This guarantees that your indicators and strategies are historically calculated tick-per-tick exactly as they would have been if the indicator/strategy was running live during a period. Tick replay can be enabled for indicators used in Charts, Market Analyzers, and Strategies.

It is important to note that this property implies that more PC resources are used to calculate your indicators and strategies and as a result will lead to a performance impact. The tick replay setting should only be reserved for indicators and strategies which would truly benefit from the additional resources dedicated to arrive at these calculations. For example, a simple Pivot indicator which just uses the current and previous daily price levels would not see any advantage from using tick replay. In contrast, a Volume profile indicator which relies on the exact sequence of trades to calculate various levels would greatly benefit from using tick replay.

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[timko]

Thanks ShawnB for your reply!
Then is there anyway that I can pre-calculate part of the chart using historical data (without connecting to live data) and retain the results on connection to live data? currently, a connection to live data would reset all calculations on a chart and in some cases, like order flow results, would render things meaningless...

[timko]

ShawnB, could you elaborate with an example on the following note? I find it hard to understand.
"Note: 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."

Does it mean Tick Replay is intended to be used for live trading and making live calculations more precise? If so, why Tick Replay seems to be related to historical as under options->market data->Show Tick Replay ?

[NinjaTrader_ShawnB]

Hello timko,

Thank you for your post.

Then is there anyway that I can pre-calculate part of the chart using historical data (without connecting to live data) and retain the results on connection to live data? currently, a connection to live data would reset all calculations on a chart and in some cases, like order flow results, would render things meaningless...

This is not possible.

Does it mean Tick Replay is intended to be used for live trading and making live calculations more precise? If so, why Tick Replay seems to be related to historical as under options->market data->Show Tick Replay ?

It can be used for live or historical applications. This means that your indicators and strategies are historically calculated tick-per-tick exactly as they would have been if the indicator/strategy was running live during a period.




Please let us know if we may be of any further assistance.

[timko]

Thanks Shawn for your clarification.