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Market Replay - reliable for backtesting?

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    #1

    Market Replay - reliable for backtesting?

    I'm trying out automated strategy on Market Replay. So I'll have it download a day, then I'll go to that day and play it. I'll either use ticks or minute charts.
    Is this a reliable way to help test a strategy?
    Obviously forward/live testing is the best way, but is there any reason to believe Market Replay is just a complete waste of time?
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    #2
    Hello MatthewLesko,

    Playback with market replay data would be more accurate than a backtest or than using historical tick data.

    Below is a link to a forum post that details the differences.
    Comparing real-time, historical, and replay performance - NinjaTrader Support Forum
    https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance#post100192
    Citizens of the NinjaTrader Community, A common question we hear from clients is 'why are results from backtest different from real-time or from market replay?'. Live orders are filled on an exchange with a trading partner on an agreed upon price based on market dynamics. Backtest orders are not using these market dynamics.
    Chelsea B.NinjaTrader Customer Service

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