Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Data source for backtest

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Data source for backtest

    Hello,
    I didn't find my doubt in the documentation, if it's there, point me please.

    I'm backtesting a simple strategy, and I've found a big difference between the size in Documents\NinjaTrader 8\db\tick VS Documents\NinjaTrader 8\db\replay
    With backtest, it uses db\tick, and when you run market replay uses db\replay.
    The size between folder is very big, and the files are differents, db\tick contains .ncd, and db\replays contains .nrd

    Could you tell me what is the purpose of each format and why the size is ten times greather? I want to understand how it can affect when I run a backtest.

    Thank you.



    #2
    Hello ruina,

    The db\tick folder contains historical tick data (generally last data).

    The db\replay folder contains Market Replay recordings of the entire market including all ask, bid, and last market updates that can be played back in real-time on the Playback connection.

    https://ninjatrader.com/support/foru...nce#post100192
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by llanqui, Today, 03:53 AM
    0 responses
    4 views
    0 likes
    Last Post llanqui
    by llanqui
     
    Started by burtoninlondon, Today, 12:38 AM
    0 responses
    10 views
    0 likes
    Last Post burtoninlondon  
    Started by AaronKoRn, Yesterday, 09:49 PM
    0 responses
    14 views
    0 likes
    Last Post AaronKoRn  
    Started by carnitron, Yesterday, 08:42 PM
    0 responses
    11 views
    0 likes
    Last Post carnitron  
    Started by strategist007, Yesterday, 07:51 PM
    0 responses
    14 views
    0 likes
    Last Post strategist007  
    Working...
    X