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Historical Data & Demo Mode Trading

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    Historical Data & Demo Mode Trading

    Click image for larger version  Name:	Untitled.jpg Views:	0 Size:	147.1 KB ID:	1203354

    Hi,
    When it comes to using Historical Data from a Demo Connection.
    It would appear the only charts that will forward test anywhere close to accurate is
    Time Based Charts?

    Am I correct about this?

    I've ​​ tried several other types of charts
    Range
    Renko
    UniRenko

    Primarily the Range Charts ? can they not be tested this way?
    I understand there is issues with the Renko and Unirenko type Charts, with fake open.

    And when the strategy takes a trade.
    The Entry or Exit of a trade is plotted off of the price chart , far enough , to make the Forward Testing inaccurate.
    I try to Forward Test a Month worth of Historical Data, in playback demo mode connection
    normally using x2 speed to help speed up the time a little

    This Was a Range 70 Chart.
    here is an attachment of one trade that shows this mis-plotted.
    although in some cases it is plotted even farther away from the actual price, then even this photo.

    Is there maybe something wrong with my Database? And I need to reset it?
    Or
    Is this just something. To get past it.
    I need to get a Live Account set up. And stop Forward Testing on Historical Data ?

    Best Regards,

    Last edited by Genesis2021; 05-30-2022, 03:45 PM. Reason: Clarity

    #2
    Hello Genesis2021,

    You can use the interval type you like when using the Playback connection to run automated strategies.

    The 'Break at EOD' in the Data Series menu of the chart can be important for Range and Renko bars. If enabled, it cuts off the last bar of the session. Please see the link below for more information.


    Please note that buy orders execute at the ask price (sell orders execute at the bid price). You must have received an ask price of 34642 for the order to execute like that.
    JasonNinjaTrader Customer Service

    Comment


      #3
      I thought I read in NT8,
      That Historical data is only comprised of OHLC information of each bar?
      the bid and ask price was not recorded in Historical Data?
      this is stated in the help guild somewhere

      Is that a Typo of some kind?

      Br.

      Comment


        #4
        Please note that the Playback connection only provides realtime data (historical data replayed in realtime) which includes the bid and ask price.
        JasonNinjaTrader Customer Service

        Comment

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