Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Question about reloading tick charts

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

    Question about reloading tick charts

    I understand that tick chart data can be tricky when comparing actual chart data and market replay because of the way the bars are constructed.

    I'm currently running an optimization on a semi-automated strategy and depending on how the data is loaded, one particular trigger either happens on one bar or the next. This is totally fine and expected behavior from the platform.

    When I load the chart the trigger is on the bar I'd like to examine, but when I load market replay it switches.

    I've been reloading the market replay data to different starting seconds but at no point (and I've tested about a hundred starting seconds) have I been able to get the chart to form the way it forms when it is initially loaded (which is also how it loaded using realtime data)

    I've tried clearing the cache (tick and minute then reloading), I've tried market replay data from ninja servers and also historical tick and bid/ask data from CQG (via continuum).

    Before I give up and accept that I can't get replay to render the chart the way it did live (and the way it does upon loading), I figured I'd make a post about it here to see if anyone has any suggestions.

    #2
    Hello,

    Utilizing tick replay may get you closer to real time bar data, but would still not be identical. Also note you may need to edit your strategy's logic to utilize tick replay.

    To enable tick replay go to Tools>Market Data and enable the tick replay option. Then go to your chart and open the data series menu to show tick replay on that particular chart.
    Ryan S.NinjaTrader Customer Service

    Comment


      #3
      I'll definitely give tick replay a shot this weekend thanks.

      When I was doing that testing I was able to get most of the triggers to line up with what I saw real-time by adjusting the start second until the triggers matched. It was just this one particular instance.

      Hopefully tick replay will do the trick!

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by lightsun47, Today, 03:51 PM
      0 responses
      5 views
      0 likes
      Last Post lightsun47  
      Started by 00nevest, Today, 02:27 PM
      1 response
      9 views
      0 likes
      Last Post 00nevest  
      Started by futtrader, 04-21-2024, 01:50 AM
      4 responses
      45 views
      0 likes
      Last Post futtrader  
      Started by Option Whisperer, Today, 09:55 AM
      1 response
      14 views
      0 likes
      Last Post bltdavid  
      Started by port119, Today, 02:43 PM
      0 responses
      9 views
      0 likes
      Last Post port119
      by port119
       
      Working...
      X