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Quotes Strategy Analyzer and Market Replay
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Quotes Strategy Analyzer and Market Replay
Hi. When I run Strategy Analyzer, what historical data is loaded? Who is the data provider? NinjaTrader or another one? I noticed that the bars on Strategy Analyzer are different from the ones generated by Market Replay. Is it possible to get real time quotes that will correspond to the quotes that Strategy Analyzer uses? Does the trading symbol settings affect that? For example, selecting Trading Hours (CME US Index Futures ETH or Default 24x5).
Please help me.Last edited by Kostiantyn; 05-30-2023, 02:13 AM. -
Hello Kostiantyn,
What data feed are you currently connected to?
Realtime quotes and strategy analyzer use would be based on your data provider and historical data provider. Your live data connection will also commonly have a historical data connection with relevant data that would be used in a backtest. Playback data is live data that was recorded and is different that historical data. If you downloaded it through the historical data manager that comes from NinjaTrader servers and may not directly match your data connection if its a different provider.
In general you can expect some differences between historical data and realtime data when testing so that is also something to take into account. When making strategies if you see differences I would suggest using the following guide to further explore the differences: https://ninjatrader.com/support/foru...ay-performance
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