Historical data during market replay

[HalTech]

Hi,
My strategy requires 90 days of historical data to work properly.
If I start market replay beginning 50 days ago. Does NinjaTrader automatically load the 90 days of data needed by the strategy prior to the replay start date?
Example: Start date is 1 Aug 2023. Strategy needs data 90 days back from 1 August 2023 for the strategy to work properly.

[NinjaTrader_Clayton]

Hello HalTech,

Thank you for the message.

Market Replay data will only go back 90 days from Today's date.

• Since today is September 22nd, 90 days ago would mean you could download Market Replay data as far back as June 24, 2023.

As well, you would have to go in and manually download each day of market replay data that you want to use for your backtesting. It will not be done automatically.


If you would like to test things further than 90 days ago, you would instead be able to use Historical Market Data for Playback. You could also download a larger range of historical data more quickly.

Please follow along with the guide below for more detailed information on using Historical Data for playback and the differences between the two:

• https://support.ninjatrader.com/s/ar...language=en_US

Please let us know if we may provide any further assistance.

[HalTech]

Thank you for the response.
Let me explain in a different way.
My strategy requires 30 days of historical data to work properly.
If I start the replay beginning 20 days ago. Does NinjaTrader automatically load the 30 days of data needed by the strategy prior to the replay start date?
Example: Start date is 1 Sep 2023. The strategy needs 30 days of data starting at 1 Sep 2023.

My question is about how NinjaTrader handles historical data loading during market replay.
Thank you.

[NinjaTrader_Jesse]

Hello HalTech,

The playback chart loads the data based on what you select in the chart not based on what your strategy requires. If your strategy requires X amount of data you need to load the chart with that data and then apply the strategy.

[HalTech]

Let me see if I understand what you are saying.
So I need to open a chart and have it load data from today back to the beginning of the market replay plus the 30 days needed by the strategy.
Example: Strategy needs 30 days of data and today is 22 Sep 2023. I would need data from 22 Sep 2023 back to 1 Sep 2023 plus 30 more days. So the Days to Load would be 22 + 30 = 52 days.
Is the above correct?

[NinjaTrader_Jesse]

Hello HalTech,

If the strategy needs 30 days of data to calculate you need to create a chart with at least 30 days to load. The point of playback is to play forward, if you loaded 30 + 30 days you would have 60 days of data loaded so the strategy would do a backtest for 30 days and then have the other 30 days for its required calculate. You only need 30 days to load so you can begin playing forward in time.

[HalTech]

So I need to set Days to Load to 30 days. Is that correct?
Thank you for the help.

[HalTech]

A question about the source of the historical data.
Since I am trying to run the replay offline (no data connection). Can I download the historical data with the Historical Data down loader or is it necessary to be connected to live data in order to run the market replay?

[NinjaTrader_Jesse]

Hello HalTech,

The days to load is how you specify how many days you want to load in a chart so that would be how you specify the amount of initial historical data is on the chart.

You would need to be connected to a data provider to download historical data from a historical data server, if you currently do not have any provider that would mean no data server is connected.

[HalTech]

Thank you Jesse.