If you guys could get playback to work properly it would be great. It's not great.

[halgo_boulder]

It would be so cool if there was a reliable back testing method for strategies on Ninja Trader. Unfortunately, there isn't one.

1. using the built in Strategy Analyzer gives inaccurate results

2. using playback with historical data gives inaccurate results

3. So... use playback market replay data with tick replay enabled... however:

1. changing the spot in time will often cause the platform to ignore strategy orders
2. changing the spot in time will often cause the data to load incorrectly into charts, requiring re-starting the application
3. position quantity is often wrong, requiring restart
4. playback data can only be loaded 1 day at a time
5. using multi instrument data streams .... the data can be out of synch causing strategy results to be worthless

It often takes about 15 to 30 minutes to set up 1 single week of back testing because of these issues... with false starts, re-loading data, attempt at re-loading chart data (doesn't actually work), stopping and starting the strategy etc.

It's untenable.

If you could get your playback technology to be robust then this platform would be very interesting and useful for strategy development.

I suggest focusing on that for your next release.

[NinjaTrader_Zachary]

Hello halgo_boulder,

Thank you for your feedback.

We appreciate you taking the time to share. I've passed your comments about this feature along to our developers. You may also feel free to contact our Engineering Support team regarding the backtest utility within the Strategy Analyzer, and they may have some suggestions for you. They can be reached at scriptingsupport(at)ninjatrader(dot)com.

Thanks again for your feedback and for your post.