Playback speed to strategy inconsistencies

[alphatango]

I have been using playback to test that my algorithm is picking up entries and exits properly. When I get that hammered out, there's an option for speed increase which is nice. I can see how my algorithm performs over time. The issue Im having is if the speed is over 50x plus, it will miss entries. On top of that, it will randomly do it. if I'm restarting to test changes made, It will pick up things it didn't find earlier simply if I'm going slower in the playback. What is going on? Is there a setting that is trying to skip things to make playback better or something of that nature? I can't understand what would be a setting that would make the playback skip entries. Any hints/tips/else would be excellent.

[NinjaTrader_LuisH]

Hello alphatango,


Thank you for posting on the NinjaTrader forums.


The issue you're experiencing during Playback at higher speeds (e.g., 50x+) where entries or exits are missed can occur due to limitations in processing when Playback runs at very high speeds. At these speeds, data might be skipped or processed less granularly to maintain performance. Here's what's happening and how you can mitigate the issue:

---

What’s Happening?

1. Tick Granularity: NinjaTrader processes historical data as ticks, bars, or other data points. When Playback runs at extremely high speeds, it may skip some ticks or process data in aggregated blocks to simulate the speed effectively.
2. Strategy Execution: Strategies might miss signals if the skipped data includes price movements or conditions that trigger entries or exits.
3. System Resources: The system’s hardware (e.g., CPU, memory) might not keep up with the high playback speed and strategy calculations.

---

Steps to Mitigate the Issue

1. Lower Playback Speed:
   • Try reducing the speed to below 50x when running complex strategies to ensure no critical ticks are skipped.
   • Use a range of speeds (e.g., 10x or 25x) for key periods to validate strategy behavior.
2. Use Tick Replay for Granularity:
   • Enable Tick Replay for more precise processing of historical tick data, especially for intrabar calculations.
   • To enable, go to Data Series settings on your chart and check the Tick Replay option.
3. Optimize Strategy Logic:
   • Ensure your strategy logic is designed to handle data at multiple levels of granularity and doesn’t rely only on intrabar updates.
   • Use the Calculate property in your script to set OnEachTick for more frequent updates (note: this increases resource demands).
4. Use Playback Current Day Only Option:
   • For high-speed playback, limit the range of days to avoid overloading the processor with unnecessary historical data.
5. Monitor Resource Usage:
   • Ensure your system meets the recommended hardware specifications for NinjaTrader.
   • Close unused workspaces or applications to free up resources.

Please let us know if there's anything else we can assist with. Thank you!