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Market replay enhancement

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    Market replay enhancement

    I'm backtesting a strategy. I only trade during RTH. I have noticed that the replay doesn't understand pre market data and the data cutoff from the day before will be wrong for the first 30 minutes of the day as it runs to catch up from the close of markets the day prior.

    Is there a way to only run regular trading hours AND have the replay system take 1-2 hours prior to market open into account? I don't need to sit through the ticks after hours, but I need my indicators to not be wildly inaccurate on market open because it simply cuts off all data prior to market open. Is there a way to limit playback to timeframes so I don't have to sit through hours of tedious ticks?

    Also my algorithm seems to miss entries when playback is going at faster speeds. I have a computer that I built and it's roughly 1yr old on all its parts. The compute power is there. I would like things to function at faster than 1x or even 30x. Is it just a limitation of the system that It could go faster, but it just won't because it starts stumbling over itself? don't totally mind but I would like to know.

    #2
    Hello alphatango,

    You can load the data from the full trading hours on the chart and use time conditions to control when actions take place in the logic.
    Join the official NinjaScript Developer Community for comprehensive resources, documentation, and community support. Build custom indicators and automated strategies for the NinjaTrader platforms with our extensive guides and APIs.




    Using 8.1.4.1 I wouldn't expect the playback to miss entries if the conditions are evaluating as true and calling the order method.

    May I confirm you are updated to 8.1.4.1?

    Add debugging prints and enable TraceOrders to confirm the conditions are evaluating as true and the order methods are being called.
    Chelsea B.NinjaTrader Customer Service

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