Help with Market Replay and Simulation

[felipea]

Hi!
I´m completely new to NinjaTrader and I´m a little bit lost with the differences between the Market Replay tool and the simulation tool.

What I want to do is: I have an EOD MetaStock data file (.MASTER) and I want to import it on NinjaTrader so I can go back in time and simulate I was trading for example 1 year ago, placing orders, stop losses, stop gains and seeing what happens each next day in historic data. I don´t need that each day appears automatically, I can pass day by day manually, but would like that NT calculate my gains and losses.

Is that possible? Can anyone help me how to do that?
Many thanks in advance!!!

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your post.

You can import MetaStock Data and then play it back through the Playback connection using the historical data option.

For information on importing data please visit the following link: http://ninjatrader.com/support/helpG.../importing.htm

For information on the Playback connection please visit the following link: http://ninjatrader.com/support/helpG...connection.htm

Please let me know if you have any questions.

[felipea]

Hi, thank you for your answer.

I still have one doubt that I din´t find in the links provided: can I import EOD stocks data (Metastock for example or other) and run Market Replay on them?

Thank you

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your response.

Follow this link for information on importing MetaStock data: http://ninjatrader.com/support/helpG...gImportOptions

You can replay historical data in the Playback connection in NinjaTrader 8. Please visit the following link for more information: http://ninjatrader.com/support/helpG...WithReplayData

Please let me know if you have any questions.

[felipea]

Hello PatrickH,

I´ve followed the links you sent me, but NT gave me an error saying: "Import of historical data failed. Please check the log for additional errors."

When I check the log it gives me a lot of messages, like the folowing:
- MetaStock symbol 'NATU3 'is not supported by NinjaTrader (it gives me this error for all symbols)
- NATU3: Illegal ask value in line 4678 at 26/08/2015. Ask value needs to be greater/equal close value
-Unable to import data for MetaStock symbol 'IMAT BASICOS': Instrument is not supported by repository

Can you help me with this import. I don´t know what should I do.
Thank you!

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your response.

Can you attach the file to import to your response or send it to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H' in the subject line and a reference to this thread?

I look forward to your response.

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your patience.

I have tested the file on my end and have received the same messages. The messages should be followed to understand why the import failed.

Is this data you exported from MetaStock or data you downloaded from another source?
If this is your own export can you attempt to export one instrument and import that file?

I look forward to your response.

[felipea]

Hi!!

It´s my own export from another software, but I´m only able to export all symbols to the MetaStock file.
Are there any other options to try?

Thank you

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your response.

For each of the instruments in the Log tab of the Control Center that are reported as not listed you would need to add to the Instruments window. However, it still appears there are invalid values in the data that will not allow the data to be imported.

Please let me know if you have any questions.

[felipea]

Hi Patrick,

I managed to import the same information I was trying from MetaStock file from Yahoo Finance (EOD data).
What I would like to do now in NT is: with one instrument, go back for example 1 year in historic EOD data and simulate that I was trading this instrument on that data each day. This is the MaketReplay tool, righ? But I wasn´t able to make it funcion well, I get a blank chart.

Thank you,

[NinjaTrader_PatrickH]

Hello felipea,

Thank you for your response.

The Playback feature playing back historical data will require historical tick data. Historical day data will not playback through the Playback connection.

Please let me know if you have any questions.