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Strategy backtesting on playback at >x1 speed

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    Strategy backtesting on playback at >x1 speed

    I would have thought the whole point of being able to playback data at higher speeds is to do more realistic backtests in convenient timescales, but it doesn't seem to work for me.

    the problem I get when playing back at higher speeds is that fills are way off the mark compared to playing the same data back at normal speeds. It would seem that although data is played back faster, orders etc are not processed at the same speed or inserted into the queue in the same sort of timeframe. This means they are inserted late and for me at least, it makes it impossible to utilise the increased speed to reduce the time it takes to backtest strategies on playback.

    Is this expected?

    #2
    Hello pjsmith,

    Thank you for your note.

    There should be no difference between play speeds and output.

    What version of NT8 are you running, under Control Center>Help>about?

    Would you be kind enough to produce a simple sample with instructions on how to reproduce this behavior?

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

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