How to playback?

[Skechers]

I'm a little confused. There seems to be 2 kinds of data streams for playback:
- Historical data
- Market replay

1. When I go to replay (set connection to playback and strategy account to Playback01), I can choose only Merket replay data I downloaded earlier. There doesn't seem a way to use historical data, if so, what is Historidal Data for?
2. Downloading Market Replay data is tedious, I can only download 1 day at a time (Tools -> Historical Data -> Get Market Replay -> Choose Instrument -> Choose Data -> Download.
3. Is there a way to download a range of dates for Market Replay?

4. Or am I looking at this wrong? Testing for a range of dates should use Control Center -> Tools -> New -> Strategy Analyzer.
5. Is there a difference between backtesting using the Market Replay vs. Strategy Analyzer?

Many Thanks, Caesar.

[bltdavid]

I think most of your questions are answered here and here.

[bltdavid]

3. Is there a way to download a range of dates for Market Replay?

No, the NinjaTrader product does not have this feature.

There are, however, 3rd-party products that will sell you this
ability, along with lots of additional data, for a relatively small
fee.

See here and here.

[EDIT: I think the first is an AddOn, but I've never used it. I
had a subscription to the 2nd one for several years, but have
decided to let it go -- it was a separate app, supported both
NT7 and NT8 replay data at the time (but 7 has been dropped,
I think). Their app worked great, I just don't need it anymore.]

[bltdavid]

I'm a little confused. There seems to be 2 kinds of data streams for playback:
- Historical data
- Market replay

Yes, there are two major categories for historical data,
but only the Market Replay data provides the stream of
data needed for the Playback Connection.

When you connect to the Playback Connection --
The Historical data in the Tick, Minute, and Day folders
is used to back fill the chart window with historical bars,
but once you press 'Play', new bars are formed using
the Market Replay data stored in the Replay folder.

The only thing that ever uses the Market Replay data
stored in the Replay folder is the Playback Connection.

Strategy Analyzer always uses Historical data stored
in the Tick, Minute, and/or Day folders, depending on the
bar type(s) being used. If data is not found there, an
attempt is made to download the necessary data from
your brokerage connection.

A chart window always populates the older historical
bars using Historical data, preferably from disk, such
as the 'cache' folder first, then the Tick, Minute, and.or
Day folders, depending upon bar type. If data is not
found there, an attempt is made to download the
necessary data from your brokerage connection.

When downloading Historical data from your broker
connection, your preferred connection is used first.

[Skechers]

Many Thanks!

[NinjaTrader_BrandonH]

Hello Caesar,

Thanks for your post.

Either Historical Data or Market Replay data could be used with the Playback connection. Typically, you will want to use Market Replay data with the Playback connection, otherwise, historical tick data would need to be used.

Playback with Market Replay data allows you to play back the data as if it were running in realtime.

To use the Playback connection, you must first download Market Replay data from the Tools > Historical Data > Get market replay data section of the Historical data window. Note that only 1 day of Market Replay data is able to be downloaded at a time.

Downloading Market Replay data: https://ninjatrader.com/support/help...jaTraderserver

Once you have downloaded the Market Replay data you want to use, connect to the Playback connection and open a New > Chart window for the instrument you downloaded data for.

To start playing back the data, press the play button on the Playback window.

See this help guide page for more information about using the Playback connection: https://ninjatrader.com/support/help...connection.htm

The Strategy Analyzer is different from the Playback connection. The Strategy Analyzer only uses Historical Data and allows you to backtest or optimize a strategy on the historical data.

Working with the Strategy Analyzer: https://ninjatrader.com/support/help...y_analyzer.htm

[bltdavid]

Either Historical Data or Market Replay data could be used with the Playback connection. Typically, you will want to use Market Replay data with the Playback connection, otherwise, historical tick data would need to be used.

Ah, I stand corrected. I found that documented here.

I'll update my whirlwind of posts regarding Market Replay data shortly.

I need to brush up a bit, sometimes my NT7 expertise still clouds my
journey to NT8 mastery.

Thanks!

[Skechers]

Hello Caesar,
Either Historical Data or Market Replay data could be used with the Playback connection. Typically, you will want to use Market Replay data with the Playback connection, otherwise, historical tick data would need to be used.

Playback with Market Replay data allows you to play back the data as if it were running in realtime.

I got Market Replay working. How would I use Historical data with Playback?

Also, which one is more accurate, it would seem the Market Replay is more accurate?

Many Thanks, Caesar.

[NinjaTrader_BrandonH]

Hello Caesar,

Thanks for your note.

Using Market Replay data with the Playback connection would be more accurate than using Historical data.

That said, you could download Historical tick data in the Historical Data window to use with the Playback connection. After downloading Historical tick data for the instrument you want to test, connect to the Playback connection. In the Playback window, select the 'Historical' button to use Historical data with Playback.

See this help guide page for more information: https://ninjatrader.com/support/help...ePlaybackWorks

[Skechers]

Thanks Brandon, very helpful! I see Historical in the Playback dialog now.