Getting Current Day High and Low in Playback

[kezyclaire]

Hi,

I am currently trying to test my Strategy using playback but I need to get the correct High and Low of Day. Most of my downloaded data doesn't have from 6PM to Midnight data which causes incorrect retrieving of High or Low of Day which I needed in my strategy. How do I correct this error or is there other work around to get the correct high or low of day without the data in playback? I use below syntax to get the High and Low of Day but it only recognize the data in downloaded data and doesn't include missing prices between 6PM to 12 Midnight.

CurrentDayOHL().CurrentLow[0]
CurrentDayOHL().CurrentHigh[0]

Thanks.

[NinjaTrader_BrandonH]

Hello kezyclaire,

Thanks for your post.

Yes, the CurrentDayOHL() method could get the current day high or low based on the data that is downloaded and used with the Playback connection.

Please answer the questions below so I may accurately assist.

• Are you using Historical Tick data or Market Replay data with the Playback connection?
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 09-23, AAPL, EURUSD, etc.
• What dates are you downloading the data for and using in Playback?

I look forward to assisting further.

[kezyclaire]

Hi Brandon,

I use Market Replay data.
For NQ 03-23, dates are from February 13. I wasn't able to download February 12th data so it starts at 12 midnight of 13th. I tried to download it but it says unavailable.

Thanks.

[NinjaTrader_BrandonH]

Hello kezyclaire,

Thanks for that information.

Only up to 90 days of Market Replay data is available to download in the Historical Data window since Market Replay data is deleted after 90 days. February 12th would be outside of that 90-day window which is why the data is unavailable to download for that date.

Something you could try is downloading Historical Tick data for the NQ 09-23 instrument from 2/12/2023 to 2/13/2023. That data could be used with Playback by selecting the 'Historical' button on the Playback window instead of 'Market Replay'.

See the help guide pages below for more information.

Downloading Historical Data: https://ninjatrader.com/support/help...8/download.htm

Playback: https://ninjatrader.com/support/help...8/playback.htm

[kezyclaire]

Hi Brandon,

What is the difference between Market Replay and Historical? Can I just use Historical for all my testing?

Thanks!

[NinjaTrader_BrandonH]

Hello kezyclaire,

Thanks for your note.

Yes, you could use Historical Tick data for your testing in Playback instead of Market Replay data.

Please see this help guide page about the difference between Market Replay and Historical data with Playback: https://ninjatrader.com/support/help...ePlaybackWorks

From the help guide: "Market Replay data is the most accurate and holds both level I and level II (market depth) data.

When using Historical data for playback NinjaTrader will use historical tick data for playback. If the tick data from your provider is stamped with ask and bid data then NinjaTrader will use that to simulate the ask and bid price during playback."

[kezyclaire]

Hi Brandon,

Great, that helps. Thanks!