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Strategy Analyzer Techniques for Accuracy?
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Strategy Analyzer Techniques for Accuracy?
Hello all, not going to beat a dead horse by going over all the problems with strategy analyzer, but there's got to be someway to make it at least kind of accurate. Even with submitting orders to a 1 tick data series, I have found that enabling tick replay actually made the analyzer even less accurate. I am at a loss here, so if anybody has ideas please let me know.Tags: None
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Hello rbeckmann05,
Enabling tick replay does not help with fill accuracy, TickReplay is a specific mode to allow a script to process each tick and also have OnMarketData called historically. That is not used for fills and will change how the strategies logic processes which could alter the results. You can read about developing scripts for use with TickReplay here: https://ninjatrader.com/support/help...ick_replay.htm
JesseNinjaTrader Customer Service
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