Tick Replay

[sclay115]

Hi, has the order fill resolution section of the strategy analyzer, and the ability to set it to 1 tick replay, eliminated the need to add a second data series to a strategy to enable tick replay? It seems to be behaving that way, I must have missed that in an update somewhere. If someone could confirm, that would be great!

Thanks!

[NinjaTrader_Eduardo]

Hello sclay115,

Thank you for your post.

First, please be aware that high order fill resolution is not the same as tick replay.
High order fill resolution can be used instead of manually adding a 1-tick series, however, this is different from tick replay.
High order fill resolution is used for intrabar order fills, and Tick Replay is used for intrabar actions.

In NinjaTrader 8, programmers do not have to manually add a secondary series and code the script for high accuracy fills (Order Fill Resolution) and for intra-bar actions (TickReplay).

Please note that Tick Replay and High Order Fill Resolution cannot be used at the same time. Furthermore, Multi time frame/instrument scripts cannot use high resolution order fill. For those cases, a strategy should be written to submit orders to a single tick data series.

• Backtesting NinjaScript Strategies with an intrabar granularity

For more information on these features, please visit our Help Guide pages for these subjects:

• Developing for Tick Replay
• Understanding order fill resolution

Please let me know if I may be of any further assistance.