Currently NinjaTrader supports a single global data-connection. You can either connect to the the replay data base or the live data feed but not both.
In order to maintain the replay data-base, NT also recommends that the user keep a chart open which will process the incoming live feed data and store it in the replay database.
However, if you want to go back and run some market replay at the same time, you have to disconnect the live feed. This not only stops the collection of data for the replay database but can also affect strategies running in the background.
Ideally, NT should allow the choice for a chart by chart connection to the Replay Data Feed, instead of just having a global data-feed mode. This chart-by-chart mode will override the global setting while allowing everything else to run in the background on the global feed while you can replay that particular chart.
In the short term, NT could try to Emulate the Replay Experience in a chart locally by using Plotting Functionality. The primary difference between Replay and Manually Scrolling a chart is that in Replay the future is not visible even if you try. So an emulated Replay Mode can achieve that by not painting future bars and also not displaying strategy generated information on the chart (e.g buy-sell signals) till you actually reach that time point. Almost all the work in this implementation will be in the plotting layer for this chart and the rest of the system is not affected.
I am sure there are other replay features which might not be supported in the Emulated Replay, but at least the visual experience can be recreated. I do realize that emulated replay mode will not be able to recreate tick data based indicators etc.
In order to maintain the replay data-base, NT also recommends that the user keep a chart open which will process the incoming live feed data and store it in the replay database.
However, if you want to go back and run some market replay at the same time, you have to disconnect the live feed. This not only stops the collection of data for the replay database but can also affect strategies running in the background.
Ideally, NT should allow the choice for a chart by chart connection to the Replay Data Feed, instead of just having a global data-feed mode. This chart-by-chart mode will override the global setting while allowing everything else to run in the background on the global feed while you can replay that particular chart.
In the short term, NT could try to Emulate the Replay Experience in a chart locally by using Plotting Functionality. The primary difference between Replay and Manually Scrolling a chart is that in Replay the future is not visible even if you try. So an emulated Replay Mode can achieve that by not painting future bars and also not displaying strategy generated information on the chart (e.g buy-sell signals) till you actually reach that time point. Almost all the work in this implementation will be in the plotting layer for this chart and the rest of the system is not affected.
I am sure there are other replay features which might not be supported in the Emulated Replay, but at least the visual experience can be recreated. I do realize that emulated replay mode will not be able to recreate tick data based indicators etc.
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