Strategy Analyzer for Replay Data

[wallabee13]

It would be nice to be able to apply the strategy analyzer to market replay data. I understand they are stored differently, however, unless I am mistaken, if I have replay data in cache, and then enable a strategy, the strategy creates results backwards the same as the strategy analyzer on historical data.

I have a lot more data on replay, 1+ years, than on historical data, 30 days. It would be nice to have the versatility of the strategy analyzer for that data; i.e. optimization levels, changing parameters of a strategy without having to redo all the replay data.

I would like to be able to compare "ideal"conditions of the analyzer with the "actual" conditions of a replayed strategy also.

[NinjaTrader_AdamP]

walabee,

I will forward your suggestion to development. Thank you for your suggestion.

[wallabee13]

Well Adam, I have to apologize. It seems that it is possible to use the analyzer on replay data. I just have to have data in cache. I haven't fully tested it, but as long as I have a chart open with the date range and instrument, I am able to use the analyzer. It would be easier if I didn't have to wait for the data to replay and load, but I am on the moon that it works.

I would suggest that you let your fellow service agents know it is possible. I emailed it as a question before and they told me it was not possible.

Thanks for a great product Adam/NinjaTrader.