View Full Version : backtest in replaymode?
fliesch
06-16-2007, 04:39 AM
Is sth. like that possible? The basic Idea is to use ticksdata for testing instead of just minute-bars. Would be more reliable.
NinjaTrader_Ray
06-16-2007, 09:00 AM
You can run a strategy in replay mode which is running tick by tick. Its not a backtest but a real-time running strategy except that its historical data.
fliesch
06-16-2007, 04:11 PM
That would be fine. How to "backtest" in replay mode?
Connecting to replay mode, then? (how to activate the strategy)
fliesch
06-17-2007, 03:58 AM
Ok. I can backtest in replay mode.
Another problem: I have a pairtradingsystem I would like to backtest/test in replay mode. This seems to be a problem as I do have to attach one system per chart.
So two questions:
- Is it possible to attach to symbols in one chart?
- Is it possible to access the orders of say System1 on Chart1 within system2 on chart2? Or sth like a metasystem that only trades if there are orders from both systems?
NinjaTrader_Ray
06-17-2007, 08:29 AM
You can not have two instrument on one chart, this is on our enhancement list. You can not display orders of the other instrument on the chart.
fliesch
06-17-2007, 08:34 AM
But is it possible to check from system1 on chart1 wether there is an order or position in asset2 on chart2 with system2?
NinjaTrader_Ray
06-17-2007, 08:43 AM
Yes its possible.
See http://www.ninjatrader-support.com/HelpGuideV6/Positions.html