Please! Can we backtest strategies with tick by tick??

[cassb]

I know I can record the market and replay it tick by tick and rerun my strategies. But it runs slow with three charts/strategies running at the same time. So it takes me about 1/2 hour to run a full week's work of replays with just one set of parameters on my strategies. Then I have to go back, tweak the parameters, and rerun the week again -- another 1/2 hour. This quickly adds up to hours each night rerunning strategies, which gets very tedious and tiring.

I would like to use the strategy analyzer's Optimizer to rerun a specific day or date range and be able to select parameter value ranges as it does now -- only on a tick by tick basis. Is there an easy way to plug in a market replay file(s) into the analyzer's input stream? Please please -- help me keep my sanity, and help me get some sleep! ;)

[NinjaTrader_Josh]

You can backtest on a tick by tick basis currently only if you program a multi-time framed strategy that utilizes a 1tick time frame. This will be CPU intensive.

[cassb]

Thanks Josh -- yes, I know. I would like an enhancement of the software to allow the same thing you can do with market replay, only in the Strategy Analyzer backtest and optimizer functions. I want to be able to feed those functions with market reply data for one or more replay days/files at a time.

[NinjaTrader_Josh]

Thanks for the feedback. We will put it on the list of future considerations.

[beastment]

I second the proposal.