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| Indicator Development Support for the development of custom indicators using NinjaScript. |
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03-11-2009, 03:59 PM
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#1 |
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Senior Member
Join Date: Jan 2008
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Is it possible to do market replay and backtesting based on market depth?
I am using zen-fire as datafeed. In realtime I am able to access market depth info using ninjascript. Is it possible to do backtesting and replay on market depth just as in realtime? If I use IB as data feed, is it possible to get correct snapshot of market depth in realtime?
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03-11-2009, 04:07 PM
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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- Backtesting is on bar data only, any real-time events such as market data and depth is not supported
- Market Replay will replay market depth and you can run a strategy against this - You will get the market depth data provided by IB so it will be accurate based on what they are sending
Ray
NinjaTrader Customer Service |
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