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jtfancher · 08-08-2011, 07:39 AM

Hi - I want to clarify something about Market Replay. I assume that if I am testing a strategy at an accelerated speed (ie: 20X) that a stop or entry price that would have been hit real-time in a fast moving market will not register in Replay until the next tick / time increment?

The major issue is I want to get an accurate representation of a strategy result and prefer to run it fast. If this means more error, I will have to slow it down.

Thanks.

NinjaTrader_Brett · 08-08-2011, 07:50 AM

Hello,

There should be no correlation between market replay speed and accuracy. The events are still fired in the correct orders therefor there should be no issue here.

Let me know if I can be of further assistance.

08-08-2011, 07:39 AM	#1
jtfancher Member Join Date: Mar 2011 Posts: 44 Thanks: 0 Thanked 0 times in 0 posts	Market Replay Speed vs.Accuracy Hi - I want to clarify something about Market Replay. I assume that if I am testing a strategy at an accelerated speed (ie: 20X) that a stop or entry price that would have been hit real-time in a fast moving market will not register in Replay until the next tick / time increment? The major issue is I want to get an accurate representation of a strategy result and prefer to run it fast. If this means more error, I will have to slow it down. Thanks.
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08-08-2011, 07:50 AM	#2
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,498 Thanks: 109 Thanked 291 times in 280 posts	Hello, There should be no correlation between market replay speed and accuracy. The events are still fired in the correct orders therefor there should be no issue here. Let me know if I can be of further assistance. Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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