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Simulated Trades with Historical Data in Market Replay Mode
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Simulated Trades with Historical Data in Market Replay Mode

  #1 (permalink)
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Ann Arbor, MI, United States
 
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Simulated Trades with Historical Data in Market Replay Mode

It there a platform that allow me to enter simulated trades using historical data in a market replay mode?

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  #3 (permalink)
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a2trader View Post
It there a platform that allow me to enter simulated trades using historical data in a market replay mode?

You can do this with NinjaTrader. However, you would need to download historical replay data from the NinjaTrader servers, you cannot use the historical data in the data base.

The replay data is fully synchronized between different instruments and comes with level 2 bid and ask data.

For which instruments would you like to use replay data?

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  #4 (permalink)
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Fat Tails View Post
You can do this with NinjaTrader. However, you would need to download historical replay data from the NinjaTrader servers, you cannot use the historical data in the data base.

The replay data is fully synchronized between different instruments and comes with level 2 bid and ask data.

For which instruments would you like to use replay data?

I want to implement a hybrid automated "scalping" trade system for stocks (AAPL, FB, QQQ) and EMinis. I need to create a .Net app that allows me to manually submit trades (OCO) to platform, then let a custom script manage the exits through the automation engine. However, I have not be able to find a platform that 1) will allow me to submit the orders from an app and 2) run in simulation mode against historical data (outside market hours).

Will Ninja handle this?

Thanks!

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  #5 (permalink)
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a2trader View Post
I want to implement a hybrid automated "scalping" trade system for stocks (AAPL, FB, QQQ) and EMinis. I need to create a .Net app that allows me to manually submit trades (OCO) to platform, then let a custom script manage the exits through the automation engine. However, I have not be able to find a platform that 1) will allow me to submit the orders from an app and 2) run in simulation mode against historical data (outside market hours).

Will Ninja handle this?

Thanks!

NinjaTrader allows you to submit OCO orders and has an inbuilt Automated Trade Management (ATM), which allows you to define profit targets and a trailing stop. This can be tested in replay mode. The replay speed can be adjusted from a factor 1 to 500.

If you want to code exits other than fixed targets, a fixed stop or a trailing stop, this would require a custom strategy, which is more complex to code.

You can download the free version of NinjaTrader, then download replay data for ES 09-12 and test it.

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  #6 (permalink)
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I'm looking for something similar to this where I can make trades on historical data in a sim environment on NT7. Does anyone know where I could find historical data for the YM?

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  #7 (permalink)
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kurtbead View Post
I'm looking for something similar to this where I can make trades on historical data in a sim environment on NT7. Does anyone know where I could find historical data for the YM?

Lots of market replay data in Downloads.

Mike

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