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Market Replay Approach

  #1 (permalink)
 
Auric's Avatar
 Auric 
Raleigh, NC
 
Experience: Beginner
Platform: NinjaTrader
Trading: Index and Commodity Futures
Posts: 28 since Jan 2013
Thanks Given: 123
Thanks Received: 50

I feel pretty dumb asking these questions, but I joined this forum to learn, so here goes.

I'm learning to trade price action on the ES, intraday, and I'm using NT's Market Replay. Right now what I'm doing is pulling down a day of data at a time (File > Utilities > Download Replay data), replaying at around 4x at night, taking trades, then at the end I'm saving a screenshot of the chart trader markups, writing in a journal, and I'm exporting the Account Performance "Trades" grid out to excel every day.

The drawbacks:
- I can only get one 24-hour period of data to show in the chart at a time. When I start trading at 8 AM or whenever, I can only see the price action back to 12:00 AM and I'm missing key context like whether we came up to this point, or down into this point, or what the main points of S/R were. Sure, I can look at a screenshot of the previous day's trading, but it's not continuous in one chart where I can scroll back or page back in the same data set.

- NT doesn't "remember" my trade performance from yesterday, it's gone when I close out the application. Thus I have to save it off to excel at the end of every day. Problem with that is it's all fragmented, it's not in a continuous set that I can analyze, and it makes importing into another tool or journal a real pain in the ass, I still haven't solved for that one.

So what can I do to accomplish what I need? I'm not ready to trade live. So do I sign up for Kinetick or some other data provider at $X a month or whatever so I can solve my two problems above? Is that how this works? Or am I missing some other solution?

I hope this is not a duplicate post. I've seen other replay posts but perhaps none as high-level as this one. I'd love to see a how-to to set up a real Market Replay solution, trading it, analyzing the data, etc from soup to nuts, but the Ninjatrader vids on YouTube don't really have that comprehensive view, it's more like, how do I click the download replay data button and connect to the replay feed?

Thanks in advance.

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  #2 (permalink)
 asiaexpat 
Chiang Mai Thailand
 
Experience: Intermediate
Platform: NT
Broker: IB/IB, AMP/CQG
Trading: ES
Posts: 129 since Feb 2013
Thanks Given: 23
Thanks Received: 53


Auric View Post
I feel pretty dumb asking these questions, but I joined this forum to learn, so here goes.

I'm learning to trade price action on the ES, intraday, and I'm using NT's Market Replay. Right now what I'm doing is pulling down a day of data at a time (File > Utilities > Download Replay data), replaying at around 4x at night, taking trades, then at the end I'm saving a screenshot of the chart trader markups, writing in a journal, and I'm exporting the Account Performance "Trades" grid out to excel every day.

The drawbacks:
- I can only get one 24-hour period of data to show in the chart at a time. When I start trading at 8 AM or whenever, I can only see the price action back to 12:00 AM and I'm missing key context like whether we came up to this point, or down into this point, or what the main points of S/R were. Sure, I can look at a screenshot of the previous day's trading, but it's not continuous in one chart where I can scroll back or page back in the same data set.

- NT doesn't "remember" my trade performance from yesterday, it's gone when I close out the application. Thus I have to save it off to excel at the end of every day. Problem with that is it's all fragmented, it's not in a continuous set that I can analyze, and it makes importing into another tool or journal a real pain in the ass, I still haven't solved for that one.

So what can I do to accomplish what I need? I'm not ready to trade live. So do I sign up for Kinetick or some other data provider at $X a month or whatever so I can solve my two problems above? Is that how this works? Or am I missing some other solution?

I hope this is not a duplicate post. I've seen other replay posts but perhaps none as high-level as this one. I'd love to see a how-to to set up a real Market Replay solution, trading it, analyzing the data, etc from soup to nuts, but the Ninjatrader vids on YouTube don't really have that comprehensive view, it's more like, how do I click the download replay data button and connect to the replay feed?

Thanks in advance.

Hello

certainly kinetick will solve the issue of keeping stats as all sim stats are saved-- 50$ per month as long as u connect to your broker once per month--

i like trading market replay on weekends and have the same issue with saving the stats--every time u reconnect to market it resets all the market replay stats back to 0 trades.

the there is a setting in the control panel to save historical data--try that for solving the problem of showing more than 24 hours of data.

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  #3 (permalink)
 contrails 
san diego CA/USA
 
Experience: Beginner
Platform: SC, TOS
Trading: ES, CL
Posts: 35 since Aug 2013
Thanks Given: 24
Thanks Received: 12



asiaexpat View Post
Hello

certainly kinetick will solve the issue of keeping stats as all sim stats are saved-- 50$ per month as long as u connect to your broker once per month--

i like trading market replay on weekends and have the same issue with saving the stats--every time u reconnect to market it resets all the market replay stats back to 0 trades.

the there is a setting in the control panel to save historical data--try that for solving the problem of showing more than 24 hours of data.

Hi Auric and futures.io (formerly BMT) freinds

I am also spending this long weekend sim trading, and I love the account performance feature on NT7, (it reminds me of myfxbook.com which is amazing for forex trading). Now 2 years after this post the same issue still exists where NT7 can not save market replay trades. For those who are into post_trade_analysis Can you share any other solutions to this problem!
thanks

PS: Since the originally posted NT became a brokerage and I actually have lifetime license multibroker with them, does this make any difference?

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  #4 (permalink)
 
Auric's Avatar
 Auric 
Raleigh, NC
 
Experience: Beginner
Platform: NinjaTrader
Trading: Index and Commodity Futures
Posts: 28 since Jan 2013
Thanks Given: 123
Thanks Received: 50

Thanks for replying. My original post was just as I was starting to sim trade and was hoping for a simple answer to the question of saving replay data but I never really got one. So I export every session into Excel and keep a running worksheet of all my trades, then create charts based off of the data, aggregated by month.

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  #5 (permalink)
 mamax98 
Los Angeles California United States
 
Experience: Beginner
Platform: NT, TS, MC
Trading: ES
Posts: 54 since Jun 2015
Thanks Given: 152
Thanks Received: 13

How do you get your stats? If you're talking about the account performance tab in the control center, I found it to be working fine for me. I just have to change the dates Before generation. We might be talking about different issues though.

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  #6 (permalink)
 contrails 
san diego CA/USA
 
Experience: Beginner
Platform: SC, TOS
Trading: ES, CL
Posts: 35 since Aug 2013
Thanks Given: 24
Thanks Received: 12


Auric View Post
Thanks for replying. My original post was just as I was starting to sim trade and was hoping for a simple answer to the question of saving replay data but I never really got one. So I export every session into Excel and keep a running worksheet of all my trades, then create charts based off of the data, aggregated by month.

Is there a spread sheet out there that is similar to NT account performance that I could copy and paste into?

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  #7 (permalink)
 
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 DavidHP 
Isla Mujeres, MX
Legendary Market Wizard
 
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contrails View Post
Is there a spread sheet out there that is similar to NT account performance that I could copy and paste into?

If you right click on the Account Performance Grid there is a popup that will allow you to save it to Excel.
I don't use it.

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