Please can you verify that my Market Replay data is accurate----->>>

Discussion in 'Strategy Building' started by Iwilldoit, Jun 21, 2016.

  1. Hello

    I am currently backtesting a strategy based on the 6E, since I do not have historical data, I decided to stream some replay data on Ninjatrader ( I do not know how to program ).

    So according to my crude backtesting method, I entered the trade on the 29 December at 1.2165, then after the close on the 2 Feb 2015, price gaps down to 1.1960 from 1.210.

    Is this gap down accurate? Can someone please check their historical data and verify this for me please?

    Here is an image to explain what I mean:


    I made a mistake in marking up the image: the data on the left is 2 Feb 2015, and then as you can see it gaps down to 4 Feb.

    Please help,

    @Max E. Pad @wrbtrader
    @Switchgear67 @rmorse @NoVoodooHere @Dinosaur_Supervisor @aquarian1 @nakachalet @Bob Rose @DDR @BlazeTrader
    @wrbtrader @ZenMusic
  2. qxr1011


    do not kill yourself man

    lets assume your data has one inaccurate gap... so what?

    your method should still be working

    even if your data has 100 inaccurate gaps...or latter you would find that it was whole data form the different instrument (not crude but OJ) :)

    your method should work with any data

    if one gap will make it or brake it - forget about it: method does not work
    Iwilldoit likes this.
  3. Metamega


    The blue selector line is the date and data at the top. You can see Jan 2 and the gap at Jan 5th open is there.

    This is from IQFeed EOD timeframe request with Euro FX continuous contract(not back adjusted). Open value is the same as yours.

    However your dates are wrong, you said Feb 2 and Feb 4 where I'm guessing you meant Jan 2 and Jan 5th actually. However my close on the Jan 2 shows 1.2013, but the open on the 5th is the same.

    This might not be the greatest comparison if your using Ninja trade and Kinetic as I think Kinetic is a rebranded IQFeed for Ninja Trader, not exactly sure on the exact details of the relationship.
    Iwilldoit likes this.
  4. Thank you for taking the time to reply to my thread.

    Yes you are right, I dont know why I mentioned it was the Feb 2/4.

    Could you post a chart of the 6E (Currency Futures) March contract for 2015?

    Like I said it is Market Replay data.

  5. Metamega


    March 2015 Contract

  6. Where did you get this chart? could you a post a chart for the 30min timeframe for the respective dates of Jan 1 - 5, 2015 please?


  7. I guess we can conclude that the replay data is accurate?