Add MARKET DATA PLAYBACK please

Hi Mark,

 

No, it’s different and IMPORTANT feature. Basically it’s like a TV recorder. Same data, same timeframe (or ideally could be a higher testing precision, even to a tick and minute) but you go in the beginning of SAME data set, as in backtesting, then press PLAY and it plays FORWARD  with attached strategy to it. That what matters most to us for precise results in LIVE trading. I’ve noticed that same strategies in Multicharts give different results (usuall worse) in FORWARD TEST probably because many indicators are lagging. So it would be a good feature to add in retester/robustness . Say we retest same strategy in FORWARD MODE and results should be close within 90% or so compared to backtest. Probably many strategies woud go away. You can see what i mean in Multicharts this feature called  MARKET DATA PLAYBACK and in Ninja trader MARKET REPLAY DATA but idea is the same : it PLAYS FORWARD tha data and you can attach a strategy to it and then compare to backtest of same strategy on same data.

 

Thank you very much, Mark