✓ What is tick replay
✓ How to effectively back test your strategies with intra bar logic
✓ The difference between historical and live, sim and replay execution
✓ How to handle overfiils
✓ 2 ways to enable and work with higher order fill resolution
Hello guys!!! Tick replay, on tick execution, tick granularity strategies is a tricky business and not only in NinjaTrader. Everything becomes doomed once this zone is visited!). I have experienced turbulence numerously when developing for tick replay. It is just different and very risky! In this course I will share all my experience and all my tricks that I have worked out whilst working with ticks in Ninja. Main topics include: execution for tick replay on historical data, huge issue with handling overfills (not only on tick but also on fast exotic bars), working with higher order fill resolution! Enjoy!
1. Getting started with IsFirstTickOfBar and TickReplay Logic
2. Getting Intrabar Values of Higher Timeframe Indicators
3. Handling overfills
4. High Order Fill Resolution
5. Split Logic using on MarketData
There are no reviews yet.
You must be <a href="https://wislibrary.net/my-account/">logged in</a> to post a review.