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Doug Hayman

Playback Simulated Trading


I played with NinjaTrader a number of years ago (I think it was V6), and they had a really cool feature that allowed you to simulate trading against historical intraday data, by "rewinding" to a certain point in time, and allowing you to simulate trading from that point forward, by using data coming in from that point (using stored historical data in real-time).  This allowed the trader to practice simulated trading in real-time against stored historical data, without knowing "what was coming next" data-wise.

This would obviously require all the bid/ask deltas with timestamps to be stored (not sure if these are currently preserved in MT data files) and would be a healthy development exercise for sure. 

Certainly not a must-have, but would be a very sexy offering to add to your trading system platform.


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we have playback internally, but it is not polished enough to release publicly at this time. May do it in the future, but not next month or so - not enough hours in the day.

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