Platform/software to allow replay of days trading 1min candles

Discussion in 'Stocks' started by excrypto, Jun 14, 2019.

  1. excrypto

    excrypto

    If I miss a morning I cant go back and 'paper trade' it as though I was there on a demo acct on Thinkorswim. Tradingviews bar replay is useless because it doesnt show the bar forming in real time with level 2. Does anyone know of any software that will let you do that (not just 15 min delay but like 8 hours after) and get lvl 2 and real candle formation of stocks. Thanks in advance guys
     
  2. tiddlywinks

    tiddlywinks

    SierraChart can do this with caveats. One of the biggest being the storage time unit setting. Data feed, bar type/duration, etc, impact as well. Additionally, there are separate settings for DOM replay.

    Here's SC "Replaying Charts" documentation in entirety...
    https://www.sierrachart.com/index.php?page=doc/ReplayChart.html
     
  3. excrypto

    excrypto

    Wow thanks. Ill have a look. When talking about storage time unit settings you mean how many bars lookback they give you correct? For tradingview its only 5000 bars I believe.
     
  4. qlai

    qlai

    I am not understanding ... Why not? I think it takes a few days.
     
  5. MattZ

    MattZ Sponsor

  6. RedDuke

    RedDuke

    I use NinjaTrader and they can fantastic market replay function. Platform is free, until you need to trade live.
     
  7. MotiveWave

    MotiveWave Sponsor

    MotiveWave has a very advanced Replay Mode, which includes the ability to step forward tick by tick to see the candles/bars forming. (As long as you have a data source that has tick data.) Or you can step forward a specific sized bar at a time. With a minute bar, if you don't have tick data, it will simulate the forming bar.

    Our Replay Mode is documented in our User's Guide in section 3.29: https://www.motivewave.com/guides/MotiveWave_Users_Guide.pdf

    We also have an older archived video on our Replay Mode (to be updated in the near future): https://www.motivewave.com/support/replay_mode.htm
     
    Last edited: Jun 14, 2019
  8. tiddlywinks

    tiddlywinks


    No. To replay means data must be collected and stored. This particular setting is like the density of the data collected... tick data is much different than say a 5 second resolution. This density determines "how" a bar (in replay) gets built. It's the "snapshot". It has nothing to do with the number of bars. And for the most part, nothing to do with the duration of a bar: a 5 second data resolution will replay a 1min bar in 12 snapshots. A 1-second resolution will replay a 1min bar in 60 snapshots. AFAIK, there is no bar limit in SC. Obviously, collecting and/or playback of tick data versus less dense data may have "local" (your hardware, network, disk/space, OS setup, # of symbols, etc) considerations or impacts.
     
    Last edited: Jun 14, 2019
  9. RedDuke,

    When NT market replay is going, can I make sim trades as well and see PnL?
     
  10. RedDuke

    RedDuke

    Of course. That is how I test my algos
     
    #10     Jun 14, 2019
    Overnight likes this.