How accurate is NinjaTrader Market Replay (now called Playback Connection in NT8)?

[kj5159]

Question is in the title, I'm trading ZB futures intraday off of the 5min chart on market replay/playback connection using NT's data. I want to make sure my results will translate to live. Just to clarify they have one set called 'Historical Data' and another set called 'Market Replay' data, I am using Market Replay data and I am trading completely manually, zero algos/automation. I'm using 1min data not tick data.

I've compared to barchart.com and thinkorswim looking at the same day's 5min charts and it matches up exactly, I just need to be sure. If anybody has any experience with it being accurate or inaccurate I'd love to hear about it.

I know that with sims orders may get filled that would not get filled in live trading and slippage can be unaccounted for or off, but overall is the price action data accurate?

 

[Overnight]

Question is in the title, I'm trading ZB futures intraday off of the 5min chart on market replay/playback connection using NT's data. I want to make sure my results will translate to live. Just to clarify they have one set called 'Historical Data' and another set called 'Market Replay' data, I am using Market Replay data and I am trading completely manually, zero algos/automation. I'm using 1min data not tick data.

I've compared to barchart.com and thinkorswim looking at the same day's 5min charts and it matches up exactly, I just need to be sure. If anybody has any experience with it being accurate or inaccurate I'd love to hear about it.

I know that with sims orders may get filled that would not get filled in live trading and slippage can be unaccounted for or off, but overall is the price action data accurate?

Replay data is the same thing as the recorded live data. It just "plays it back", tick-for-tick. Their sim engine is good but obviously cannot match live fills, but it is very close. I would expect you to get better fills in live time-wise than in sim based on personal experience. In fast-moving markets though, watch out.

 

[schweiz]

I know that with sims orders may get filled that would not get filled in live trading and slippage can be unaccounted for or off, but overall is the price action data accurate?

Sim will never be exactly as real trading, but NT replay is more or less the closest you can get to have a good idea where you would end in real trading.