Tick replay question

[DaveJackson]

Hi,

I was just curious if anyone had any experience with tick replay against the real thing. I've downloaded the Forex tick data for various currencies and ran through "tick replay" and my scripts seem to work just fine and I'm curious - will they react the same way during actual trading? Should I expect drastic changes or none at all?

Thanks

[DuaneG]

DaveJackson,

As long as the studies you have written are error free, they should behave as they do with the Tick Replay. The benefit of the Tick Replay feature is that it is not using any canned data for the replay. This helps build the most realistic scenario possible.

[sams]

hi dave,

I am testing the efs with tick replay since a few month (russel 2000). It´s not 100% identical but 95%. I had to make the parameter in the efs for real time trading not so extrem. e.g. RSI-Parameter is buy at 70 than I have a RSI 68 for real time.

Anyway you wrote your study works fine. Do you make papertrading (with the integrated trading) with the tick replay tool, or do you think it works fine?
It´s a big difference. Please test the tick replay tool with the automatic papertrading and then you will see if it works for you.
A lot of efs-scripts looking fine, but when you run the efs with automatic buy and sell then you will see if it really works.

regards
sams

[DaveJackson]

Hi Sams,
Actually, after doing a tick replay and seeing that it works, then I'll test it direct to my broker on a Demo account. Should show me how well we're doing. I was running a two week test to the brokers and was then going to download and tick replay the same time period and compare the two but my ISP crashed ONE DAY before the test was over...



Chris

[sams]

hi dave,

I am testing my efs with 20 weeks of tick replay data. I downloaded the data weekly. And I am running it weekly. So I can also see that the market change from week to week (sometimes) and that I have also to change or to add an indicator to make profit. I hope that 20 weeks is enough to optimize the indicator.
The easiest way to check if your efs makes profit is to test it with the integrated/automatic trading in the tick replay tool.

sams