Does Paper Trader count as integrated?

[VanClute]

I'm trying to test some strategies manually with the paper trader, but it doesn't appear to work on bar replay. The only prices I ever get are the current "live" bar price (which, being as the market is closed currently, means I never get filled, etc.).

Is there a way to replay historical bars, and trade them with paper trader? Am I missing something?

Thanks!

Jonathan

[ACM]

Jonathan
Use the Tick Replay tool.
Alex

[DuaneG]

Hi Jonathan,

There is a way to integrate the paper trade feature and the replay feature for testing purposes. While the bar replay feature does not work with the paper trading function, the tick replay feature does. I suggest saving a file through the tick downloader and then replaying the file using "$playback". The integrated paper trading should function using the last tick of the downloaded tick file. Please let me know if you have any questions.

[VanClute]

Ahh yes... of course, use ticks. That makes sense... I was wondering how it would know what price to use anyway.

I'm not sure how to actually do this, but I'll experiment with the ticks and see what happens. Thanks much!

Jonathan

[ACM]

Jonathan
For instructions on how to use the Tick Replay tool click here and download Tick Playback.doc
Alex