Software for market replay and simulation

[arts998]

I am looking for a software to do historical market replay and trade simulation. I've tried ninjatrader and multicharts but -

Ninjatrader does not have historical stock replay data.
MC can use data provider's tick data for replay, but it cannot do discretionary trade simulation.

SierraCharts, Investor/RT, Ensign and tradingsim.com seems to have similar features but I haven't tried them. Could you please recommend some software that is good for my need?

 

[numbertea]

I wish I had an easy answer for you. I believe that what you are wanting is a software system that can play back the market and apply your own specific indicators/trading system in a fashion so that you can observe the system working and developer the system any time of day using past data. You could speed up the playback or slow it down and check your system. Then you could modify it and play back again.

Sounds about right?

I looked for this and gave up.

Programmed my own testing system. I record all data during the day and work on my system at night. I let my system trade when I can monitor it. I record all data including bid/ask and use it in my system.

The biggest problem with any premade system is you must learn their language, and once you use it for a while you find out the limitations. I think TradeStation provided me with a lot of tools but they are the broker so it is a little expensive. Sierra seems to be very dynamic and there is a lot of forums where help is easily available.

Cheers

 

[arts998]

I am a discretionary trader and don't rely that much on indicators. What I need is an app to replay the market so I can practice in simulation.

Ninjatrader has the feature to record live market data and replay later. But it cannot just use the data providers' historical data for market replay. That's why I am searching. I am currently looking into sierra chart.