Fixing NinjaTrader 8 Market Replay:
Your strategy looks profitable on paper, but does it survive the gap between the close and the open? Market Replay gaps often expose fatal flaws in back...
Your strategy looks profitable on paper, but does it survive the gap between the close and the open? Market Replay gaps often expose fatal flaws in backtests that standard bar data hides completely. When you simulate a gap scenario in NinjaTrader 8 without realistic fill logic, you are essentially trading in a vacuum where price moves instantly to your target without slippage. The core issue with default backtesting settings is that they often assume continuous price action, ignoring the reality of overnight gaps in futures markets. Market Replay gaps occur when the opening price of a session differs significantly from the previous session's close, creating a void where no trades occurred. If your strategy relies on stop-losses or limit orders, a gap can cause your order to fill at a much worse price than expected, turning a winning setup into a losing one. According to the NinjaTrader Support Forum, users frequently encounter issues where charts do not reflect these gaps correctly unless specific data series settings are adjusted.