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Extend "Ticks and the DOM (Level 2)" replay period

Testing & statistics

Dear ATAS Team,

In market replay, the "Ticks and the DOM (Level 2)" mode is currently limited to a single day per run, while "Ticks + best prices" allows much longer periods.

Would it be possible to extend the DOM mode to multi-day periods (e.g. a full week) ?

Thank you for considering it.

Best regards

Posted by Alexis ·
1 comment

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Comments1

  • Alexis

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    Sep 23

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    Merged request

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    1 vote

    Extend replay period duration

    Dear ATAS Team,

    ATAS currently offers three replay modes:

    • Candles + Generated best prices (maximum replay period: 7 days)

    • Ticks + Generated best prices (maximum replay period: 7 days)

    • Ticks + DOM (Level 2) (maximum replay period: 1 day)

    These limits make strategy development much more time-consuming than it needs to be.

    When building or improving a trading strategy, it's common to backtest it over several months or even years to see how it performs in different market conditions. With the current replay limits, you have to constantly stop the replay, select a new date range and start again every 1 to 7 days. This becomes especially frustrating when testing multiple strategies or multiple instruments as the same repetitive process has to be repeated over and over.

    It would be great to have the option to run much longer replay sessions (months or years, depending on the replay mode and available data). This would save a significant amount of time, make strategy development much smoother and greatly improve the overall user experience.

    I believe this would be a valuable improvement for many traders using ATAS to develop and validate their trading strategies.

    Thank you for considering this request.

    Best regards,

    Alexis