Aeromir Futures Forums

Hi everyone,

I've had several questions about using Market Replay with the Breakout Guardian strategy, so I wanted to provide a clear explanation of the compatibility issue and what you should use instead.

The Issue

Breakout Guardian does not work properly with Market Replay. You'll likely see little to no trades taken during replay sessions, even though the same data shows profitable trades in Strategy Analyzer.

Why This Happens

Breakout Guardian uses Calculate.OnPriceChange so that stops and profit targets can trigger immediately when price hits them - this is essential for proper risk management and accurate exit fills.
However, the strategy's entry logic looks for breakouts using the bar's closing price (Close[0]). Here's what happens in Market Replay:

1. Market Replay processes data with price changes throughout each bar
2. The strategy evaluates entries on the first price change of each new bar
3. At that moment, Close[0] is just the first price - not the actual bar close
4. The breakout usually hasn't happened yet, so no entry is triggered
5. The strategy won't check again on that bar (by design, to prevent duplicate entries)
6. By the time the bar actually closes and makes a valid breakout, it's too late

This is a fundamental timing issue between how the strategy evaluates breakouts and how Market Replay provides data.

What You Should Use Instead

Strategy Analyzer / Strategy Performance is the correct tool for analyzing Breakout Guardian:
✅ Uses complete bars with final closing prices
✅ Breakout detection sees actual breakouts
✅ Results match live trading very closely (as many of you have verified)
✅ Provides accurate performance metrics

Important: Strategy Analyzer results should be within 5-10% of your live trading results. This close correlation validates that the backtesting is accurate and reliable. The small variance accounts for normal factors like slippage differences, occasional network delays, and minor data feed variations between live and historical data.
Many customers have confirmed that their Strategy Analyzer results closely match their live trading performance - often within just a few percentage points - which validates it as the right analysis tool for this strategy.

Why Not Just Change the Calculate Setting?

The strategy requires OnPriceChange for proper stop loss and profit target execution. If you change it to OnBarClose:

• Entries might work in Market Replay
• BUT stops and targets would only trigger at bar close, not when price hits them
• This could lead to much larger losses and completely different (worse) results

Bottom Line

Use Strategy Analyzer for backtesting and performance analysis - it's accurate and reliable for this strategy. Market Replay is great for visual market analysis, but it's not compatible with how Breakout Guardian evaluates entries.
If you're seeing Strategy Analyzer results that differ significantly (more than 10%) from your live trading, please reach out and we'll help troubleshoot your setup.

If you have any questions about backtesting or performance analysis, feel free to ask!

Best regards,
Tom