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Unofficial NinjaTrader 8 wish list thread (NT8)!


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Unofficial NinjaTrader 8 wish list thread (NT8)!

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  #201 (permalink)
 josh 
Georgia, US
 
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NT guys, I thought of a great addition possibility for NT8. I think all of us at some point have needed this--I know I sure have many times, and the software I used last had this feature and it was very handy.

So, I draw a few lines on my chart, maybe type a little text, draw a box or two.... chart is still clean, but it sure would be nice to be able to view the clean chart without all the stuff just for a moment. So, put a menu option under the drawing menu that says "Hide Drawing Objects" and it all goes away. Uncheck it, and they all reappear again. What do you think?

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  #202 (permalink)
 kalalex 
Up the Ladder, CA
 
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josh View Post
NT guys, I thought of a great addition possibility for NT8. I think all of us at some point have needed this--I know I sure have many times, and the software I used last had this feature and it was very handy.

So, I draw a few lines on my chart, maybe type a little text, draw a box or two.... chart is still clean, but it sure would be nice to be able to view the clean chart without all the stuff just for a moment. So, put a menu option under the drawing menu that says "Hide Drawing Objects" and it all goes away. Uncheck it, and they all reappear again. What do you think?

Better yet,,,assign a toggle key.

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  #203 (permalink)
 Silver Dragon 
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The SQLCE NT database is set to a default 128MB. Please make it bigger!! According to MSDN it should set to 256 for a desktop usage. It would also be nice to be able to adjust the size inside the options window.

NT gives you a pop up error window everytime it submits a order and the DB is full. I probably had 500 pop up error windows. Please add code which disables the strategy when this happens.

When the database is maxed out you cannot re-open NT. You get an error when the database is initialized and NT closes. You should consider adding some code which cleans the database of excess rows.

Thanks!
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  #204 (permalink)
 gavetso 
lima/peru
 
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Add in Super Dom the option to See the P/L in curreny format as Thinkorswim Activetrader Feature
se image below


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  #205 (permalink)
 Big Mike 
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Be able to chart everything in Exchange time instead of local time. I've got very used to this over the years with MultiCharts and Sierra Chart, would be nice to see this in NT.

Mike

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  #206 (permalink)
 djkiwi 
Mercer Island WA
 
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I'd like to see improvements in the multibroker license module functionality. Unfortunately it is difficult to facilitate trade across multiple brokers which is its primary objective. For example traders may want to:

1. direct trades to different brokers based on cash available in the account
2 implement complex futures/equities swing trading strategies
3. place trades for tax effective reasons(trading say AAPL in one account and have a core holding in another so they don't get mixed up and long term capital gains stay intact).
4. Commission reasons. Buying say 20,000 Citibank shares the commission cost at interactive brokers is $100 whereas at TD Ameritrade is a fixed negotiated $5. So for high volume low value shares the trader may want to set the default at TD so all trades go through TD. For high value low volume shares like AAPL the default could be IB.

To further the example, if a trader invokes an ATM strategy and wants to buy 500 shares in CLF through TD Ameritrade, 100 AAPL shares through Interactive brokers and buy 2 ES futures contracts through AMP there are no commands available to do this. Ideally you should be able to code something like this in an ATM strategy:

 
Code
                            
{AtmStrategyCreate(Cbi.OrderAction.BuyOrderType.LimitlineEntryonelineEntryone,TimeInForce.GtcorderId1"CLF"atmStrategyId1e.g Ameritrade1);} 

{
AtmStrategyCreate(Cbi.OrderAction.BuyOrderType.LimitlineEntryonelineEntryone,TimeInForce.GtcorderId1"AAPL"atmStrategyId1e.g  InteractiveBrokers1);}

{
AtmStrategyCreate(Cbi.OrderAction.BuyOrderType.LimitlineEntryonelineEntryone,TimeInForce.GtcorderId1"ES"atmStrategyId1e.gAMP1);} 
Note the last part of the code would specify the broker part where you instruct the strategy to send the order to the correct broker (this is not currently in place).

This workaround is being able to save the ATM strategy in the DOM with the correct broker. So when the trader sets-up the ATM strategy for the CLF he can save the broker as TD Ameritrade. You can do this now but when you shut down and then restart and log into the first account as your data feed, e.g: I use Zenfire/AMP then the Account drop down box in the ATM is populated with the AMP Dorman account not TD Ameritrade. This needs to retain the original account that was saved with the ATM strategy not change to the first connection broker.

Cheers
DJ

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  #207 (permalink)
 shodson 
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I wish there was a more simplified trading-specific DSL (domain-specific-language) to replace or augment Ninjascript, something simple like EasyLanguage but on the .NET framework, but where you could still get low-level like Ninjascript if you needed to. Something akin to what Scala or Groovy has become for the Java Virtual Machine, but trading-specific. I mean, every time I want to create a new public property/attribute for strategy analyzer or indicator settings it takes 7-8 freaking lines of code. I'm to the point where if I have a trading idea that I want to explore I don't even want to pursue coding it because I'm going to have to do so much typing to get what I want. I've thought of creating a Ninjascript code generator for myself to help generate a lot of this tedious code for me, or an expressive grammar, I guess what would be my own DSL, that would compile into editable Ninjascript. I know NT has the wizard, which is a great start, but evolutionary changes once you unlock the code gets tedious.

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  #208 (permalink)
 Xeno 
UK
 
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shodson View Post
I wish there was a more simplified trading-specific DSL (domain-specific-language) to replace or augment Ninjascript,


Replace?? What a poor idea. With cut and paste and putting common code in a seperate re-usable file it's fairly quick to develop code. I can see why a smaller language would be useful for some people, but for many automated traders ninjascript is one of the main reasons they use ninja.

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  #209 (permalink)
 Bosch777 
Ireland
 
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NT 8 will be interesting whenever it appears.

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  #210 (permalink)
 Bosch777 
Ireland
 
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It would be very handy if we could d/load a series of days for use on the replay instead of one day at a time/.

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  #211 (permalink)
 Bosch777 
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.. all in one go I meant...!

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  #212 (permalink)
 shodson 
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Xeno View Post
Replace?? What a poor idea. With cut and paste and putting common code in a seperate re-usable file it's fairly quick to develop code. I can see why a smaller language would be useful for some people, but for many automated traders ninjascript is one of the main reasons they use ninja.

Let me clarify: I don't think you could ever get rid of Ninjascript, except for maybe in NTv21 or some way-future version after C# is deprecated (languages don't last forever), so I guess I meat to say add a 2nd language/grammar that would either run directly on the .NET CLR or that just compiles into Ninjascript.

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  #213 (permalink)
 Bosch777 
Ireland
 
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Now to me this is a biggie...

When working in replay, you can have your strategy running on any nunber of charts BUT... you can only have a single Replay account to review. Therefore all your results are fed onto one single account which aint much use for trying to do proper analysis. Yes you could replay one chart at a time but this just defeats the purpose of what should be a powerful tool.

NT8--- Please let us create multiple Replay accounts.

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  #214 (permalink)
 bathrobe 
West Coast
 
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Auto-Spreader

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  #215 (permalink)
 Skidboot 
Houston, TX
 
 
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I like to be able to make a copy of the current chart w/all indicators to use for changing instruments or timeframes. Not sure if this functionality exists already. I know we can save new template and create new chart from the saved template to do this. But, it would be super helpful if it can be done with one click or a hot key, especially during fast moving markets. Please let me know if the fuctionality already exists.

Just like clicking on this button on TOS ...

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  #216 (permalink)
 gavetso 
lima/peru
 
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Definitly add opotion to retrive Replay DATA in a Range period actually is really waste of time have to dwonload the data daily period only

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  #217 (permalink)
 Bosch777 
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gavetso....Im the first to throw some flowers at you man!!! good man your dead right re the range download. See my post at the top of this page. Also did you see the point I made re the relay accounts. NT really need to get a grip on this.


bathrobe, what do you mean by an auto spreader?

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  #218 (permalink)
 bathrobe 
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Bosch777 View Post

bathrobe, what do you mean by an auto spreader?


Like TT offers where you can spread any instrument against another without having to leg in.

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  #219 (permalink)
 Silver Dragon 
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My BIGGEST unofficial wish for NT 8 is a proposed release date... or at least a proposed time frame. Come on! Throw us a bone man!! are we talking this year, next year, 2015, 2020??

SD

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  #220 (permalink)
 Bosch777 
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Silver Dragon View Post
My BIGGEST unofficial wish for NT 8 is a proposed release date... or at least a proposed time frame. Come on! Throw us a bone man!! are we talking this year, next year, 2015, 2020??

SD

I got an email from NT on this yesterday.
And I quote: would not have a set release date here yet - I highly suspect we're talking next year here though.

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  #221 (permalink)
 Bosch777 
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bathrobe View Post
Like TT offers where you can spread any instrument against another without having to leg in.

Thanks br
First I ever heard of this. Now you got me rummaging around trying to see if this is something I could use. Is this something that mere mortal retailers like most of us here can deploy as a decent automated strategy?

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  #222 (permalink)
 NJAMC 
Atkinson, NH USA
 
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The ability to shut off "dialog alerts" for rejected orders, etc.

The ability to convert "dialog alerts" to chart based "comments". Show a unique symbol on the chart such as a question-mark or similar near the close price of the bar. When you click on it, it reports the "Alert" generated. Automatically change the background color for that bar to "gray" or user-definable so it sticks out as an error bar. This is what has been implemented in LOM.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #223 (permalink)
 bathrobe 
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Bosch777 View Post
Thanks br
First I ever heard of this. Now you got me rummaging around trying to see if this is something I could use. Is this something that mere mortal retailers like most of us here can deploy as a decent automated strategy?

If you can afford X_Trader Pro $1600/month or CQG $2000/month, then yes.

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  #224 (permalink)
 vegasfoster 
las vegas
 
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Bosch777 View Post
I got an email from NT on this yesterday.
And I quote: would not have a set release date here yet - I highly suspect we're talking next year here though.

Good news, got several limbs riding on it.


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  #225 (permalink)
 Buscador 
Abbotsford, BC, Canada
 
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1) I would like to be able to custom default the data box that now I must set at every NT start up.

2) I would like to have the ability to link the indicators I want to compare in the Data Box, pretty much like with the charts, and that they would, by virtue of been linked, place themselves in order inside the Data Box (see picture). Sorry, but the linked boxes are hand drawn.

Thanks

Buscador

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  #226 (permalink)
 Xav1029 
Tampa, FL
 
Experience: Beginner
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I would like to be able to create custom output boxes using ninjascript. Kind of like market analyzer, but for individual indicators.

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  #227 (permalink)
 Big Mike 
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Optimize against enums.

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  #228 (permalink)
 Big Mike 
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Preview results during optimization, just show a few widely used columns, like the column you are optimizing against and the best case result so far during optimization. This helps determine if an optimization is useful or in the ballpark without waiting for it to complete.

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  #229 (permalink)
 Big Mike 
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Optimize against a linear equity curve instead of traditional metrics like profit factor or net profit. The most linear curve with the least deviation would be optimal. I think I already mentioned this, but it is worth mentioning again.

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  #230 (permalink)
 frostengine 
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Big Mike View Post
Optimize against a linear equity curve instead of traditional metrics like profit factor or net profit. The most linear curve with the least deviation would be optimal. I think I already mentioned this, but it is worth mentioning again.

Mike


Couldn't you already build this? I have a custom "type" that I optimize against today, seems doable.

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  #231 (permalink)
 Big Mike 
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frostengine View Post
Couldn't you already build this? I have a custom "type" that I optimize against today, seems doable.

If you know of a way, please share. You would need to look at the entire backtest, say 10,000 trades or whatever, and for each optimizer run it would compare the equity curve and a perfect linear plot vs the actual plot, and measure the standard deviation at every data point (10,000 trades).

I'm not a math guy, but that is how I see it in my mind.

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  #232 (permalink)
 Luger 
Nashville, TN
 
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If you know of a way, please share. ...measure the standard deviation at every data point (10,000 trades).
Mike

@Big Mike
This can be accomplished by optimizing for a reduction in the standard deviation of your average trade. The SQN method does this. I have attached it. By doing this method, you sometimes don't get the optimization you would expect. Though it does favor accuracy in a system, which I do like.

I have included a variation that I use. It takes the SQN result and multiplies it against max profit to get a balance between profitability and stability.

To install:
Put files here
NinjaTrader7\bin\custom\type
Then open the Ninja Script editor and compile any one of your indicators or strategies again. This will complete the install.

Enjoy!

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  #233 (permalink)
 Silver Dragon 
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Luger View Post
@Big Mike
This can be accomplished by optimizing for a reduction in the standard deviation of your average trade. The SQN method does this. I have attached it. By doing this method, you sometimes don't get the optimization you would expect. Though it does favor accuracy in a system, which I do like.

I have included a variation that I use. It takes the SQN result and multiplies it against max profit to get a balance between profitability and stability.

To install:
Put files here
NinjaTrader7\bin\custom\type
Then open the Ninja Script editor and compile any one of your indicators or strategies again. This will complete the install.

Enjoy!

I use SQN as well. The results are better than the standard max profit etc, which comes with the optimizer.

SD

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  #234 (permalink)
 Luger 
Nashville, TN
 
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Silver Dragon View Post
I use SQN as well. The results are better than the standard max profit etc, which comes with the optimizer.

SD

Yeah, but there is some danger because it is trying to reduce winning outliers as much as losing outliers. Ooohhh, that just gave me an idea. Reduce the standard deviation of only the losing trades.

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  #235 (permalink)
 Big Mike 
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Luger View Post
Yeah, but there is some danger because it is trying to reduce winning outliers as much as losing outliers. Ooohhh, that just gave me an idea. Reduce the standard deviation of only the losing trades.

Please post here:


When you are done

Or start a new NinjaTrader SQN thread.

Mike

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  #236 (permalink)
 Bosch777 
Ireland
 
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How about an ordinary pen under the drawing tools menu so we can draw our own shapes and scribbles etc...

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  #237 (permalink)
 Silver Dragon 
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Please move the status bar for the Backtest and Optimize functions to the Strategy Analyzer.

SD

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  #238 (permalink)
 madLyfe 
Des Moines, Iowa
 
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i think it would be cool to have a workspace manager/editor.. it would be a window that you opened and made changes to workspaces w/o having to flip between them or load ones that are closed.. all of the workspaces could be displayed in a tree view/list view type thing and you could drag charts and windows from one to another workspace, copy windows to other workspaces, add/delete windows in them etc.. you get the point..

dont believe anything you hear and only half of what you see

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  #239 (permalink)
 Big Mike 
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It would appear that the backtester does not cache the Bars DataSeries when you use the Add() method within an indicator called by the strategy. Would speed things up considerably if it did and you use this functionality.



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  #240 (permalink)
 Silver Dragon 
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When a strategy fails to start it gives the error description on the log tab. In addition to the error description, it would be nice if it would display what line number the error occured in. This would help with debugging.

SD

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  #241 (permalink)
 Big Mike 
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We need a NinjaScript keyword to determine if we are Backtesting, Market Replay, or using Live charts.

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  #242 (permalink)
 NetTecture 
Szczecin
 
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Big Mike View Post
We need a NinjaScript keyword to determine if we are Backtesting, Market Replay, or using Live charts.

Mike

Actually no, we do not. What we need is a new method to figure that out. NinjaScript - which does not exist to start with as it is just C# and no, having an API does not change the language at all, so NinjaTrader just fakes having a langauge to look better - can not have a keyword for the obvious reason, and finally it makes no sense to make functional specific keywords in a regular programming language when the same can be done with a method.

That said, I think we need more.

I would like to know whether I am:

* Running live
* Backtesting
* Refreshing (for indicators when the historical part of a chart is drawn)

with a nice method available in strategies and indicators.

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  #243 (permalink)
 Big Mike 
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For your last bullet, based on my memory, you can do if (Historical)

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  #244 (permalink)
 Aragorn 
Salt Lake City, UT
 
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I rather wish NT supported Options Trading complete with risk graphs.

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  #245 (permalink)
 NJAMC 
Atkinson, NH USA
 
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NetTecture View Post
Actually no, we do not. What we need is a new method to figure that out. NinjaScript - which does not exist to start with as it is just C# and no, having an API does not change the language at all, so NinjaTrader just fakes having a langauge to look better - can not have a keyword for the obvious reason, and finally it makes no sense to make functional specific keywords in a regular programming language when the same can be done with a method.

That said, I think we need more.

I would like to know whether I am:

* Running live
* Backtesting
* Refreshing (for indicators when the historical part of a chart is drawn)

with a nice method available in strategies and indicators.

Just to keep a complete list:

* Running live
* Backtesting
* Refreshing (for indicators when the historical part of a chart is drawn)
* Running Replay (Simulation)
* If running Replay, access replay speed

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
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  #246 (permalink)
 Big Mike 
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Automatically adjust genetic optimizer parameters based on the number of inputs and number of possible combinations.

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  #247 (permalink)
 buzzsaw 
Leesburg, VA
 
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Aragorn View Post
I rather wish NT supported Options Trading complete with risk graphs.

That would be a brilliant move on their part!

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  #248 (permalink)
 chrisflow 
New Orleans, LA
 
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- and an easy way to run it remotely through a local window on a faster hosted server so I can set stops not dependent on my ISP or router or OS's finicky tendencies to halt then burp missed data.
- workspaces that don't get corrupted when NT crashes
- less crashes
- adapt friendlier UI improvements like many other packages
- fix backup so they restore onto a different machine reliably

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  #249 (permalink)
 NetTecture 
Szczecin
 
Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010

What about:

* Proper modern poject management?

Like Multicharts, where you have a website where you can see issues etc. being worked on.

* Sensible update cycle?

Like an update every 3 months, keeping technology current (.NET framework version) and fixing stupid little issues like - installing in the wrong location for domain member computers that have folders remapped to a server.

* A programmer working on small improovements.

You know, like little STUPID issues in forms (downloading a day of data only etc.). Why do I have to wait for a version 8 for someone to put in a drop down in the replay speed change? That is an hour of work. Same with data downloads for market replay - a day and the form i a LOT more usable.

* Sensible versioning of assemblies, opening some source and the app.

No need to change the DLL version on a new build (MS even has documentation for that). Open the source of the main windows (WINDOWS - not controls) and allow us publicly to replace them (additional buttons on a window or DOM). Isolate interfaces into a separate DLL and only keep the stuff in the core obfuscated (like for example also the chart). Right now I can not add my own forms (bad), I can not expand forms legally (bad).

Mostly my complaint ar along the dmonstrated ability to properly manage this product - most of the bugs would be a lot easier to bear if the company behind would not try to run the product like the communists were running russia during the cold war - by shooting everyone not agreeing and having 5 year plans that never work out, plus keeping every sensible piece of information a state secret. if Ninja would run more open and more competent in management I would be more confident in Version 8 and forward.

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  #250 (permalink)
 Xeno 
UK
 
Experience: Intermediate
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Big Mike View Post
It would appear that the backtester does not cache the Bars DataSeries when you use the Add() method within an indicator called by the strategy. Would speed things up considerably if it did and you use this functionality.



Mike

For this very reason, I'm rarely connected when I run backtests. I usually just load and new data since the last load when starting up Ninja (through DTN) then disconnect and run all my testing. This seems to make things faster, since Ninja will then use its own database of prices.

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  #251 (permalink)
 Xeno 
UK
 
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NetTecture View Post
* A programmer working on small improovements.

You know, like little STUPID issues in forms (downloading a day of data only etc.). Why do I have to wait for a version 8 for someone to put in a drop down in the replay speed change? That is an hour of work. Same with data downloads for market replay - a day and the form i a LOT more usable.

I've had small (but really useful) improvements outstanding for years. The sort of thing that helps give your customers some satisfaction and would probably take a summer intern hours to do.

Like remember the currency/percentage/points setting on perf windows, so I don't have to reset it 50 times a day. Or have a hotkey collapse/expand Ninjascript, or have replay jump forward when there is no data, etc etc

Now that they've gone all quiet and seem to be working on version 8 (which I wouldn't even know about if I wasn't a member here) I'm holding my breath even less.

Backtest is so useless for me as a professional day trader (no bid/ask, bar entry granularity etc) that I've stopped using it in favour of replay.

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  #252 (permalink)
 Big Mike 
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Xeno View Post
Like remember the currency/percentage/points setting on perf windows



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  #253 (permalink)
 Big Mike 
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When typing (using keyboard) in the Indicator listing, don't stop filtering/sorting/advancing at first character. For example, if I have 100 indicators that start with the letter 'S', I want to type in three chars or so to immediately jump to the one I want.

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  #254 (permalink)
 jta3 
Copenhagen, Denmark
 
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I get this message for realise date.

"We are working very hard on our next generation platform and we expect to announce a release date later this year."

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  #255 (permalink)
 jperales 
Durham, NC
 
Experience: Intermediate
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It would be nice if:

1) When coding in a new strategy or indicator, the lines of code that check to make sure there are enough bars present no longer need to be written every time. It seems like this should be something that is automatically done.

2) the "Go To..." option that is available in the Market Replay connection could become available with the other data connections.

3A) you could sync charts that are using different time bars together for instance a YM 3 min chart with a 60 min YM chart.

3B) you could place the cursor on one of the synced charts (for instance any bar on the 3 min chart) and have another cursor highlight which bar on the hourly synched chart contains the same data as the bar being pointed to in the 3 min chart.

3C) be able to sync 2 charts of different symbols together, and have them display the same time on the X axis so if you move the time in one chart it automatically matches it in the other chart.

4) you could the scroll through the instruments from your instrument list by pressing something on the keyboard like the space bar or the up or down arrows.

"Everyday your competition is either catching up to or further surpassing you. So if you're not getting stronger, then you're getting weaker." Former strength coach.
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  #256 (permalink)
 bnichols 
Dartmouth NS
 
Experience: Intermediate
Platform: MC, MC.Net, NT, TWS
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If would be nice if NT worked the same way twice.

Sitting here going on 1 hour going through the list compiled over the years of incantations (unprintable) and spells trying to figure out which one will entice NT to connect with TWS THIS time. Its new trick is sometimes requiring 127.0.0.1 and sometimes the LAN IP in the broker account definition. Anyhooooo,....system rebooted and NT appears to have finished loading so it's back on our heads (punch line from the farmer-in-hell joke).

ETA: NT hanging on log message "Connecting to NinjaTrader data server (64.202.118.179/31654)". Congratulations NT--a condition I've never seen before and I've seen a pile of them.

ETA: problem solved for the time being by changing the IP in the IB account definition to "localhost" from the LAN IP. (which it was set to a few weeks ago after 127.0.0.1 stopped working ). While "localhost" never worked before it does now and I guess that's all that matters. As you were

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  #257 (permalink)
 monpere 
Bala, PA, USA
 
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jperales View Post
It would be nice if:

1) When coding in a new strategy or indicator, the lines of code that check to make sure there are enough bars present no longer need to be written every time. It seems like this should be something that is automatically done.

2) the "Go To..." option that is available in the Market Replay connection could become available with the other data connections.

3A) you could sync charts that are using different time bars together for instance a YM 3 min chart with a 60 min YM chart.

3B) you could place the cursor on one of the synced charts (for instance any bar on the 3 min chart) and have another cursor highlight which bar on the hourly synched chart contains the same data as the bar being pointed to in the 3 min chart.

3C) be able to sync 2 charts of different symbols together, and have them display the same time on the X axis so if you move the time in one chart it automatically matches it in the other chart.

4) you could the scroll through the instruments from your instrument list by pressing something on the keyboard like the space bar or the up or down arrows.

2, 3A, 3B, 3C, you should be able to do these currently using the global cursor.

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  #258 (permalink)
 Big Mike 
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When exporting a zip build, should have an option to use a textbox for 'comments'.

Those comments are displayed immediately before any other action taken when importing, along with a "proceed" / "cancel" button. It acts like a required readme.

Also, if files need to be replaced, we can surely be smarter about it. For example showing the date and file size comparison of the old / new files, instead of the generic message currently shown.

Mike

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  #259 (permalink)
 vvhg 
Northern Germany
 
Experience: Intermediate
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Big Mike View Post
When exporting a zip build, should have an option to use a textbox for 'comments'.

Those comments are displayed immediately before any other action taken when importing, along with a "proceed" / "cancel" button. It acts like a required readme.

Also, if files need to be replaced, we can surely be smarter about it. For example showing the date and file size comparison of the old / new files, instead of the generic message currently shown.

Mike

It would also be nice to be able to change the location (and set new default) where the zip is exported to.

vvhg

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  #260 (permalink)
 Big Mike 
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Upon import of zip, a summary window with the list of the names of indicators should be displayed. This is because it is often very difficult for users to find the name of the indicator in the indicator list they just imported, as it often differs substantially from the name of the zip file.

Mike

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  #261 (permalink)
 Cheech 
Mesa, AZ/USA
 
Experience: Intermediate
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mrphr View Post
Hey, thank you! I will have look if it is works properly.

Just wondering if you ever installed the Tabmaster software and got it to work with NT7...10? I've attempted to try it but Norton keeps telling me the file "is not safe" right after the download completes and deletes the file. I've been reluctant to override Norton at this time and contacted the author.

Thanks.

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  #262 (permalink)
 plethora 
Los Angeles, CA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Rithmic
Trading: GC
 
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dobuye View Post
Hi, I'm opening unofficial NT8 wish list thread! Since Ray has been so good to us with his presentations etc, I thought we'd compile a list and pass it on to Ray through BM.

So here're my first suggestions.

Add-on equivalent of Tradestation's RINA for serious back testing.

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  #263 (permalink)
 vvhg 
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
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Having plugins would be nice, so we could easily add stuff to menues for example and get code loaded on NT startup.
It would be really nice if we wouldn't have to stick everything into indicators or strategies, of course there are other ways to get code loadet into NT but that is more hacking than coding

Vvhg


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  #264 (permalink)
 Silver Dragon 
Data Wizard!!!
Cincinnati Ohio
 
Experience: Intermediate
Platform: TastyWorks
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Trading: FX, Stocks, Options
 
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Please add the ability to right click and export "all tabs" from the strategy performance. Exporting one tab at a time is very time consuming.

SD

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  #265 (permalink)
 mtaalamu 
San Diego, Calif. USA
 
Experience: Intermediate
Platform: ninja trader
Trading: EUR/USD
 
Posts: 33 since Oct 2011
Thanks: 11 given, 19 received

I would like to have a static super dom to trade forex with MB trading.

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  #266 (permalink)
 traderTX 
pittsburgh, pa
 
Experience: Intermediate
Platform: Ninjatrader, ensign, wave59
Broker: IB , AMP/ cqg
Trading: ES, CL
 
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Posts: 152 since Mar 2010
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The biggest thing for me is that the indicators from Ninja7 be compatible for Ninja 8,
What a bitch it is for those of us who dont program to have many of your indicators become useless
when the upgrade comes out. this is for me, a big downfall of Ninja.

Trade what you see, not what you think.

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  #267 (permalink)
 Tasker_182 
Cedar Rapids, iowa
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader - Continuum
Trading: 6E, TF, 6J
 
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Ability to download multiple instruments at a time. Its a pain one at a time when you are looking at correlated instruments.

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  #268 (permalink)
khoga
Chicago, IL
 
 
Posts: 1 since Aug 2012
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jperales View Post
It would be nice if:

1) When coding in a new strategy or indicator, the lines of code that check to make sure there are enough bars present no longer need to be written every time. It seems like this should be something that is automatically done.

2) the "Go To..." option that is available in the Market Replay connection could become available with the other data connections.

3A) you could sync charts that are using different time bars together for instance a YM 3 min chart with a 60 min YM chart.

3B) you could place the cursor on one of the synced charts (for instance any bar on the 3 min chart) and have another cursor highlight which bar on the hourly synched chart contains the same data as the bar being pointed to in the 3 min chart.

3C) be able to sync 2 charts of different symbols together, and have them display the same time on the X axis so if you move the time in one chart it automatically matches it in the other chart.

4) you could the scroll through the instruments from your instrument list by pressing something on the keyboard like the space bar or the up or down arrows.


I'd love to see a more robust optimization set of parameters for the fitness functions. Like Average Monthly Return, Lowest Monthly, Skewness/Kurtosis...and real Combined results, not just averages of the individuals, which is not reflective...things that would help me optimize to a better generalization than having to go through the exhausting in/out sample testing of walk forward (because even when you find a good walk forward set every new day, you then need to update all of your parameters daily/monthly/weekly...hardly the apex of automated trading)

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 Beljevina 
Toronto, Canada
 
Experience: Advanced
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Data download freeze-ups on low timeframe charts seem to be rather common in NT7, if I load "too many" days worth of data.

I had a 88 days of data 60 minute chart of GC running. I opted to switch it to a 5minute chart, and after a minute or three the chart appeared. I then switch to a 1 minute chart, and, I am waiting for more than 20 minutes, but too frequently, it does not appear. I presume if I do not have the minute data, it is downloading it from CQG, but, I have no way to cancel it and regain control of NT, nor do I have the luxury of a percentage downloaded indicator, nor even confirmation that I have a proper incoming stream sending me the data from CQG.

True, 88 days of a 1 minute chart is rarely called for, but the 88 days is a carry over of the chart settings when it was a 60 minute chart, and a user can't always keep track of these things. I suspect many a NT user gets caught in this during normal market hours, and, then that sinking stomach feeling ensues where a restart of NT is required, and, other data is potentially lost (GOM). It happens to me, and I hate to have to restart NT for what I ideally could have 'cancelled.'

I am certain I have a proper web connection, and, since I'm purposefully doing this during labour day and the futures markets are closed, I have to assume that CQG has plenty of capacity to send me the data.


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Beljevina View Post
Data download freeze-ups on low timeframe charts seem to be rather common in NT7, if I load "too many" days worth of data.

I had a 88 days of data 60 minute chart of GC running. I opted to switch it to a 5minute chart, and after a minute or three the chart appeared. I then switch to a 1 minute chart, and, I am waiting for more than 20 minutes, but too frequently, it does not appear. I presume if I do not have the minute data, it is downloading it from CQG, but, I have no way to cancel it and regain control of NT, nor do I have the luxury of a percentage downloaded indicator, nor even confirmation that I have a proper incoming stream sending me the data from CQG.

True, 88 days of a 1 minute chart is rarely called for, but the 88 days is a carry over of the chart settings when it was a 60 minute chart, and a user can't always keep track of these things. I suspect many a NT user gets caught in this during normal market hours, and, then that sinking stomach feeling ensues where a restart of NT is required, and, other data is potentially lost (GOM). It happens to me, and I hate to have to restart NT for what I ideally could have 'cancelled.'

I am certain I have a proper web connection, and, since I'm purposefully doing this during labour day and the futures markets are closed, I have to assume that CQG has plenty of capacity to send me the data.


I suggest contacting our support team for further analysis. This is not typical and expected behavior. Switching from 60 to 5 min chart should take seconds.

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 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


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I suggest contacting our support team for further analysis. This is not typical and expected behavior. Switching from 60 to 5 min chart should take seconds.

Hi NT,

will we be able to have that no gap feature for NT,somewhere in the near future?

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tst1 View Post
Hi NT,

will we be able to have that no gap feature for NT,somewhere in the near future?

Hi,

I am not sure what you mean by "no gap" feature? Would you be so kind as to elaborate. Thanks in advance.

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 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


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Hi,

I am not sure what you mean by "no gap" feature? Would you be so kind as to elaborate. Thanks in advance.

Hi NT,

Sure,by 'no gap' feature,i mean this:

if and when you apply a template to the chart,-US Equities RTH in this case,or any template,usually you have gaps before the opening(please,see the 'GAP' attahced).I have the custom script written by the 3-rd party,to help me to solve this issue,but the problem is: 1)it slows the loading process;
2)it 'messes' with the indicators,and doesn`t allow to display them correctly(please see the'NoGap' attached).

Having a clean data,with no gaps,is a mandatory part of a daily routine for some type of traders,so it would be a wise move for you(and relief for many of us) to have this little snippet for the platform.Many other vendors,have already had this feature for its customers.I like NT,so it`d be great to have it in place. I`ll include the code to get the idea faster.

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tst1 View Post
Hi NT,

Sure,by 'no gap' feature,i mean this:

if and when you apply a template to the chart,-US Equities RTH in this case,or any template,usually you have gaps before the opening(please,see the 'GAP' attahced).I have the custom script written by the 3-rd party,to help me to solve this issue,but the problem is: 1)it slows the loading process;
2)it 'messes' with the indicators,and doesn`t allow to display them correctly(please see the'NoGap' attached).

Having a clean data,with no gaps,is a mandatory part of a daily routine for some type of traders,so it would be a wise move for you(and relief for many of us) to have this little snippet for the platform.Many other vendors,have already had this feature for its customers.I like NT,so it`d be great to have it in place. I`ll include the code to get the idea faster.

Thanks for the clarification. I see what you are after now... adjust of the price gap, not a time gap.

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  #275 (permalink)
 MWinfrey 
Lubbock TX
 
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tst1 View Post
Hi NT,

Sure,by 'no gap' feature,i mean this:

if and when you apply a template to the chart,-US Equities RTH in this case,or any template,usually you have gaps before the opening(please,see the 'GAP' attahced).I have the custom script written by the 3-rd party,to help me to solve this issue,but the problem is: 1)it slows the loading process;
2)it 'messes' with the indicators,and doesn`t allow to display them correctly(please see the'NoGap' attached).

Having a clean data,with no gaps,is a mandatory part of a daily routine for some type of traders,so it would be a wise move for you(and relief for many of us) to have this little snippet for the platform.Many other vendors,have already had this feature for its customers.I like NT,so it`d be great to have it in place. I`ll include the code to get the idea faster.

I agree that would be nice to have so we can only display RTH but also have the indicators display correctly without being skewed. Always wanted to do this...Thanks for the suggestion.

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 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


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Thanks for the clarification. I see what you are after now... adjust of the price gap, not a time gap.

So,is there a chance to see it in the NEAR future?I mean NEAR,as it currently holds up any further system development.

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tst1 View Post
So,is there a chance to see it in the NEAR future?I mean NEAR,as it currently holds up any further system development.

I have added this to our list of requests that is considered for NinjaTrader 8 of which I have not publicy put an ETA on yet. I don't think it would qualify as NEAR as likely you have defined it.

Curious, how are you back adjusting the data? Just applying the gap difference to historical data?

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  #278 (permalink)
 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


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I have added this to our list of requests that is considered for NinjaTrader 8 of which I have not publicy put an ETA on yet. I don't think it would qualify as NEAR as likely you have defined it.

Curious, how are you back adjusting the data? Just applying the gap difference to historical data?

Too bad, that slows the process down a bit...

I don`t need the past data to be adjusted,i just need the ''carryover'' from the previous sessions.And have this carrier seamless.

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  #279 (permalink)
 monpere 
Bala, PA, USA
 
Experience: Intermediate
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tst1 View Post
Hi NT,

Sure,by 'no gap' feature,i mean this:

if and when you apply a template to the chart,-US Equities RTH in this case,or any template,usually you have gaps before the opening(please,see the 'GAP' attahced).I have the custom script written by the 3-rd party,to help me to solve this issue,but the problem is: 1)it slows the loading process;
2)it 'messes' with the indicators,and doesn`t allow to display them correctly(please see the'NoGap' attached).

Having a clean data,with no gaps,is a mandatory part of a daily routine for some type of traders,so it would be a wise move for you(and relief for many of us) to have this little snippet for the platform.Many other vendors,have already had this feature for its customers.I like NT,so it`d be great to have it in place. I`ll include the code to get the idea faster.


NinjaTrader View Post
I have added this to our list of requests that is considered for NinjaTrader 8 of which I have not publicy put an ETA on yet. I don't think it would qualify as NEAR as likely you have defined it.

Curious, how are you back adjusting the data? Just applying the gap difference to historical data?

As long as this is implemented as an option. For most traders, a price gap is a significant event, some traders make a living out of trading gaps. I don't trade gaps personally, but I do want them to screw up my indicators, so that I stay out of these market conditions. I would not want my indicators showing me patterns that were artificially created by adjusting price.

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 tst1 
Magadan Russia
 
 
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monpere View Post
As long as this is implemented as an option. For most traders, a price gap is a significant event, some traders make a living out of trading gaps. I don't trade gaps personally, but I do want them to screw up my indicators, so that I stay out of these market conditions. I would not want my indicators showing me patterns that were artificially created by adjusting price.

I don`t want to argue about this,but,we just think differently.For me,eliminating non RTH data has a basis for modeling the system.You and most traders are betting and hoping bedazzled with gaps,and i use the model which provides certainty in decision making.Some of the vendors could get it.

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tst1 View Post
Too bad, that slows the process down a bit...

I don`t need the past data to be adjusted,i just need the ''carryover'' from the previous sessions.And have this carrier seamless.

Sorry for being thick skulled but I need more clarification. Let me put forth an example.

Actual Price 1000
Gap
Actual Price 2000

What would the new data points look like?

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 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


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Sorry for being thick skulled but I need more clarification. Let me put forth an example.

Actual Price 1000
Gap
Actual Price 2000

What would the new data points look like?


I was talking about the session degap,and here we`ve probably switched to the bar`s degap within the session,which is GREAT!

As per your example,actual close of the bar is 1000,and the open of the new bar is 2000.The new data is 2000,but the close of the prior bar is now also 2000.The gap removed, and now we have a seamless data.Same with the session`s gaps.But if you can do that with the bar`s gaps as well,it would be 2 times priceless.

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 tst1 
Magadan Russia
 
 
Posts: 79 since Nov 2010


tst1 View Post
I was talking about the session degap,and here we`ve probably switched to the bar`s degap within the session,which is GREAT!

As per your example,actual close of the bar is 1000,and the open of the new bar is 2000.The new data is 2000,but the close of the prior bar is now also 2000.The gap removed, and now we have a seamless data.Same with the session`s gaps.But if you can do that with the bar`s gaps as well,it would be 2 times priceless.

A little remark...Just to be clear,the actual price could be anything,but the current bar`s(after the gap)open should match the prior bar`s close.

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  #284 (permalink)
 Fat Tails 
Berlin, Europe
 
Experience: Advanced
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There are some limitations linked to the fact that NinjaTrader stores data in local time:

-> When I want to use data from my CET NinjaTrader install for my EST NinjaTrader install it requires a prior complex conversion.
-> The transition from historical data to market replay data sometimes produces gaps, if the PC time is not set to Eastern time.
-> I cannot display charts in exchange time.

I believe that storing data in UTC will simplify the database in the longer run.

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 Bosch777 
Ireland
 
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UTC would seem like a v good solution actually.

Well said FT


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 NLD1888 
SINGAPORE
 
Experience: Intermediate
Platform: TS, TOS, MC
Broker: TOS, IB, TS
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I'm a newbie & do not know how to reference back to the other tread, so I have to copy what I've asked for help & the reply from Fat Tails below. (Bear with me).

If NT team is reading this. Please consider having the time stamp on the stored data be exchange time. Also allow chart to show exchange time. When one is trading an instrument outside his local time zone, he usually will know the exchange time in which the instrument is traded. The trader will definitely know the local time from the PC clock time.

*** My Help Request ***
NT7 & IB
Hi,
It seems a problem (or maybe not) when NT7 is working with IB as data-feed.
I've tried to work with NT Support team but can't get it resolved.
My local time zone is UTC+8.

When I plot the chart, I noticed that the time on the chart is using local PC clock time.
For equities, the chart shows 9.30pm (today) to 4am (the next day).
I'm using session template "US Equities RTH" with "The sessions are based on the following time zone ..." set as UTC-5.
I noticed that the data retrieved from IB stored in the Historical Data Manager also used the local PC clock time.
I want both the chart & data collected from IB to show exact EST. Can I do it?
I've worked with NT support team & their solution is to set my local PC clock time to EST.
Please advise if there is another way to do it without touching my local PC clock time.
I'm concerned whether the data loaded from IB using local PC clock time will have any implication when I use them for backtesting, strategy development, etc. Hence, I would like the data with exchange time captured.

I've tried the following options & they didn't work too.

1. I've copied the "US Equities RTH" template & changed the time zone to UTC+8.
Result: Chart not populated with any bar.

2. I've copied the "US Equities RTF" template & changed the 5 trading days as
Mon 9pm to Tue 4am
Tue 9pm to Wed 4am
:
Fri 9pm to Sat 4am
Time zone set to UTC-5 (EST)
Result: Chart not populated with any bar.

3. Same as (2) except time zone set to UTC+8
Result: Chart shows local PC clock time again. The data loaded in Historical Data Manager is also using local PC clock time again.


*** Fat Tails Response ***
NLD1888 View Post
Hi,
It seems a problem (or maybe not) when NT7 is working with IB as data-feed.
I've tried to work with NT Support team but can't get it resolved.
My local time zone is UTC+8.

When I plot the chart, I noticed that the time on the chart is using local PC clock time.

Fat Tail response:
NinjaTrader always shows local time.


NLD1888 View Post
For equities, the chart shows 9.30pm (today) to 4am (the next day).
I'm using session template "US Equities RTH" with "The sessions are based on the following time zone ..." set as UTC-5.

Fat Tail Response:
This is correct. The US currently has summertime, so the difference with UniversalTime is reduced to 4 hours. As your UTC + 8, the total difference between US and you is 12 hours, and the US stock market opens at 9:30 PM your time.


NLD1888 View Post
I noticed that the data retrieved from IB stored in the Historical Data Manager also used the local PC clock time.

Fat Tails Response:
NinjaTrader always stores data by using timestamps of your local time. This is in fact a very bad choice, for several reasons

-> in case that your local time switches from summertime to wintertime and the exchange time does not, you will get two bars with the same timestamp
-> you cannot share your data easily with somebody located in a different time zone

But things are as they are, so we have to accept it.


NLD1888 View Post
I want both the chart & data collected from IB to show exact EST. Can I do it?
I've worked with NT support team & their solution is to set my local PC clock time to EST.
Please advise if there is another way to do it without touching my local PC clock time.

Fat Tail Response:
The only way you can do that with NinjaTrader is to set your system clock to EST.


NLD1888 View Post
I'm concerned whether the data loaded from IB using local PC clock time will have any implication when I use them for backtesting, strategy development, etc. Hence, I would like the data with exchange time captured.

If you use local time, there will be now implication on backtesting and strategy development. However, if you use time filters, you would need to use exchange time and then convert it to local time. This is not difficult to do with NinjaScript, see below.


NLD1888 View Post
I've tried the following options & they didn't work too.

1. I've copied the "US Equities RTH" template & changed the time zone to UTC+8.
Result: Chart not populated with any bar.

2. I've copied the "US Equities RTF" template & changed the 5 trading days as
Mon 9pm to Tue 4am
Tue 9pm to Wed 4am
:
Fri 9pm to Sat 4am
Time zone set to UTC-5 (EST)
Result: Chart not populated with any bar.

3. Same as (2) except time zone set to UTC+8
Result: Chart shows local PC clock time again. The data loaded in Historical Data Manager is also using local PC clock time again.

Fat Tails Response:
Do not play around with templates, in the end you will make things worse. The template ALWAYS AND WITH NO EXCEPTION needs to use exchange time. If you do not follow this rule you will run into daylight savings and other issues. Never use the template 24/7, never use the template 24/5. They are useless. Store the appropriate template for each instrument and save it under instrument settings, only use charts with instrument settings.

If you follow this rule all your strategies and backtests will work correctly.

The only thing that you need to pay attention to is time filters. You strategy runs in local time. The logic of your timefilter needs to follow exchange time, so you need to convert those times.

Example: In a strategy you only want to enter a trade between 9:30 AM and 11:30 AM or 2:00 PM and 3:45 PM exchange time. Now you cannot simply add 13 hours to the time window in exchange time and then use the result in local time. This will fail, because the time difference between EST and your timezone is 12 hours in summer, but 13 hours in winter. Your backtest will go wrong.

NinjaScript provides an easy way of converting the exchange time windows to your local time. The method reads


Code

localTime = TimeZoneInfo.ConvertTime(exchangeTime, Bars.Session.TimeZoneInfo, TimeZoneInfo.Local);



Enter the time filters in exchange time and then convert them, and you will not run into issues.

None of the above is linked to Interactive Brokers.

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 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
 
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Would like to have support for Natural Hours mode for hourly chart ( similar to TS) - basically - if 60 minute chart is picked - all the bars would align to hours irrespective of the session template picked.

At present - when ETH is picked for CME - the hourly candles would be lined up as 8:30, 9:30 etc. Would like to have them plotted with 8:00, 9:00 etc. At present as a work around - using 24 hour charts. The problem with using 24 hour chart - when 5 minute chart is used - there is an extra candle with time stamp 15:20 CT - which technically shouldn't exist)

This is the option in TS to get the desired result:

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 jacqudy 
New York, NY USA
 
Experience: Intermediate
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  • Ability to display multiple instruments on the same chart panel (Y-axis becomes %)
  • Intrabar-capable backtesting already. Workarounds don't cut it for strats that use tick-based or price-increment bars.
  • A single historical file format for backtesting/optimization and replay.
  • Ability to optimize on other efficiency factors: Sharpe Ratio, MAE, expectancy, for example.

Glad to see this thread!

Edit- sorry, I've got more to say about this:
In their current state, Backtesting and Optimization are really more toys than useful tools. Multiple-timeframe workarounds aside, unless your strat is built to work off of OHLC, it seems like backtesting and optimization in NT is pretty much worthless.

I don't think anyone's looking for guaranteed "just like live" sim executions or pin-point accuracy, but at least something that offers the speed and analysis toolsets available in backtesting/optimization with the “closer to reality” granularity of market replay.

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 Xeno 
UK
 
Experience: Intermediate
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Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
 
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jacqudy View Post
[LIST]
In their current state, Backtesting and Optimization are really more toys than useful tools. Multiple-timeframe workarounds aside, unless your strat is built to work off of OHLC, it seems like backtesting and optimization in NT is pretty much worthless.

I don't think anyone's looking for guaranteed "just like live" sim executions or pin-point accuracy, but at least something that offers the speed and analysis toolsets available in backtesting/optimization with the “closer to reality” granularity of market replay.

This is so crucial. You are completely correct. For me, a fully automated day trader, backtest is pretty much useless. I transitioned a while ago to using only replay, which is just about OK for testing, but it takes me ages to test because replay has had very very few useful features added for years now (e.g. skip days with no data, which I asked for probably three years ago) Other features - instrument can be saved as default for strategy, set of strategies can be saved for re-running (do you realise how long it takes to add 5 strats to replay every half an hour??), allow 750x and 1000x replay (my CPU is rarely above 20% so why not?)

I can't speak for chart traders, but for automated traders, Ninja is simply not professional enough. Sure you can write any strategy you like, but to be professional you have to test it properly, and Ninja is sorely lacking.

And the worst thing is that I've seen little from Ninja that even hints that they may address this soon. I believe they may have a better granularity for backtest in the pipeline. I guess since most traders lose money anyway, it's better to do stuff for new business than support the few people around who do have decent workable strategies (and who've already paid their license)

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  #290 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
 
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Quoting 
This is so crucial. You are completely correct. For me, a fully automated day trader, backtest is pretty much useless.

Its probably my misunderstanding, but why is it useless?
If you need granularity you can get the absolute granularity with dataseries of 1 tick.

Baruch

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  #291 (permalink)
 Xeno 
UK
 
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baruchs View Post
Its probably my misunderstanding, but why is it useless?
If you need granularity you can get the absolute granularity with dataseries of 1 tick.

Baruch

You can't get bid/ask, so you have little confidence as to whether your trade would have happened in reality. That's maybe not too bad if your timescale is a couple of hours and you use market entry, but not if you look at tick data and your trade lasts 30 mins. Also I seem to remember that if your primary series is 5min (which you might want on your chart) and you add a second series of one tick to get the granularity, you then have to go unmanaged otherwise you won't be able to enter on that secondary series. If you switch 1tick to primary, you've lost what you're looking at - I may be wrong on that, but if not, it's a lot of hassle for something which should be simple)

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  #292 (permalink)
 baruchs 
Israel
 
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Quoting 
You can't get bid/ask, so you have little confidence as to whether your trade would have happened in reality. That's maybe not too bad if your timescale is a couple of hours and you use market entry, but not if you look at tick data and your trade lasts 30 mins. Also I seem to remember that if your primary series is 5min (which you might want on your chart) and you add a second series of one tick to get the granularity, you then have to go unmanaged otherwise you won't be able to enter on that secondary series. If you switch 1tick to primary, you've lost what you're looking at - I may be wrong on that, but if not, it's a lot of hassle for something which should be simple)

I don't see how a trade duration has anything to do with if you have bid/ask or not.
What you probably mean is that you need it for scalping. I know that scalping is a bad idea, so I never code those kind of strategies. The only problem that I had in not having bid/ask was when I tried in Forex. In futures usualy the spread is minimal.
The problem of having bid/ask data is in not seeing your trades on a chart exactly as they executed. (On chart you show only last prise).
Actually the problem is more with market orders then with limit orders. With limit order if you choose default fill type. Then the order is filled only if prise is penetrated.
Of course you can have 1 tick secondary series and use managed orders. I do it all the time.

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  #293 (permalink)
 syxforex 
British Columbia
 
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I would like to see an improvement it Chart Trader that would allow for quicker order entry. Currently one has to right click while the cursor is over a price and choose an order option. I would like to select the order type, be it stop limit or limit, whatever order types will be available, market if touched would be a nice addition.. after the order type is selected it would be armed and ready to be entered on a price level in the chart with a single click. Kind of like loading a shotgun. This would allow the trader to stay closer to the chart/price action and able to fire an order in moment. The right click/selction process at the time of order entry is time consuming and distracting, a bulky process for high frequency discretionary traders.

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  #294 (permalink)
 Tasker_182 
Cedar Rapids, iowa
 
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Would like to be able to set a chart scale (y-axis) and have it apply to all "linked" charts.

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  #295 (permalink)
 Xeno 
UK
 
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baruchs View Post
I don't see how a trade duration has anything to do with if you have bid/ask or not.

Well, if you're trading much longer the lack of a bid/ask is less problematic because firstly the trade has a longer time to enter and still be similar to what would happen in reality (with a short term trade, if it doesn't enter then the whole trade may be gone), and secondly the tick or two difference is a much smaller percentage of the overall expected movement.


Quoting 
What you probably mean is that you need it for scalping. I know that scalping is a bad idea, so I never code those kind of strategies.

What I mean is exactly what I said. I look at ticks and usually stay in the trade for around 30 mins. Doesn't matter whether you call it scalping or not. So, ignoring the sweeping generalisation, you're saying that because you never code my sort of strategy then my problem is somehow invalid?



Quoting 
The only problem that I had in not having bid/ask was when I tried in Forex. In futures usualy the spread is minimal.

It's not the size of the spread I'm worried about at all, so that assumption was wrong. It's actually whether or not the trade gets executed. To put it simply: too often in backtest a trade is either taken or not, where the opposite happens in replay because replay has bid/ask, and bid/ask is a more accurate fill criteria than price traded.



Quoting 
Of course you can have 1 tick secondary series and use managed orders. I do it all the time.

It's my understanding that managed entries and exits execute only on the primary series, except where you have multi instrument and you can specify the bars index for entry. If that's the case, and I'm happy to be corrected, then your order does not execute on the tick series and you're back to the original granularity problem, which was the original point about it being useless for testing those sorts of strategies.

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  #296 (permalink)
 Big Mike 
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Regarding backtests and optimizations and the result set generated, please cache all the tabs at the time the cycle is run.

Right now, if I select one run (say line 1 in the result table), it has to re-run the entire backtest cycle. For some of the stuff I am doing now, this can take several minutes (ABC hives). It is incredibly annoying.

Would be really great if the results for each tab were simply cached somewhere to prevent the entire cycle from having to be re-run each time you move from one result to another.

Mike

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  #297 (permalink)
 bukkan 
Calcutta, India
 
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@Big Mike, pls make sure "Save chart data as historical" is checked in Tools>Options>Data tab

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  #298 (permalink)
 Market Sniper 88 
Australia
 
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> A faster way to toggle between templates

> The ability to see the value of a moving average in the price axis while having it invisible on the actual chart

> Be able to turn the cross hairs on/off with the click of the left mouse button

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  #299 (permalink)
 Big Mike 
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Market Sniper 88 View Post
The ability to see the value of a moving average in the price axis while having it invisible on the actual chart

Can't you set the plot to transparent?

Mike

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  #300 (permalink)
 Market Sniper 88 
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Big Mike View Post
Can't you set the plot to transparent?

Mike

Yes, but then you can not see the value in the price axis.

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