Big Mike 

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

Other direction - do not cache ANYTHING, write stuff into files. Keep memory consumption lower, please. THEN once done load the files into a proper database for processing

Working on something lik ethat now - I want a lot more stats than ninja gives me, so we are adding logging code to the strats, so we can then analyze them in SQL AS.

NetTecture 

Other direction - do not cache ANYTHING, write stuff into files. Keep memory consumption lower, please. THEN once done load the files into a proper database for processing Working on something lik ethat now - I want a lot more stats than ninja gives me, so we are adding logging code to the strats, so we can then analyze them in SQL AS.

Yes, file cache. It doesn't have to be cached in memory, just cached in a way to prevent the entire run from having to be repeated.

Mike

Big Mike 

Yes, file cache. It doesn't have to be cached in memory, just cached in a way to prevent the entire run from having to be repeated. Mike

In general, do NOT make backtests IN Ninja, as well as optimizations. Start another piece of software (transpatrently in the background if you ahve to).

Allow acktests and optimizations to be executed from the command line Makes it a LOT easier to build a workflow around it. Now, particuarly due to Ninja's very "interesting" attempts to be smart: command line means Powershell, not some third party stuff, not some arcane thigns noone else has used for 10 years. Powershell.

This would allow for easy distribution of backtests and optimizations over multiple machines

Unlimited levels of depth on the DOM configurable per instrument, right now 10 is common perhaps one day more will be.

Mike

BM,

Right click on the DOM window & click Properties. Go to General Tab, Number of price rows. And you can change the number of rows needed. I'm not sure if what you mean by depth is equivalent to no. of rows. If so, this is what I've discovered for NT7.

By the way, off topic for a while. I'm new to this forum & after reading up more threads, I think I would like to support this forum by being an elite member. I don't have a pay-pal account. How can I register as an elite member? Is it safe to pay by credit card?

Currently we can call an ATM from a strategy which is nice. But, what I'd like to do from Chart Trader is define an ATM and be allowed to select a custom script that manages the trade after entry. Example: I use Chart Trader and have an ATM with a stop and target defined. Further what I want to do is have a trailing stop based on a moving average of some kind. So, I create a script that moves the stop every bar based on the moving average and when I set up the ATM, I select this trailing stop script.

That is something I've wanted for a very long time as a way of doing something that I want to do as opposed to what the predefined things that the ATM interface allows.

Hope that makes sense.

Mike

@NinjaTrader

The highest granulation time frame which NinjaTrader currently offers is up to second. NinjaTrader will round it off to the second even if your data feed provides say milliseconds granularity.

I would like to see NT support higher granularity than seconds.

If you use any type of tick built bar , the bars can change if you refresh or reopen a chart.

After the close , if you try to go over trades you took that day, the setups you saw during the trading day may not show up.

ThatManFromTexas 

@NinjaTrader The highest granulation time frame which NinjaTrader currently offers is up to second. NinjaTrader will round it off to the second even if your data feed provides say milliseconds granularity. I would like to see NT support higher granularity than seconds. If you use any type of tick built bar , the bars can change if you refresh or reopen a chart. After the close , if you try to go over trades you took that day, the setups you saw during the trading day may not show up.

It is my understanding that Ray has already said NT8 will use the 'ticks' timestamp. Not to be confused with market data ticks, timing in ticks is an extremely precise way of measuring time. It will then be up to the data feeds to improve their resolution.

Mike

Big Mike 

It is my understanding that Ray has already said NT8 will use the 'ticks' timestamp. Not to be confused with market data ticks, timing in ticks is an extremely precise way of measuring time. It will then be up to the data feeds to improve their resolution. Mike

As long as the bars quit changing... however they do it... works for me

from the chart trader OE window a button for buy mid-point, sell mid-point please.