Unofficial NinjaTrader 8 wish list thread (NT8)! - NinjaTrader | futures.io
futures.io futures trading


Unofficial NinjaTrader 8 wish list thread (NT8)!
Started: by AdvancedIndicators Views / Replies:108,380 / 875
Last Reply: Attachments:48

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 48  
 
Thread Tools Search this Thread
 

Unofficial NinjaTrader 8 wish list thread (NT8)!

  #301 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010
Thanks: 47 given, 101 received


Big Mike View Post
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.

Reply With Quote
 
  #302 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,708 received


NetTecture View Post
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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #303 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010
Thanks: 47 given, 101 received



Big Mike View Post
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

Reply With Quote
 
  #304 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,708 received

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

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #305 (permalink)
Elite Member
SINGAPORE
 
Futures Experience: Intermediate
Platform: TS, TOS, MC
Broker/Data: TOS, IB, TS
Favorite Futures: Options, Stocks, ETFs
 
Posts: 28 since Jun 2012
Thanks: 13 given, 13 received

Futures Edge on FIO

Which products do you trade?

 
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?

Reply With Quote
 
  #306 (permalink)
Elite Member
Lubbock TX
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Stage 5 Trading
Favorite Futures: CL
 
MWinfrey's Avatar
 
Posts: 1,878 since Jul 2009
Thanks: 1,448 given, 3,296 received

Chart Trader Enhancement

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

Reply With Quote
The following 2 users say Thank You to MWinfrey for this post:
 
  #307 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,279 received

TimeStamps

@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.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"

Last edited by ThatManFromTexas; September 21st, 2012 at 12:59 PM. Reason: Piss Poor Typing
Reply With Quote
The following 5 users say Thank You to ThatManFromTexas for this post:
 
  #308 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,663 since Jun 2009
Thanks: 29,045 given, 80,708 received


ThatManFromTexas View Post
@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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #309 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,279 received


Big Mike View Post
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

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
Reply With Quote
The following 2 users say Thank You to ThatManFromTexas for this post:
 
  #310 (permalink)
Elite Member
Chicago Illinois USA
 
Futures Experience: Advanced
Platform: Ninja Trader
Broker/Data: IB
Favorite Futures: duh hammer!
 
wldman's Avatar
 
Posts: 2,055 since Aug 2011
Thanks: 966 given, 2,571 received

Could we have...


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

Reply With Quote

Reply



futures.io > > > > Unofficial NinjaTrader 8 wish list thread (NT8)!

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Anthony Drager: Pulling the trigger with confidence

Elite only
 

Leo Murphy: The Art and Science of Technical Analysis

Elite only
 

FuturesTrader71: Ask Me Anything

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
NinjaTrader 7 List of used BarsType base(PeriodType.?) zacharydw00 NinjaTrader Programming 13 December 16th, 2015 01:59 PM
List.RemoveAt SerCava NinjaTrader Programming 5 June 16th, 2012 06:24 AM
Most recent thread list-home page Hard 8 Feedback and Announcements 0 November 9th, 2010 08:42 PM
FF allows the THREAD STARTER to ignore posters so they can NOT post in their thread. TheRumpledOne Off-Topic 2 September 19th, 2009 01:53 AM


All times are GMT -4. The time now is 08:35 PM.

no new posts
Page generated 2017-01-22 in 0.15 seconds with 20 queries on phoenix via your IP 54.205.13.200