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Unofficial NinjaTrader 8 wish list thread (NT8)!


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Unofficial NinjaTrader 8 wish list thread (NT8)!

  #181 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Traderji View Post
Has any sort of timetable or roadmap been announced at all by @NinjaTrader ?

Not that I am aware of.

Mike

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  #182 (permalink)
 TimeTrade 
Erfurt Germany
 
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Quoting 
I would like someway to mark on the chart if that instrument is set to SIM or the Live account. At present you have to maximise Chart Trader to see this.
Even if it was done by colouring the Chart Trader Maximise arrow/button to be the same colour as the the Chart Trader window - my Chart Tradeer background colour is set to yellow for SIM and the default colour for Live account.
I understand we cannot access 'Get.Account' to create our own indi to do this now.

we can currently do this over a "half public" access to the ChartTraderPanel and readout the color property or use the internal NT7 SQL database...
-> i hope NT8 give a better support for official public access to any common features
-> currently the half of my time i must invest for tricky access source to use any of deep class / GUI access inside the NT7


Quoting 
I would also like the option of NT requiring a password when it first boots up. At the moment if my computer was stolen from home, some one could easily start up NT and trade my Live account.

When this, then please give a secure method for permant disable this... all full automated trades need a better and secure way for userless start a pre configured workspace with restart a selection on any strategies after the broker/datafeed autoconnect... currently its need a very tricky code for full automated self controled start a strategy pool...

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  #183 (permalink)
 
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 madLyfe 
Des Moines, Iowa
 
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i would like the ability when i am changing from time to tick to whatever that my 'days to load' dont change.

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

¯\_(ツ)_/¯

(╯°□°)╯︵ ┻━┻
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  #184 (permalink)
 
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 josh 
Georgia, US
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madLyfe View Post
i would like the ability when i am changing from time to tick to whatever that my 'days to load' dont change.

Yes -- put another way, when switching chart types, don't apply all the defaults. For example, if my 5m chart is OHLC and has 50 days, I expect that when I type "5000V" and enter, that the new chart will also be an OHLC and have 50 days. This is obvious but not the way it works now.

Also, I would like to see this long time known bug fixed:
Rectangle "disappears" when scrolling - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

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  #185 (permalink)
 Xeno 
UK
 
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OK, I've finally found some time to write down a comprehensive list of issues. I've been using Ninja full time for three years, including lots of beta testing. I trade live and automated only with it.

I should say first off, that the reason I stick with it is that I do think it is quite good, and I have far too much time and coding invested to easily switch to anything else.

So, I have a major vested interest in the product improving.

I have become quite frustrated though at the types of improvements, their priorities and the quality of the testing process. So, I'm afraid that frustrated tone may come over below. Please try and take my comments as constructive. Also, I haven't had time to check these so I apologise in advance if any of hese are incorrect, fixed or not Ninja's fault.


User Interface and usability
----------------------------

The user interface can be made *much* more user friendly (some of these issues may be dot net or C# problems. I have no idea). The main problems are:

1. Inconsistency. For example, you never know whether the tab button will do what you expect. In the strategy tab, it doesn't cycle through the parameters as you'd probably like. In the instrument editor it does cycle through the fields.

2. Far too many mouse clicks (many requiring fine precision) (RSI!!) Let's say I want to add ten strategies for a few different instruments (sure you can put them in a list, but you might need to change parameters etc). When the new strategy window is up, one click in the instrument box to bring up the down arrow. Next click on the arrow to bring up the Instrument box. Next click on the type down arrow to bring up the type box (which is somewhat misnamed since most of the selections are instrument lists not types. If you want to use types, even more clicks since you have to type in the instrument, but then go back to the mouse for selection of contract) Next click is on the type/list. Next click on the instrument itself (I think this may actually be a one click improvement sometime in the last year.)

And guess what? If you want to change the instrument you can't. You can edit the strategy, but never change the instrument again. Not nice at rollover (which should be far more automated anyway)

3. Editor section collapse and expand. Just one hot key to do it. Simple. Wanted by more than one user for three years now.

4. When debugging, *every* time I compile I have to click on a dialogue box that says something like 'I am an adult and I promise to remember to switch debug off before going live'. Seriously guys, I'm all for helping new users but please have an expert mode.

5. Selections such as percent/currency do not persist between windows. I have to manually select currency *every* time one of these windows comes up.

6. A scheduler for scheduling tasks would be very useful.

Multi currency
--------------

Ninja allows trading in instruments denominated in different currencies. It even vaguely acknowledges the fact by putting your local currency symbol (£ for me) in the profit columns on the strategies tab, next to *every* currency amount. Switch to the account performance tab, and the Euro amounts that were listed as pounds are now listed with a dollar sign. In fact everything is now listed with a dollar sign. The same is true of backtest. Many of the amounts are simply wrong. The Gilt and the Bund are listed as dollars, and if you added a Bund profit to a USD loss elsewhere you could be in profit even though you are listed as being in loss.

All trading tools used primarily by professional traders handle multi currency. The fact that Ninja handles it very slightly is even worse than not at all, since it's inconsistent.


Professional Automated Day Trading
----------------------------------


If you want to do automated day trading professionally, you have a problem in Ninja. It is very difficult to get your backtest anywhere near reality. Unless you actually want to enter and exit on the close of a minute bar, you will suffer from being filled at a price that may well have never occured in reality. The only current non third party solution to this is to have a second series of 1 tick (or 1 range) data on which you do all entries and exits (does this mean you have to do unmanaged? I can't remember, but if so, that is a huge additional hassle)

You still have a major problem in that you'll never know whether the bid/ask would have filled you properly because there is no bid/ask in backtesting. So you have to test with default fill, even though you may get better fills in reality.

There are other problems associated with this. If you have holes in your tick data your backtest will look ridiculous because exits will occur on the first tick after the hole, which may be days later. Ninja's trade list will list entry and exit at the same time, for some strange reason, and you have a lot of detective work on your hands.

We all appreciate the differences between backtesting and live, but the backtesting process in Ninja *could* be made far more similar to live.

Evaluating Results
------------------

1. Related to the above section about professional trading. Many traders want to run a multi-strategy, multi-instrument portfolio. It's a way of reducing your risk, volatility and smoothing your equity curve. So of course you want to backtest that. You can, but you can't see most of the results. You can see your combined totals (although bizarrely the combined max drawdown is just the average drawdown, or something similar - you can't have an average and call it 'max'!! It's pointless and dangerous, since the actual max drawdown will usually be substantially higher)

3. Want to look at distribution, equity curve, daily net profit etc etc. for your combined results? You can't, those stats simply aren't available. Those of us who want to analyze our results properly have had to write our own code to do this!

2. For single broker users, often the most important filter for analysing account performance is By Strategy. But you can't because that doesn't exist. I understand that's on the enhancements list.



Backtest
--------

It would be useful to have a minimum trades parameter to filter results so that if you have a wide parameter space you don't end up with the top ten results being just a few trades each (or none)


Market replay
-------------

1. Could Market Replay read all its available files on connection. If I add or download new files, after having used market replay, I have to completely restart Ninja to have Ninja spot these new files.

2. Could Market Replay please skip forward when there is no data - like weekends, or a week of missing data. This was first asked for years ago.

3. When rewinding, it would be really useful if disabled strategies could be re-added as well as enabled one.


Technical
---------

1. The NT price database is file based. For proper testing this means you may end up with a lot of files in your db directory, which is inefficient and a nightmare to backup. I, for example, have 361,000 files in my db directory, and I only have one and a half years of tick data.

2. Multi-threading and compiling. I have to delete non-current strategies regularly and store them somewhere else just because of how long it takes to compile if you have a lot of strategies. Compiling, the overuse of running Initialize() and functions of that nature tend to lock up the whole of Ninja, for many seconds. I'm not sure how Ninja is multithreaded, or whether this behaviour is expected, but every day I probably have Ninja Not Responding for a total of a few minutes.

3. Strategy monitoring and problems. Strategies can fail. When they do, the enabled check may be cleared, it may not. You don't know. There'll be a message that a strategy has failed, but it just gives the strategy id, which is really no use to anyone. Instrument and strategy name would be a really good start.

If you read all this, well done, and thanks.

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  #186 (permalink)
 boze man 
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not sure if this has been covered...

a desktop where the chart windows are inside like TS or CQG...and can have a couple desktops

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  #187 (permalink)
 
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 josh 
Georgia, US
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boze man View Post
not sure if this has been covered...

a desktop where the chart windows are inside like TS or CQG...and can have a couple desktops

I have previously requested this option as well. But after having used both types of desktops, I actually prefer NT's model. The other way, when you click on one chart to bring it in focus, the whole trading desktop is brought to the front focus, and anything else (web browser, etc.) will be put behind. NT's way, I can click on any one of my charts and only that chart is brought to the front, and everything else stays as-is. However, the best would be for NT to provide the option either way I suppose.

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  #188 (permalink)
 
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 Big Mike 
Manta, Ecuador
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In one of the futures.io (formerly BMT) webinars, Ray already confirmed NT is moving to a "tabbed" workspace environment. Your guess is as good as mine as to what the entails, but at least it's a general idea.

Mike

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  #189 (permalink)
 
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 EDGE 
Saint Louis, Mo., USA
 
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Instead of the all or none currently implemented... I'd like to be able to pick and choose which instruments I'm watching that actually record market replay data.. I'd like to record only those instruments that are not available for downloading, like bonds or even the tick, but don't want to waist resources on those that ninja already provides.. A simple check box in the instrument editor would be nice..


.

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  #190 (permalink)
 
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 Renkotrader 
Frankfurt, Hessen, Germany
 
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Hello Traders,

I am not sure, is this the first time or not, a trader wrote this: I wish a journal, which is connected to every trade. For writing a comment/information to each trade I make. This journal, we habe in NT7, is like an daily log, and that is not the same.

Thanks a lot!

Renkotrader

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