Webinar: NinjaTrader 8 Preview - Strategy Analyzer, FX Board, ATM Strategies

[puma]

What was the part about no account grouping ?

Are multiple accounts and simultaneus trading into multiple accounts still a feature in NT8 ?

Will this be canceled ?

Is Ninja giving up on professional traders ? What am I missing ?

[RBear]

I didn't hear this addressed. Will NT8 allow the adding of multiple symbols/timeframes to a strategy with custom session entirely through code. There is a limitation in NT7 where you must place it on a chart if you are using multiple symbols with custom sessions.

Thanks!

[Big Mike]

One of the ideas I liked the most was the version control within the Strategy Analyzer, maintaining each old script and parameters for you. This is much better than having to rename the strategy over and over again while you test out ideas or add new features, but end up breaking something and need to revert.

Mike

[Big Mike]

@NinjaTrader,

Will we finally be able to 'officially' have spaces or underscores as strategy or indicator names, without having to do it manually within the editor? I'm talking about the current NT7 limitation when creating a new strategy and not being able to put a underscore in the name. If you open the NinjaScript and edit it manually, it works fine, but the GUI won't allow it.

Mike

[whitmark]

We all can look forward to many exciting feature enhancements to the NT8 Strategy Analyzer. Listed below are my notes based on a review of the recorded webinar so please treat it as an unofficial list keeping in mind it may not be exhaustive and other topics were discussed.

1. Improved workflow with tabs for multiple analyzer runs.
2. Monte Carlo more accessible in selection menu.
3. New "Optimization Graph" (TBA).
4. Market selection will be on right hand side vs left hand side in NT7.
5. New Backtest Type: Standard, Optimization, WalkForward Optimization, and MultiObjective (TBA).
6. New history of standard backtest and optimization runs with that include NinjaScript archive.
7. New historical fill processing for order fill resolution. Standard (bar-by-bar) or High (more granular secondary timeframe).
8. Added Sortino Ratio, Ulcer Index, R Squared performance metrics.
9. Added Total Slippage metric.
10. Added # of Even Trades (separate from Winning / Losing metrics).
11. Drive equity curve graph by specified period (daily, weekly, monthly, yearly, trade, half-hour, hour, day-of-week).
12. New strategy templates available to save and load strategy parameters and strategy analyzer settings.
13. Can have any number of strategy templates for a given strategy.
14. Rewrite of backtesting algorithm to enhance handling of intrabar order generation and fills during a backtest.
15. Will support enum and bool parameters types when optimizing.
16. Custom optimization fitness functions will be officially supported.
17. Improved genetic optimizer that will take advantage of multiple cores.
18. New genetic optimizer termination method if results not getting better after each generation.
19. New genetic control parameters (TBA).
20. Can get the same type of analysis within the Account Performance for discretionary trade history.
21. Unclear if custom bar types (e.g. UniRenko) will be supported. The new "High" order fill resolution may help obtain realistic order fills on these exotic bars.
22. Improvements made relative to NT7 on the right-click export from grid to Excel.

Thanks Ray! Perhaps next time you can show off the Walkforward Analysis Optimizer. In particular, it would be nice if the WFAO could walkforward the top N optimized results and not just the top one optimized result.

Whitmark

[NJAMC]

Big Mike 

One of the ideas I liked the most was the version control within the Strategy Analyzer, maintaining each old script and parameters for you. This is much better than having to rename the strategy over and over again while you test out ideas or add new features, but end up breaking something and need to revert. Mike

Agreed,

I think this will save time "Rerunning" tests to figure out what I originally did. Also, the code management is pretty nice. Sounds like it will save the actual NinjaScript so I can screw it up in a newer revision!

[NinjaTrader]

Big Mike 

@NinjaTrader, Will we finally be able to 'officially' have spaces or underscores as strategy or indicator names, without having to do it manually within the editor? I'm talking about the current NT7 limitation when creating a new strategy and not being able to put a underscore in the name. If you open the NinjaScript and edit it manually, it works fine, but the GUI won't allow it. Mike

Underscores are supported in NT8, spaces are not since indicator names are also used as the actual "class" name which do not support spaces.

[NinjaTrader]

RBear 

I didn't hear this addressed. Will NT8 allow the adding of multiple symbols/timeframes to a strategy with custom session entirely through code. There is a limitation in NT7 where you must place it on a chart if you are using multiple symbols with custom sessions. Thanks!

Yes, this will be supported through code in NT8.

AddDataSeries(string instrumentName, BarsPeriod barsperiod, string sessionName)

[Big Mike]

There is another webinar with Ray from NinjaTrader on Wednesday, Dec 11th @ 4:30 PM ET.

This webinar will cover the NT8 SuperDOM as well a detailed look at the NT8 NinjaScript changes. It is highly recommended to be part of this webinar if you are an NT programmer.

Link:
https://futures.io/ninjatrader/29824-webinar-ninjatrader-8-preview-superdom-ninjascript-w-raymond-deux.html

Mike