Obvisouly, filtering out tricky volatility, thinner liquidity times can cut quite a lot of random risk which is not always properly controlled with every system around. I've seen it improve results quite a bit on some forex robots, at least.
There exists tools announcing upcoming news releases with written, visual and sound alerts ...but is there a similar helper that permits to isolate those news events processing historical data (during backtests, optimisations, etc) prior to the events (not using some "real-time" workarounds that leads to rework logics backwards) on some long enough span time ?
Thanks for your nice comments on the suite designed by @Jura proposed in the link you mentioned.
I would like to highlight that the "Java part" (my small part of the work) is not specific to MultiCharts.
It is independent of any trading platform and just downloads economic events proposed by Forex Factory Calendar back to 2007 and stores them in your computer in easy-to-read text files:
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).
So, if you want to minimize your work in Ninja Trader, you could use this existing Java tool.
In your NT strategy, you would then read the .txt file in order to avoid trading when it is the time of news with possible high impact.
The following 2 users say Thank You to Nicolas11 for this post: