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Can't use Backtest or Market Replay. Someone with more experience, please give advice
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Can't use Backtest or Market Replay. Someone with more experience, please give advice

  #1 (permalink)
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Can't use Backtest or Market Replay. Someone with more experience, please give advice

Could anyone give me an idea on what to do, I'm in a deadlock situation where I can't move forward with the strategy I've been working on for so long.

The strategy is done, it just needs to be properly tested but it doesn't seem to be any option available. What would you guys with more experience recommend me doing?

Leo


Last edited by little leo; March 20th, 2016 at 10:02 PM.
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  #2 (permalink)
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little leo View Post
Could anyone give me an idea on what to do, I'm in a deadlock situation where I can't move forward with the strategy I've been working on for so long.

The strategy is done, it just needs to be properly tested but it doesn't seem to be any option available. What would you guys with more experience recommend me doing?

Leo

Try this :

To change the way the way the simulation engine fills when trading Forex please go to Tools-->Options-->Simulator tab-->Disable "Enforce patials fills"-->Enable "Enforce Immediate Fills"-->Click Ok.

That should solve the issue.

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  #3 (permalink)
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rleplae View Post
Try this :

To change the way the way the simulation engine fills when trading Forex please go to Tools-->Options-->Simulator tab-->Disable "Enforce patials fills"-->Enable "Enforce Immediate Fills"-->Click Ok.

That should solve the issue.


Thanks for your reply, but that only masks the issue, because it won't be a valid backtest with true volume. As it turns out, NinjaTrader has a volume of 1 on Forex that isn't anywhere in the documentation.
Complete screwup on Market Replay, have you seen this before? - Page 2 - NinjaTrader Support Forum

Until they fix this we can't run valid backtests on Market Replay unfortunately.

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  #4 (permalink)
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little leo View Post
Thanks for your reply, but that only masks the issue, because it won't be a valid backtest with true volume. As it turns out, NinjaTrader has a volume of 1 on Forex that isn't anywhere in the documentation.
Complete screwup on Market Replay, have you seen this before? - Page 2 - NinjaTrader Support Forum

Until they fix this we can't run valid backtests on Market Replay unfortunately.

It looks like Fattails is releasing his ana*.* stuff preferentially on his Lizardtrader.com site now (perfectly fair), but not NT8 yet. Probably self-preservation from support queries until its closer to stable.

My two cents as I have bot systems: You may go mad before you work out the rarefied set of circumstances NT7 can be regarded as approximating reality... I have a bank/medical level developer and he kept finding really deep bugs, eventually we abandoned Ninja for a proprietary system.

With so many indicators in your system... you could never trust the results unless you forward test in at least Sim LIVE for as long as you can. Even SIM LIVE is significantly different to actual live on fills. Of course if its a very low frequency system you have an better chance.

Knowing NT, NT8 will be better but somehow... it will also have a crippling deficiency vastly beyond the skills of a non-developer to deduce... Personally given time again, I would have put my effort into finding a better platform. We went the expensive route so I can't advise on off-the-peg but I'd abandon NT 7 unless just doing only forward Sim101 then live testing if you have the equity available to quantify the difference.


Last edited by Rory; March 25th, 2016 at 09:40 AM.
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  #5 (permalink)
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Rory View Post
It looks like Fattails is releasing his ana*.* stuff preferentially on his Lizardtrader.com site now (perfectly fair), but not NT8 yet. Probably self-preservation from support queries until its closer to stable.

My two cents as I have bot systems: You may go mad before you work out the rarefied set of circumstances NT7 can be regarded as approximating reality... I have a bank/medical level developer and he kept finding really deep bugs, eventually we abandoned Ninja for a proprietary system.

With so many indicators in your system... you could never trust the results unless you forward test in at least Sim LIVE for as long as you can. Even SIM LIVE is significantly different to actual live on fills. Of course if its a very low frequency system you have an better chance.

Knowing NT, NT8 will be better but somehow... it will also have a crippling deficiency vastly beyond the skills of a non-developer to deduce... Personally given time again, I would have put my effort into finding a better platform. We went the expensive route so I can't advise on off-the-peg but I'd abandon NT 7 unless just doing only forward Sim101 then live testing if you have the equity available to quantify the difference.

That move must have cost you an arm and a leg! I hope it pays out for you.

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  #6 (permalink)
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No worries, yes its paid for itself many many times.

I guess retail traders without big IT project backgrounds (or similar) are always at a disadvantage with bots.

Its easier to spend a lot of money when you have serious depth of experience of investment and reward with (successful of course) software dev. projects.

In a way I was doing SIM practice for creating TPV bot my whole career.

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