NexusFi: Find Your Edge


Home Menu

 





The Truth: NinjaTrader


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Fat Tails with 120 posts (165 thanks)
    2. looks_two Big Mike with 54 posts (93 thanks)
    3. looks_3 MetalTrade with 43 posts (10 thanks)
    4. looks_4 ZTR with 41 posts (25 thanks)
      Best Posters
    1. looks_one AynRandFan with 34 thanks per post
    2. looks_two Big Mike with 1.7 thanks per post
    3. looks_3 Fat Tails with 1.4 thanks per post
    4. looks_4 NinjaTrader with 0.9 thanks per post
    1. trending_up 361,366 views
    2. thumb_up 802 thanks given
    3. group 145 followers
    1. forum 1,059 posts
    2. attach_file 65 attachments




 
Search this Thread

The Truth: NinjaTrader

  #431 (permalink)
 kevind 
Seattle, WA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Interactive Brokers/IQFeed
Trading: Stocks
Posts: 27 since Nov 2009
Thanks Given: 10
Thanks Received: 68

I've been developing with NT7 since they started the beta program. It's been painful at times, but I believe it's been worth it, because NT7 allows me to implement ideas that I could only dream about otherwise.

With the caveat that what I'm doing is a bit far out of the mainstream, and my current system's status is trading with an IB paper trading account, not yet with real money, here is what I'm doing with NT7:

I have a pair-trading strategy which trades from a universe of 100 stocks on 1-minute bars (all 100 stocks are in a single strategy: 100 1-minute Bars Objects with data from IQFeed). It creates all possible pairings (4950). Each pairing has 1 DataSeries and 2 BoolSeries associated with it, for a total of almost 15,000 1-minute series with infinite lookback.

Once a day, each pair's history is analyzed via calls to compiled Matlab routines to determine which pairs meet trading criteria.

On a faster basis (currently 5 times per day) entry and exit criteria for each pair are recalculated.

Every minute, each pair is scanned to see if has hit a trade entry or exit point. If multiple pairs want to trade the same symbol, the "best" candidate is selected.

NT7 handles all of this easily. I'll be the first to point out that I have more work to do and I'm not yet trading NT7 with real money. But, I have to say, I'm very pleased with the power, flexibility, and performance of the NT7 platform. I don't know that I could do anything close to this on any other platform accessible to an individual trader.

-Kevin

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
How to apply profiles
Traders Hideout
Exit Strategy
NinjaTrader
Trade idea based off three indicators.
Traders Hideout
PowerLanguage & EasyLanguage. How to get the platfor …
EasyLanguage Programming
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
29 thanks
Just another trading journal: PA, Wyckoff & Trends
25 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
21 thanks
GFIs1 1 DAX trade per day journal
16 thanks
  #432 (permalink)
 
nanobiotech's Avatar
 nanobiotech 
Brisbane, Australia
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus/Zen-Fire
Trading: CL
Posts: 670 since Jun 2009
Thanks Given: 134
Thanks Received: 430


ZTR View Post
This is the hardest I have ever pushed Ninja trader. The results are amazing.

Warning: This video has course language so [FONT=Fixedsys][SIZE=3]Tony Dungee [/SIZE][/FONT]would not approve!
If you are offended by bad words, do not watch or turn off the sound.

[FONT=Fixedsys][SIZE=3][COLOR=#800080]http://[AUTOLINK]vimeo[/AUTOLINK].com/14965577[/COLOR][/SIZE][/FONT]

Password: RD46DZ78Bw459NT7B21

Result: NT7B21 is ready for prime time IMHO.

Thanks ZTR, I really enjoyed watching that!

Nano

Reply With Quote
Thanked by:
  #433 (permalink)
 MXASJ 
Asia
 
Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 796 since Jun 2009
Thanks Given: 109
Thanks Received: 800


Slightly OT but I have to ask.


kevind View Post
... analyzed via calls to compiled Matlab routines...
-Kevin

Using COM? I'll become a Matlab owner next week and I'm looking at ways to get them talk to each other...

Reply With Quote
  #434 (permalink)
 kevind 
Seattle, WA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Interactive Brokers/IQFeed
Trading: Stocks
Posts: 27 since Nov 2009
Thanks Given: 10
Thanks Received: 68

No, using Builder NE to create a .NET assembly.

Reply With Quote
Thanked by:
  #435 (permalink)
 
ZTR's Avatar
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
Posts: 2,096 since Nov 2009
Thanks Given: 1,099
Thanks Received: 1,393

39 folks viewed my video and I get one thanks? Really?

This is with Vimeo Stats being down, so I am sure there were more.

R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #436 (permalink)
 MetalTrade 
 
Posts: 1,055 since May 2010


ZTR View Post
39 folks viewed my video and I get one thanks? Really?

This is with Vimeo Stats being down, so I am sure there were more.

Ok, but I have problems with NT that it crashes because I'm doing the most basic things. When I backtest I still get different results.

Reply With Quote
  #437 (permalink)
 
ZTR's Avatar
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
Posts: 2,096 since Nov 2009
Thanks Given: 1,099
Thanks Received: 1,393

Become a discretionary trader - like me. @Big Mike gave me a hard time over wanting to use strats and I finally saw the wisdom of his words.

R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #438 (permalink)
 
RJay's Avatar
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 683 since Jun 2009
Thanks Given: 758
Thanks Received: 787


ZTR View Post
39 folks viewed my video and I get one thanks? Really?

This is with Vimeo Stats being down, so I am sure there were more.


I viewed from your NT forum posting. No place to click thanks there.

Love the videos!!!

Thanks,

RJay

Reply With Quote
Thanked by:
  #439 (permalink)
 
Snoop's Avatar
 Snoop 
Toronto, Ontario
 
Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker: IB, IQfeed
Trading: ES, CL
Posts: 203 since Oct 2009
Thanks Given: 135
Thanks Received: 165

I started in this business 15 years ago programming strategies for a unix based autotrading system (nearly the dinosaur age) and I haven't touched a backtester in years. There are so many ways that Man beats Machine.


ZTR View Post
Become a discretionary trader - like me. @ Big Mike gave me a hard time over wanting to use strats and I finally saw the wisdom of his words.


Reply With Quote
Thanked by:
  #440 (permalink)
stevo7
Atlanta
 
Posts: 2 since Sep 2010
Thanks Given: 0
Thanks Received: 4



ZTR View Post
39 folks viewed my video and I get one thanks? Really?

This is with Vimeo Stats being down, so I am sure there were more.


Fantastic video, Andy! You've restored my faith in NT7!

Thanks for sharing...please keep making more vids with NT7...

Reply With Quote
Thanked by:




Last Updated on April 22, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts