I posted earlier about how few problems I've had with NT. Now, I'm having problems with some of my more recent strategies. Figures.
They all revolve around backtesting. The results from backtesting the same date versus live trading that date and even downloading "Market Replay" data can be quite a bit different from one another. Not only $$, but number of trades and entry/exit times can be completely off.
Is/has anyone experienced big differences (more than merely slippage) between results of backtesting and live trading (with calculate on bar close true)? I'm using tick charts on this particular strategy that is causing so many headaches.
Thanks for your insightful comment Mindset. It seems to me that I am too much looking for the Holy Grail, not in a incredible profitable strategy, but in a 'perfect' or 'even better' backtest software tool, with even more gimmicks. :P
Assuming they do an RC2 before going to final, I would say end of November. But it could be tomorrow, there is no telling. The original NT7 was due out December 2008, then June 2009, and etc etc etc... if I recall.
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Need help? 1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first. 2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses. 3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make. 4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance. 5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers. 6) Help using the forum? Watch this video to learn general tips on using the site.
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The way they had to work true 22 beta's so far on a period of 2+ years to release a 'release candidate' says enough.
I released many software versions of many products in C, C++, J2EE and ASM. There is no release that needed 2 years to bugfix. Even not the programs with teams of over 40 programmers and more than 10million lines of code.
It's just another proof of how incompetent their programmers are. And we are running it to make money ?
I'm currently testing both MultiCharts and SierraCharts.
I'm not getting on very well with MultiCharts and don't like their programming language much, but SierraCharts seems to be really good. I'm constantly surprised how quickly the charts load and indicators respond, after my three years experience with NT.
I also like the C++ programming and small footprint of SierraCharts and so far it seems to be rock solid. For autotrading it seems to be the best of breed and only costs $40 per month.
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