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The Truth: NinjaTrader


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The Truth: NinjaTrader

  #711 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102

This example shows that with NT 7.0 most of the problems of NT 6.5 have been solved, but there are some minor issues remaining.

Trading CL via NT 6.5 / Interactive Brokers was impossible. This is history.

For NT 7.0 there is a workaround for all affected instruments (futures contracts with last trading date prior to the nominal contract month, such as CL, BC, SB ), which works well.

There is only one problem. You cannot rollover on Mondays for instruments which use the workaround. For some reasons the fact that there is no Sunday data causes NinjaTrader to trigger data requests for the old contract, which are refused by Interactive Brokers API.

Workaround: Enter Saturday as the rollover date. This will lead to the expected result, as NinjaTrader will then select Friday's close to calculate the offset.

Edit: Workaround does not always help. Do not select CL as default instrument for start up. Once NT is connected you can switch to the CL workspace without problems. Maybe I do not understand, why it does not load in the first place. It is just sure that it is related to rollovers in mode MergeBackAdjusted. Nothing really serious.

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  #712 (permalink)
 Xeno 
UK
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
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Wtuinvest View Post
Is there any meaningful alternative to ninjatrader ?

I was trying to develop an own tradingframework based on java with calculations done in c++ for my pair trading approach , but its hell of a lot work. It seems that Ninja is simply to slow programm wise to handle any decent calculation amount in realtime ....

I also don't find it slow. It's typically as fast as compiled c# is on your machine. I've had full level 1 and 2 being processed with plenty of calculation in ten strats and hardly a dent in CPU usage.

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  #713 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
Thanks Given: 1,206
Thanks Received: 4,348


I re-opened a thread at Ninja Trader today.

I had another incident while running 5 tick range bars and had two bars print that were much longer than 5 ticks.

I shut everything down and restarted NT , the bars went away.

I wonder if the problem is caused by an occasional spike from Zenfire?

I wonder if it is worth the cost to get a different data feed and see if it makes any difference?

Anyone want to offer an opinion?

Thanks.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #714 (permalink)
 MetalTrade 
 
Posts: 1,055 since May 2010

maybe install the rangenogap bars ?

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  #715 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
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ThatManFromTexas View Post
I re-opened a thread at Ninja Trader today.

I had another incident while running 5 tick range bars and had two bars print that were much longer than 5 ticks.

I shut everything down and restarted NT , the bars went away.

I wonder if the problem is caused by an occasional spike from Zenfire?

I wonder if it is worth the cost to get a different data feed and see if it makes any difference?

Anyone want to offer an opinion?

Thanks.
Attachment 37836

I dont think it is the data feed. You software determines how to display bars. The data feed just sends streaming tick data.

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  #716 (permalink)
 kashter 
Moving
 
Experience: Intermediate
Platform: NT
Broker: Mirus/Zen Fire
Trading: ES
Posts: 82 since May 2010
Thanks Given: 90
Thanks Received: 44

I posted a thread on NT forums about issues causing rectangle objects to draw inconsistently across charts. The main issue is that if I manually draw a rectangle on 30min chart, and try to change the setting to have the End Time into the future, it throws an error. Yet if I draw the same rectangle on 405 min chart, it draws as expected, even if I extend the End Time into tomorrow's session. In both charts I use the "Use instrument settings". Quite annoying.

Unfortunately, NT's response was less than expected. They claim you cannot draw into the future using the "Use instrument settings" session template. Yet this is what I do all the time! Just place a horizontal line on a chart and see where it ends!

I see quite a few issues, and I wish NT gets a better grasp of the drawn objects. Hope the next iteration of NT7 does a better job.

K

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  #717 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
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kashter View Post
I posted a thread on NT forums about issues causing rectangle objects to draw inconsistently across charts. The main issue is that if I manually draw a rectangle on 30min chart, and try to change the setting to have the End Time into the future, it throws an error. Yet if I draw the same rectangle on 405 min chart, it draws as expected, even if I extend the End Time into tomorrow's session. In both charts I use the "Use instrument settings". Quite annoying.

Unfortunately, NT's response was less than expected. They claim you cannot draw into the future using the "Use instrument settings" session template. Yet this is what I do all the time! Just place a horizontal line on a chart and see where it ends!

I see quite a few issues, and I wish NT gets a better grasp of the drawn objects. Hope the next iteration of NT7 does a better job.

K

I have similar issue with ellipses. When I mark up my charts, I draw red ellipses on losing trades. When you draw an ellipse on a chart, then change the chart periodicity, then change the period back to the original, sometimes the ellipses get elongated along the time axis, because they somehow they loose their original sizing data.

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  #718 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
Thanks Given: 1,206
Thanks Received: 4,348


MetalTrade View Post
maybe install the rangenogap bars ?

I tried that... made no difference.


monpere View Post
I dont think it is the data feed. You software determines how to display bars. The data feed just sends streaming tick data.


It appears I "fixed" it. But I still don't know what caused it.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #719 (permalink)
michaelmen
los angeles
 
Posts: 1 since May 2011
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Big Mike,this appears to be the missing link to my future in Trading.I like the diverse info and hope to contribute,

michaelmen

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  #720 (permalink)
 kashter 
Moving
 
Experience: Intermediate
Platform: NT
Broker: Mirus/Zen Fire
Trading: ES
Posts: 82 since May 2010
Thanks Given: 90
Thanks Received: 44


I hear you monpere.

Not sure why these little discrepancies in NT7 objects cannot be resolved. I can only assume, maybe, just maybe, there is a disconnect/misunderstanding between their support team and developers. The drawing objects have been persistent in their inconsistencies and would like the NT rep on this forum to put more emphasis on it in the gathering, understanding and resolution of these matters in the next iteration. Its been sometime since the release of NT7, so it would only be fair if its users are granted a little more improvements on the drawing objects.

K


monpere View Post
I have similar issue with ellipses. When I mark up my charts, I draw red ellipses on losing trades. When you draw an ellipse on a chart, then change the chart periodicity, then change the period back to the original, sometimes the ellipses get elongated along the time axis, because they somehow they loose their original sizing data.


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