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.

• I can't use Market Replay to test, because it has an error that 1 order for 100,000 contracts is being filled 1 contract at a time.
  Here is a 40s video of the problem that I made for Chelsea from NinjaTrader Support.
  Video for Chelsea from [AUTOLINK]NinjaTrader[/AUTOLINK] Support with Filling 1 by 1 problem On Market Replay.mov ? Droplr
  
  I posted this on NT Support Forum but no solution for it, no ideas, no replies, nothing.
  Complete screwup on Market Replay, have you seen this before? - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum. I've sent them emails but I get the standard reply "We're unable to replicate the problem". I've sent them the strategy, configuration file, data etc and so far no solution.
  
  
  
• I can't use intrabar granularity because "Impossible Fills" happen. Impossible fill happening on the same bar for EnterLongLimit - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum. I've also seen this problem on this thread:

  backtesting in NT Did you end up finding a solution for this? I have exactly the same problem Impossible fill happening on the same bar for EnterLongLimit - NinjaTrader Support Forum (

  
  
  
• I can't use NT8 because the indicators I use are not compatible, and converting them is far beyond my skill level.
  fritzagger.cs
  anaZeroLagHATEMA.cs
  anaSuperSmootherFilter.cs
  anaMovingMedian.cs
  anaHoltEMA.cs
  anaGaussianFilter.cs
  anaEhlersFilter.cs
  anaButterworthFilter.cs
  anaBollingerUniversal.cs
  anaADXVMA.cs
  ZeroLagTEMA.cs
  TWMA.cs
  TSMA.cs
  DWMA.cs
  DTMA.cs
  DSMA.cs
  
  

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.

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 - [AUTOLINK]NinjaTrader[/AUTOLINK] 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.