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Gold Coast Queensland
Posts: 2 since Mar 2023
Thanks Given: 0
Thanks Received: 2
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To Elaborate on the problem:
Market Replay - 3 Months of Market Depth data. Plays it back in a "replay" like fashion. Can be sped up but still is very slow to process data and has no optimisation functions avaiable. Uses a function "OnFirstTickofBar" to make calculations on the close of a bar however the indexing has to be changed as it is occuring on the open of the next bar and not the close of the bar the calculations are run on. Can't seem to see how it chooses the time frame when viewing the results on a chart as each trade I open seems to be different.
Strategy Analyser - 1 year of Tick data available. However it does not allow calculations to be made on each tick, it allows on bar close only. The work around is that you have to add a tick data series to the strategy and call on the close of each bar of the tick series. When analysing the results this puts all of the charts as the primary data series (1 tick) making it very slow and difficult to analyse specific trades on a chart.
If an indicator is loaded in the strategy analyser and set to draw on the chart it then has to be manually added when viewing results.
Whatever is loaded as the primary data sets drives all of the bar update state changes, it becomes unnecessarily complex if you want to carry out calculations on the bar close of multiple different time frames.
Overall I get the feeling that Ninja traders Algorithm functionality was an afterthought at best and is really not optimal in the way it handles and queries data.
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