I JUST found this site called MarketReplayData.com that lets you download a DOWNLOADER for Market Replay data that will BATCH DOWNLOAD a bunch of days of Ninja 7 Market Replay data == all at one time - in one super fast download.
Now I have never used them -- I was wondering if anyone here has used any of these Batch downloaders for market replay data.
Are they safe to download? Do they work?
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I use it. NinjaTrader mention it on their forums and on the last presentation they did here I think they also mentioned it as an alternative to download replay data.
Yeah it works; about a million times better than downloading 1 day at a time, 1 instrument at a time. I don't know about it being safe (what program is tho? ) but NinjaTrader themselves giving it a shout out was enough assurance for me.
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Yes they are working well
and even their support works well !
I encountered a problem, due to myself and a limitation in NT
The only thing you MAY NOT DO, is click everything and download 15GB of data like i did.
Then NT will not correctly load the data and things will not works
You can however move the data to another place on your HD, once you have downloaded
at one moment in time the replay directory should not contain 'too much' data
i can not quantify what is 'too much'
Since i know this limitation it has worked perfect for me
It is recomended after that you have downloaded the data, to exist and restart NT
you are absolutely right and for my project this has worked fine
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I am working on a couple things in various dimensions in parallel.
At the very beginning, i am working on an automated trading BOT for a method that takes some time to learn, but in discretionary mode, as a human being, the results are not bad, but however trying to convert this into a fully automated strategy, you quickly realize how difficult it sometimes can become to translate something into explicit coding. A good thread about the method is ATM Trading Method Vendor Free @masood is definitely the best teacher there, subscribe and follow his trades.
While developing my strategy i came across two areas where i wanted to do more research/development
- At some point of time i wanted to avoid a trading strategy with +1000 different small rules. I have been playing with neural networks and was successful on getting the encog neural networks activated in NT live trading signals for additional scoring. It is still work in progress, my biggest hurdle being, that my days only count 24 hours... Need lots of more time to work on all my ideas. But i have a stand alone program listening on a TcP/IP socket that scores on the fly trade setups, I will post more when i have time.. It is a concept that needs more analysis and more futures.io (formerly BMT) brains to think about and contribute. We would need a demystification seminar on Neural Network, too much developers are scared about neural networks.
- Secondly i have run into a limitation of the maximum X500 replay speed of NT7 (NT8 will not have it). From there started my idea of creating an external back-test tool, to be able to test much faster filters, on data which does not changed once the indicators have been calculated. If you do replay, the indi's are time after time calculated. I have once logged those values in a file and i am working on a back test completely outside NT. It will use a DLL containing the trade signal generation, that is reusable in my strategy, it's an example of object components put in a library (class library)
The limitation of having too much data in the replay directory comes from the structure. It is a directory structure with individual files. I understood (an i have seen) that if you put to much files in the directory, then you get errors where NT says that the files are in wrong format. Currently i have CL data from December to now and GC data from 1/8/2013 to now, without problem.
When i first saw the tool and noticed its speed, i downloaded almost the complete shop, like a kid in a candy store that has never seen candy before, i download level 1, level 2 for nearly everything, and that doesn't work
it is not a question of hardware, it's more the design of NT that is not made to hold something like 15GB of data,
you don't need that, you put the data elsewhere, and put the data you actively use in the replay directory, no problem at all !
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I know how difficult it is to translate human decicion making to computer..
But wouldn't it be better to just have the computer do 'some of the heavy lifting' like showing you when you should be taking longs only , or shorts only..
and then you do the rest...
That would be a much easier project..
Because there you can apply your other skills for the trades..
I don't think that the big boys have gone that complicated... or else they wouldn't be able to do it.
I think that the financial markets are SIMPLER than people think... it is only that the big boys try VERY VERY HARD to obfuscate that fact and problem.
The big boys buy the living crap out of the market... and then they want it go up... then they have to spend the rest of the time sort of HIDING that fact... but in the mean time == that market is now in an UP Cycle where if you literally bought ANYWHERE in that market... give it 5 , 10 20 minutes or even several hours or days -- you can come back and your position will be in --Profit-- .
That right there is the absolute best way to trade really as far as I think..
because you have to be very careful with the whole making a ton of rules that you are not chasing a ficticious thing that you will never catch you know..
The big boys have to buy or sell a TON of CL or ES etc.. whatever every day.. they then spend the rest of the time making it look like they didn't buy.... then they buy again hard again and the market rushes up ( then people call that a trend - but it really is the final stage part of the trade... then the whole cycle starts over... I don't know if you can program all of that. You may end up chasing a "white rabbit" sort of speak and wasting a ton of time.
Last edited by OpalDragon; August 25th, 2014 at 11:30 AM.