Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now, It is Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
Available coupon codes for premium Elite Membership:
If you are a researcher and pay attention to details, you qualify for our 10% discount - "CHARTIST"
If you are a veteran or in public/community service, you qualify for 15% discount - "PURPLECHART"
If you are 60+ years old, you qualify for our 20% discount - "WISDOM"
Discounts are based on the honor system. If we can't trust you to do the right thing, please move along.
(If you already have an account, login at the top of the page)
Optimization: Instead of using optimization types, NT8 would introduce read-write Fitness property within both strategies and indicators, and let traders update it in OnBarUpdate. There's simply no reason to use completely separate class for what is just passing of one single value. This would simplify programming and give traders more flexibility.
Can you help answer these questions from other members on NexusFi?
Ability to create more market replay accounts. For example, Replay102, Replay103 ...
Ability to run multiple co-dependent strategies simultaneously in BT and optimizer... as strategies would passes values to/from each other.
Batch download of market replay data. Right now, you can only download one day at a time. It will be great if we can download, let say, the whole contract of ES0911 from 6-11-11 to 9-11-11.
The following 6 users say Thank You to dankoo for this post:
Code editor: right-clicking on a variable menu offering an option to have the system auto-generate property for it. System would prompt for the name first (default name in the box should be provided). Essentially, to do automatically what we are doing now manually, once we decide to expose some local var as property.
Global cursor should definitely not act automatically. Synchronizing trigger should be configurable: what keyboard key and/or mouse action should trigger it. For example, keep it inactive while selected, until I press e.g. Ctrl + Shft and left-click on one of the charts - then all other global-cursor-selected should sync. It's a nightmare right now - charts jumping around just because I moved my mouse over one of them while trying reach Excel or Outlook.
Also, global sync should try to move other charts' target bars to be in the same relative position as on the main chart. For example, if I clicked on one chart 1/3 away from the left margin, all other charts should sync and make the target bars 1/3 away from their left margins too. That way, if I want to see what's after and before some bar on the main chart, all synced charts should show me the same. Right now, most of them are just shown right next to the left margin. Feel free to ask for clarification if this isn't clear.
The following 3 users say Thank You to AdvancedIndicators for this post:
Code editor: If code region is expanded, it should not be automatically collapsed after recompiling. It's annoying when I'm editing properties and forced to expand and scroll after each compile. Right now, I delete region lines every time I create an ind/strat.
Code editor: Auto compilation and showing errors is not helpful - as soon as I start typing and pause to think, there's an error for there's nothing yet. Unless you can imitate Visual Studio in this regard, just turn off auto-compilation and leave showing errors after I compile. Or leave it as an option (default = off).
The following user says Thank You to AdvancedIndicators for this post:
Code editor: Refactoring: aside from creating properties (one of my prior postings), other nice refactoring feature should be renaming variables. Those two I'd use the most. Renaming shouldn't be as hard to implement with Compiler-as-a-service in .Net 4.0
Imagine if you could take any pattern you want as long as it is within a reasonable amount of bars and with either a copy or paste of the setup or writing it in without code such as. whenever price gaps down at the open then has 5 or more bars in a row that are engulfing bars (solid or almost wickless) that get larger with 1st 3 bars followed by a doji or any stalling pattern you wish....this would be an amazing tool in any market, but especially in stocks where gaps can often offer the most reward in the shortest amount of time, dollar for dollar.
Imagine having 3 present patterns that you would be alerted to and then you could have every day, the 3type bars that made up the previous longest run of the day, to have that automatically ring an alarm if it sets up like that again for that particular stock. And no coding necessary! Thats what I want and in fact will have one day as I slowly assemble my team I write about so often. But if I have to have someone on hand to code it, thats ok too. But for now, being I know no coding, want the 1st request. -)
