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Posts Made By:
afoschini
Forum:
NinjaTrader
December 4th, 2019, 07:34 AM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
Wow, I see: you implemented a real tool indeed. I...
Wow, I see: you implemented a real tool indeed. I will test it today... the description is juicy and it seems to me you already worked around every issue I found out myself!! Thanks for sharing....
Forum:
NinjaTrader
December 3rd, 2019, 04:35 PM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
Thank you logindejavu27. In the mean time I coded...
Thank you logindejavu27. In the mean time I coded an indicator myself to get the task done, but I will check your reference.
Bye
Andrea
Forum:
NinjaTrader
July 21st, 2018, 01:16 PM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
Yes this is what I am about to do. Market replay...
Yes this is what I am about to do. Market replay replays every contract at the same time. So the indicator will have to switch instrument at rollover date.and dump data in a csv file.will share the...
Forum:
NinjaTrader
July 21st, 2018, 05:21 AM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
Interesting point, altough I already tried some...
Interesting point, altough I already tried some of them and found constraints in the lookback period. It seems reasonable since demo account is given for evaluation purposes only. Anyway I am...
Forum:
NinjaTrader
July 16th, 2018, 02:40 PM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
With backtesting I aim mainly to Statistical...
With backtesting I aim mainly to Statistical analysis over a large number of years and to Montecarlo analysis to identify an estimate of maximum drawdown. NT provide these features with the Strategy...
Forum:
NinjaTrader
July 15th, 2018, 04:51 PM
Replies:
11
Converting market replay data to historical data
Views:
3,532
Posted By
afoschini
Converting market replay data to historical data
Hi,
I have just finished to code my first strategy for NT (intraday ES trading), using market replay to debug code, and now I am ready to proceed with following testing phases.
I have got...
Showing results 1 to 6 of 6
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