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Does this mean we don't absolutely need NT to fix their bid/ask ordering in order to code strategies that use bid/ask data for indicators and filling orders more accurately..... Is it possible we could use COMCD data for this?
Recording all the data and making it available would be a challenge, but perhaps not as insurmountable a challenge as getting NT to change course of their development.
After some thinking I don't think this will work, because I don't think you can get intrabar fills on historical backtest. It would be logical you are always filled on next bar, so I don't think you can simulate intrabar fills.
Or you could completely monitor trades by yourself without EnterLong() or EnterShort(), outputting PnL in the console. But bye bye fancy stats and optimizer.
Sorry :-(
First let me just say thank you for your generosity in sharing your work with everybody in the NT world. I don't know if I can figure out how to use these codes with NT so I can't even imagine how long it took you to build them. I just switched over to NT7 from MT4 and I'm quite surprised at how long it takes to load charts when all I have on them is a few exponential stochastics and bollinger bands, wow, could I do it with a calculator that fast.
I don't think I'm going to risk the rather fragile and seemingly shaky state of the platform at present. It seems she can't take much more already. Adding custom codes sounds like a lot of fun and I'm wishing I could check it out. I did a demo of Market Delta and was quite impressed, is the Gomi CD similar? And why does the recorder need to be on 24/7 if Zen Fire saves tick data already. What does one do if they experience a power or inet outage, as I do on a regular basis?
Is this thread still going? I have some big areas of missing data in my 6E Gomi Folder. Can't seem to find Ztrader's post about backfilling the GomFolder with the replay function. Can anybody point me in the right direction?