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Kevin Davey is the Founder and CEO of KJ Trading Systems and will be monitoring this thread so that he may answer any questions that you post here relating to his products or services, primarily focused on algorithmic trading systems.
Robots do certain things.
Those things tend to work better in certain market regimes and worse in other regimes
Part of the problem is to detect in what market regime you are and turn the robot on and off appropriately
I'll just add, the obvious pitfall to easily creating a winning with NT testing is that the testing may not be indicative of reality. I could write a small book about the many ways to trick testing tools.
You can easily trick the strategy analyzer using an exotic bar type, or using limit orders.
You can trick the market replay using scalping types of strategies with limit orders by running your code on the OnBarUpdate thread which leads the thread that simulates your fills.
You can trick even the live SIM by canceling orders after they should have filled.
There are very specific assumptions that you would need in order to build a simulation experiment with NT that could pass the test with the live market.
Best of luck!
Ian
In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
Another thing you should look out for is the delay in the chart updating. It's not the same as the actual T&S.
In NT8 there's a fixed delay of 250ms while in NT7 you can take it down to 100ms.
