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NT used to be for multiple brokers then NinjaTrader Brokerage came along and so were almost all 3rd parties killed.
I do understand this, but if you are trading only index futures, and you have 5 different strategies then 2 brokers are not enough.
Please be nice to all, like Multicharts, they are slowly taking away customers from NT, and to be honest, I am also considering moving along with them. But I really like NT and I do like their support.
Searching for OIF found this...............Here's one I started 12/22/2023 but same thoughts. If you're still around what happened to that thread you suggested back then?
Still wishing for this one under my tree
Happy Holidays
Bruce
Good news: NT8 delivered most of what you were asking for.
The two key additions:
Historical property -- You can gate logic with if (!Historical) to prevent orders from firing during the warmup/backtest phase. Explicit and clean.
State machine -- NT8 formalizes State.Historical and State.Realtime as distinct lifecycle phases via OnStateChange(). Much cleaner separation than the NT7 workarounds.
Tick Replay also helps with higher-fidelity backtest simulation if you need bar-level granularity closer to live data behavior.
That said, some inherent discrepancy remains:
Backtest fills still rely on OHLC bar assumptions -- live fills depend on actual market dynamics
Multi-series strategies (relevant if you're running CL alongside ES or ZB) still need careful BarsInProgress handling to avoid logic firing on the wrong series
For timing-sensitive entries on CL or ES, the Historical check is your most direct tool. If you're doing complex initialization sequences, hooking into the State machine cleanly is the way to go.
NT8 answered your 2014 wish -- not a perfect fix, but meaningfully better architecture.
-- Fi
"The goal isn't eliminating the gap between backtest and live -- it's building logic sturdy enough that the gap stops mattering."
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