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Webinar: NinjaTrader 8 preview discussion with Raymond Deux (CEO)
It is my pleasure to welcome back @NinjaTrader's CEO, Raymond Deux, on Wednesday, February 27th @ 4:30 PM ET.
The topic for this webinar is simply "NinjaTrader 8", I don't have further details at this time but I do expect the webinar will be similar in format and discussion to the last webinar from Ray, which is here if you missed it:
I won't be able to attend the webinar live due to timezone constraints, but would appreciate it if Ray could be asked if there are any planned features around portfolio backtesting in NT8.
Specifically, I sorely miss the ability to backtest a set of strategies on a set of instruments and be able to view combined portfolio statistics like equity curve, max drawdown, max time to recover etc.
"Specifically, I sorely miss the ability to backtest a set of strategies on a set of instruments and be able to view combined portfolio statistics like equity curve, max drawdown, max time to recover etc."
This i also what i want as at moment i have to take it out of ninjatrader. Also with the combination it would be nice to have all the trades listed in the combined resultset.
This could assist with off line processing of trades and too see the actual drawdown of the mixed instruments being traded. As it stands you can only see per instrument (trades) at the moment so you only have drawdown per instrument at present and then have to manually export all the trades and import into excel too see the actual drawdown. This is a basic fitness test for testing out diversification benefit also it would be easier then to see correlation impact of strategies.
Also references to be added (with little work) are sortino, calmer ratio, std deviation of trade results and downside sharpe.
Also the ability to run two sets of strategies at the same time using the default stop managed orders would be nice (for pretty graphs etc) (id assume this is an unrealistic expectation this last one however should be present).
Also indicators ARMA & Logit could be present by default .
Can anyone point me towards an existing application or Excel VBA or otherwise that will allow me to take multiple exported NinjaTrader backtest results (the trades detail), and import it and analyze it for correlation (high/low watermark, drawdowns, overall …
For this webinar I will discuss NinjaTrader 8 improvements/changes in the following three areas:
- Playback (previously called Market Replay)
- Market Analyzer window
- Account Performance window (previously the Account Performance Tab of the Control Center window)
As always, I am excited to present to the futures.io (formerly BMT) community and look forward to the webinar.
- will NT8 support simultaneous live connection to futures and forex data feeds, say CQG and FXCM streaming simultaneously?
- will we be able to download market replay data for more than one day at once, several instruments at once?
- server side OCO orders for Rithmic and CQG ?
- any changes to Static superDOM? MC, and other platforms seems had found workaround for "Dynamic" as semistatic, etc?