C# before NinjaScript for a beginner?

[edstaffin]

Can you get different trades with multiple runs using the built-in SampleMACrossover strategy?

• If so, can you let us know what conditions you used to get this to happen?

If you make a chart with two SMA indicators, with periods matching your SampleMACrossover's periods, and you compare your chart with your result, do you see trades on every crossover?
I'll get back to you in the coming week on this one.

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
Ninjatrader Continuum.

• IMPORTANT: if you would like backtest results to be repeatable, I would like to recommend that you DO NOT use the Simulated Data Feed. Backtesting this way is a terrific way to "smoke test" your strategy - in other words "turn it on and see if smoke pours out", make sure it runs at all - but will test your strategy against random market conditions. I highly recommend if you do not have a live data feed using the Market Replay (Playback in NT8) connection.

I have used both live and market replay data. I have not used simulated at all.

What instrument(s) (and expiry if applicable) have you selected?
ES 3-17, ES 12-16, ES 9-16. ES 6-16 back to jan 2015.
CL from current back 2 years.


If you are using NinjaTrader 8, have you tried using either Tick Replay or High Fill Resolution? These may dramatically improve the reliability of results, especially surrounding intra-bar data in situations like what you described.

I have tried using tick replay but it's so slow to do that it is almost unusable.
I will send the other stuff you requested during the coming week.
Thanks ... Ed

[NinjaTrader_JessicaP]

I appreciate your taking time to review your system, and look forward to assisting you in improving your strategy analyzer's performance.

[ShatteredX]

I just went straight into NT programming without a background in C#. I already had beginning C++ skills so that helped for sure.

If you do choose NT, the Reference Samples section of this forum is essential reading for automated strategies.

Also, searching this forum to debug errors in your code. Pretty much every glitch in my code I have fixed by finding old threads here.

[tradesmart]

I just went straight into NT programming without a background in C#. I already had beginning C++ skills so that helped for sure.

If you do choose NT, the Reference Samples section of this forum is essential reading for automated strategies.

Also, searching this forum to debug errors in your code. Pretty much every glitch in my code I have fixed by finding old threads here.

Yes, indeed. I, too, just dove in head first to NinjaScript, knowing nothing about C#. I do have a programming background in other languages, though, so for me it was mostly a process of getting familiar with how to get 'er done in NT, picking up relevant C# knowledge as needed from this and other fora.

[koganam]

Thanks for the reply Ed, and all. Seems like I might be better off doing what Michael the founder of Quantstart did, build my own backtester, optimizer, execution engine in Python. I have been impressed with his site and the information. At the end of the day, Python is supposed to be easier to learn, though not as powerful as C#. He seems to be willing to share some code for things he has done.

Just curious about your choice, which of course, is validly yours, but are you saying that you would rather build an analysis/trading framework from scratch rather than leverage a mature one?