NT7 (or NT7.5) Suggestions

[Eddy-2d]

NinjaTrader should have a sensitivity analysis method for it's optimisation features!

Below is a 3D graph of a system using both a moving average DMI parameter optimization results versus net profit for a portfolio.


I got this off
(www)tradersedgesystems.com/aiq/traderstips/aug09/TradersStudio/Figure-3-3D-Parameter-Map.gif
It just begins to show the possibilities we could have with 3d graphs.

It would help us to know how sensitive our optmized parameters are to any changes in another parameter our systems work with or any market characteristic (e.g. volatility) or any of our Trade statistics (e.g. profit factor)....and would enhance our analytics.

Other additions you could make;
- A PORTFOLIO CUMULATIVE GRAPH FOR ALL TRADED INSTRUMENTS!
-R Multiples (please google Trading Blox User's Guide)
-R-Multiple Profit Contribution Graph
-Ulcer Performance Index (because we dont care too much about the evils of upward portfolio volatilities)
-Variability of trade returns on different timeframes... which to employ- 60 min or 30 min or both?...- the answer depends on how much the returns vary/correlate.
-Calculations for Leveraged/Margin trading returns

[NinjaTrader_Bertrand]

Eddy, thanks for your suggestions and taking the time to post this.

[Eddy-2d]

So do you think this could be done on NT7.5 or NT8?
Just speculate, pleaseeee!!!!

[NinjaTrader_Bertrand]

No room for speculations, but we'll for sure add it to our list for future consideration.

[uncogs]

I totally support Eddy on these suggestions... especially the portfolio cumulative graph...

I would also add a 3D chart allowing us to see the result of a genetic optimization (where not all the combination have been tested)
A tool to mix strategies would also be useful.

My 2 cents as a discretionary and automated trader... NT doesn’t need anything more in terms of discretionary trading (except adding features that 1 or 2 people only need...), but should concentrate more on the systematic side...
I switched to another software for my backtest, hope to come back...

Thanks

[NinjaTrader_JoshP]

uncogs,

Thanks for voicing your feedback. I have noted further interest for this on our list of future considerations.

[Eddy-2d]

Hi,
uncog (thanks!) just articulated my views on NT. The systematic trading features are really the most important features to traders than the discretionary ones. They should be the focus. The MonteCarlo on NT7 was a beautiful feature. Thanks.
Oh, and a data manager that would automatically "fix" your database based on a standard deviation random sampling inputs- no prob for the T.analysts. The Fundies,... the real data is more important - but thats part of being a fundie.