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What's New in Version 7

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General Enhancements

 

Performance


Significant memory reductions across all areas of the application


Faster application start up and workspace recovery on multi-core machines


Optimized processing of streaming/real-time events


Optimized processing of bar data recording - Lower CPU utilization and smaller memory footprint


Significant optimization of internal in memory bar management and building processes


Historical data requests are now internally processed down to an increment of one hour if the connectivity provider supports this level of granularity reducing data download times


Upgrade to Microsoft .NET 3.5 runtime


True 64-bit windows support where possible


Historical data now stored in binary format in file system vs database


Replaced Jet database engine with SQL server compact edition database engine

 

General


Added new Google adapter


Added support for fundamental data


Added support for historical bid and ask data (most connectivity providers do not support historical bid/ask data)


Added ability to automatically connect to your broker/market data service on NinjaTrader start up


Improved search algorithm used in the Instrument Manager


Deprecated OpenTick adapter support

 

 

Miscellaneous Enhancements

 

General


Z-order of application windows are accurately restored on reloading of a workspace


Removed "Default" workspace requirement


ATM strategy generated stop loss orders are no longer hard coded to use "Stop Limit" orders on Globex


Removed "Loading data..." pop up dialog window for historical data


Start up splash screen is no longer top most

 

 

Strategy Analyzer Enhancements

 

General


Multi-core support for strategy optimization and basket backtesting


Optimized backtesting performance


New Monte Carlo analysis window


New genetic optimization algorithm


New bar interval optimization - In addition to optimizing on strategy parameters you can now optimize on bar interval


New multi-instrument optimization that aggregates all optimization results of an instrument list into a virtual data set which then generates a "total" performance report


Add performance graph - Trades by Entry Time as histogram


Added performance graph - Trades by Exit Time as histogram


Bars required parameter is now only relevant on the first test period during walk forward optimization

 

 

Strategy Wizard Enhancements

 

General


Added condition element "Session Break"


Added action "Set bar color"


Added action "Set back color"


Added action "Set back color all"


Added action "Candle outline color"


Added drawing action "Regression channel"


Added drawing action "Fixed text"


Added "Compile" button which allows you to compile your strategy at any point in the wizard vs at the very end

 

 

Data Management Enhancements

 

General


Added "Historical Data Manager" which provides the ability to edit historical data records through addition, exclusion or change


Added "Session Manager" which allows for the creation of session profiles that can be assigned at the instrument level


Added automatic merging (continuous contracts) by where historical data from an expired futures contract will be transparently merged into the front month contract


Added "Metastock" data import


Added ability to import data where time stamps are start of bar time stamped


Added ability to generate minute or day bars from imported tick or minute data


Improved flexibility in historical data import format

 

 

Market Replay Enhancements

 

General


General performance improvements


Added ability to download historical replay files from NinjaTrader servers


New data files are started at midnight ET


All recorded replay data files are now aggregated into a single replay session allowing for continuous replay across all available days


Draw objects added during replay are now removed on rewind

 

 

NinjaScript Enhancements

 

General


Objects that implement the IDataSeries interface (excluding DataSeries objects that hold drive indicator plots) now by default only hold the last 256 values but can be overridden to hold infinite values if required


"Save As" and "Print" menus to the Output window


Historical data import are now implemented as NinjaScript objects - Advanced developers can program their own custom import formats


Improved File > Utilities > Import NinjaScript to support custom 3rd party assemblies


NinjaScript exceptions are now sent to the Output window in addition to the Log tab


Added "Weighted" and "Weighteds" price type data series


SendMail() method now supports multiple email addresses


Output window can now be launched from a chart


Added new "OnFundamentalData" method that is called on any change in fundamental data


Changed data type of "int" to "long" for Volume

 

Indicators


Added support for multi-series indicators


Improved support for multi-color plots


Changed internal logic of how/when OnBarUpdate() is triggered - There were situations where buried indicators using custom data series did not fire OnBarUpdate() in correct sequence

 

Strategies


Added "StdDev" standard deviation to the TradesPerformance class


Added "GetAccountValue()" method


Fixed issue with sequence of OnBarUpdate() calls for multi-series strategies

 

 

Market Analyzer Enhancements

 

General


Added ability to add/change instruments by typing the instrument name (symbol) directly into the grid


Significantly optimized data series loading for indicator based columns


Optionally highlight instrument column if any cell in its row changes value


Added ability to change the text of a cell based on user defined conditions


Added ">=" and "<=" conditions


Added "Cross Above" and "Cross Below" conditions


Added ability to drag and drop rows


Added ability to add user defined label rows


Added new column "Instrument description"


Bars look back property now customizable per indicator column allow for optimized user set ups resulting in smaller memory footprint


Session definitions can now be defined by instrument row


Clicking in white space or pressing the Esc key now de-selects a row


Added 10+ fundamental data columns

 

 

Charting Enhancements

 

General


Added support for "Ask" and "Bid" charts


Added support for rapidly changing charts for forex and indexes


Alt + F4 key combination now closes chart

 

New Multi-Series Charting


Accurately mix multiple data series on the same chart


Data series can be any mix of instruments or interval types


New "Format Data Series" dialog window to support multiple series


Each data series can be parameterized independently allowing for full visual customization

 

Indicators


Added support for indicators on indicators at the user interface level


Infinite nesting of indicators on indicators


Added support to save user defined default settings per indicator


Added new plot styles Block, Cross, HLine, TriangleDown, TriangleUp, TriangleLeft, TriangleRight


Added "T3" indicator


Added "DEMA" Double Exponential Moving Average indicator


Added "Double Stochastics" indicator


Added "ZLEMA" Zero Lag Exponential Moving Average indicator


Added "Chaikin Volatility" indicator


Added "LinRegIntercept" indicator


Added "LinRegSlopes" indicator


Added "MAEnvelopes" indicator


Added "PFE" Polarized Fractal Efficiency indicator


Added "RSquared" indicator

 

Enhanced Y Axis Scaling


Logarithmic or linear


User defined fixed range y axis


Three independent scales per panel (Left, right and overlay)


User defined horizontal grid lines now expressed in points


Reduced white space in left and right margins creating a bigger chart canvas

 

New Flexible Chart Panel Management


Move panels up or down


Panel properties dialog window


Panels can be maximized to full screen and restored


Auto-arrange panels to default ratios


Panels can be removed which removes all objects within a panel


When adding a new indicator or data series to a chart you can select "New Panel", "Same as input series" or by panel number

 

Drawing Objects


Drawing objects can attach to data series or indicators


Drawing objects can be local to the chart or global to an instrument across all charts


Snap to OHLC now snaps to any valid data point within a panel


Added new "Lock" property


Added new "Triangle" drawing tool


Added new "Arc" drawing tool


Added option to display fibonacci text levels on the left or right


Regression Channel drawing tool now supports selectable price type


Selecting a draw object and right clicking with your mouse shows context menu with relevant commands

 

Enhanced Data Box


Enhanced to support multi-series charts


Can control the display of data series labels, indicator labels and panel numbers


Added "Auto Size" function that automatically resizes the Data Box based on the number of data rows required for display


Added "Always On Top" toggle


Added user defined fonts

Plots that are set to a transparent color are no longer displayed


Sizeable column widths

 

Enhanced Mini Data Box


Condensed format to preserve space


Only displays data from within the panel


Added display for indicator values

 

New Chart Object Manipulation


Any object on chart can now be selected


Drag and drop indicators or data series to a different panel or create a new one by dropping it in between panels or at the upper/lower boundaries of a chart


Change the paint order (z-order) of any chart object per panel


Double click on any chart object to bring up it's properties dialog window


Right mouse clicking on any chart object will show relevant context menu commands


Press the delete button on any selected chart object will remove it

 

 

Connectivity Adapter Enhancements

 

Barchart Adapter


Updated to the latest API


Added support for a divisor parameter in the symbol map to address incorrect price levels where needed

 

eSignal Adapter


Updated to eSignal Standard API 152


Added support for a divisor parameter in the symbol map to address incorrect price levels where needed


Added support for eSignal fundamental data


Fixed issue where timestamps could be inaccurate during pre and post market hours

 

Interactive Brokers Adapter


Fixed issue where price events with zero volume were filtered

 

IQFeed Adapter


Updated to the latest API (you must update the DTN client)


Optimized processing of news and historical data series requests


Fixed issue where daily events were not processed correctly if NinjaTrader was left connected to IQFeed overnight


Fixed issue where loss of connection during a pending historical data series would cause NinjaTrader to hang

 

MB Trading Adapter


Added support for historical data (requires MBT Navigator version 11.1.0.2 or later)


Added option to drive streaming level 1 data from either snap shot data or time & sales data


Fixed issue where redundant execution events were thrown after recovery on a loss of connection

 

Patsystems Adapter


Updated to the latest Patsystems API


Added support for a divisor parameter in the symbol map to address incorrect price levels where needed


Added support for account values (applicable only if FCM provides this data)


Fixed issue where data streams could abruptly stop

 

PFGBEST.com Adapter


Added support for block accounts

 

TD Ameritrade Adapter


Implemented streaming API, slight performance improvement

 

Yahoo Adapter


Complete performance overhaul


Optimized HTTP request processing

 

Zen-Fire Adapter


Updated to the latest API


Fixed issue with duplicate execution id's with Eurex


Improved reconnect logic