I have been playing around with the NT8 beta for few days now and I am happy with the strong focus on programming features.
I however can not hide my disappointment when it comes down to the NT8 Strategy Analyzer tool. For me personally the strategy analyzer is as equally important as the NinjaScript editor because it is the fundament of any decision making for launching an automated strategy in live trading mode. If I spent hundreds of hours of working on my codes, I spent thousands testing and analyzing after that.
I see just a minor upgrade with only 2 new features added to the tool which don't really add any of the important feature requests that were made on the forum long time ago.
I assume the order fill resolution is intended to fix the granularity problem that NT7 had, which is nice as there is no need to add second tick bars to the strategies anymore and the Multi-objective optimizing, is a good feature for the optimizer as well.
However I really do feel that there is no empowering of the capabilities that the NT7 Strategy Analyzer had and I feel like I am actually working with the old tool.
The real problem with the strategy analyzer is the challenge of physical processing power. The NT7 Strategy Analyzer had all the analytical features I needed, however it lacked the flexibility to go beyond the physical boundaries of the machine where it was being run.
I was expecting distributed computing to be added as a feature in order to harness the combined power of the strong community NT has. I do want to emphasize that this is a feature that MetaTrader has for quite some time now...and in lame terms, this is a major disadvantage for all of us.
No matter what I do with the Strategy Analyzer of NT8, I will always be limited to the resource of the the computer where I have it installed...whereas MT users can utilize distributed computing (for a on-demand processing fee of course).
If there is a feature to share the physical resource of one's machine for a certain fee that can be calculated based on e.g. flops, this would be a strong upgrade and would really unlock the power of the Strategy Analyzer. I would be more than happy to leave my machine in idle mode, available for someone else to remotely push to me a chunk of data for computing ..especially if I get few bucks for it.
2. Another important feature request that also has not been incorporated is the support for GPU processing that could potentially increase the limitation on the physical CPU power as well.
3. Cloud / peer-to-peer exchange of market replay data.
Not sure if you are aware but the market replay data is impossible to find right now. Backtesting is not suitable for high frequency algorithms due to the granularity problem and intrabar movements that are missed in historical data, and the only way to fine tune such an algo is through extensive market replays. The one that is downloaded from the NT server is filtered and is not suitable for heavy testing (e.g. for 1 second bars or tick based strategies). There is too much missing ticks in that feed which leaves the whole community either with the option of starting to record (and accepting that no historic periods can be used for market replay) or to try purchase market replay feed from questionable websites.
I have been scammed twice by different websites and lost more than $2000, buying feeds that don't work or that were never delivered to me.
As a result I started to record unfiltered market replay data for more than 10 instruments which I would love to share with anyone who is interested in it. I am almost certain that a lot other users are doing the same and are willing to share their market replay data as well. If there was an established order of exchanging this between community members as a built in feature of the platform, I can say for certain that unlike NT7, NT8 would be suitable for HFT which on its end could attract some of the most powerful users from other communities.
In case those features are not added, It would be good to at least open up the platform with some API e.g. and documentation in order to give developers a chance of creating such applications. =
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